# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013503
**Filing Date:** 2023-2
**Character Count:** 922706
**Document Hash:** 65a5c9d2b25c212eb7075ad2a4f1218d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013503.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013503

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683236

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1454149325.98

**Total Liabilities:** $374137426.85

**Net Assets:** $1080011899.13

**Cash Not Reported:** $95628878.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5.609813506438 | **1-Year:** -931.616778225076 | **5-Year:** -17396.941460103228 | **10-Year:** -6116.118718861559 | **30-Year:** -11794.016264123898

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

- **3-Month:** -1031.075005011674 | **1-Year:** -27548.743016121418 | **5-Year:** -46986.583159912522 | **10-Year:** -25189.825486075804 | **30-Year:** -21668.717802526380

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153487 | 0.58%                | 2.41%                | -0.47%               |
| Class ID C000192217 | 0.67%                | 2.37%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7998568.54             | $15503400.38                               |
| Month 2  | $-3708808.72             | $32426046.22                               |
| Month 3  | $1575253.59              | $-8994189.38                               |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                    | Title                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                  | JNL Securities Lending Collateral Fund                                                  | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     1589636 | NS      | $1589635.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      417604 | PA      | $-647.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     2788779 | PA      | $-65616.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      626685 | PA      | $3377.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      817362 | PA      | $-18501.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     4641676 | PA      | $-432976.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | POLISH ZLOTY                                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | PL        |      343536 | PA      | $2657.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      239000 | PA      | $19808.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1054604 | PA      | $82581.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       18604 | PA      | $-180.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | GB        |      213000 | PA      | $1018.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | JAPANESE YEN                                                                            | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | JP        |    12602000 | PA      | $2350.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      326598 | PA      | $-6021.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | POLISH ZLOTY                                                                            | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | PL        |     1541978 | PA      | $30019.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | BRAZILIAN REAL                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | BR        |     1376320 | PA      | $1173.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       69526 | PA      | $-8563.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                          | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      191246 | PA      | $-17719.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      674277 | PA      | $-16078.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      377673 | PA      | $-10253.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1065000 | PA      | $99178.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      804258 | PA      | $-16937.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1303000 | PA      | $4361.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | CHINESE YUAN RENMINBI                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CN        |     4628592 | PA      | $19505.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |      951000 | PA      | $76908.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      138164 | PA      | $-8810.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | INDIAN RUPEE                                                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | IN        |    80026000 | PA      | $3932.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     2352653 | PA      | $-373017.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | SOUTH AFRICAN RAND                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ZA        |    29963578 | PA      | $97523.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       99345 | PA      | $-1584.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      243010 | PA      | $978.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     2798909 | PA      | $-186307.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |     2664985 | PA      | $-112925.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     2808947 | PA      | $-12879.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      176244 | PA      | $-3012.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     2611722 | PA      | $-90264.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | JAPANESE YEN                                                                            | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | JP        |    11832000 | PA      | $10482.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      189802 | PA      | $6667.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      166433 | PA      | $-1186.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      768000 | PA      | $25623.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      610091 | PA      | $-52556.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      222327 | PA      | $-9341.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      935012 | PA      | $6289.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      564893 | PA      | $-43786.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      223862 | PA      | $28482.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                       | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |      554083 | PA      | $-8868.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      135482 | PA      | $-373.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      179730 | PA      | $-1690.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | SOUTH KOREAN WON                                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | KR        |   614469472 | PA      | $25894.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      369907 | PA      | $-2549.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      152131 | PA      | $-914.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      103603 | PA      | $-726.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     2416261 | PA      | $44423.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     4085354 | PA      | $82718.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     3796944 | PA      | $96828.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      121194 | PA      | $-11084.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      565418 | PA      | $-47916.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      190288 | PA      | $-11784.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       79042 | PA      | $-3102.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      184561 | PA      | $-789.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |      227000 | PA      | $18216.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | AUSTRALIAN DOLLAR                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | AU        |     1602009 | PA      | $56551.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      446399 | PA      | $27712.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      297422 | PA      | $-1046.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       83913 | PA      | $-83.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | CHINESE YUAN RENMINBI                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CN        |      132055 | PA      | $421.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      572749 | PA      | $-17331.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       10009 | PA      | $1.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       14238 | PA      | $-18.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      125427 | PA      | $2096.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      461314 | PA      | $-1318.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |      211000 | PA      | $-6794.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                       | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |      477747 | PA      | $550.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |      441000 | PA      | $21621.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | INDONESIAN RUPIAH                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ID        | 12094350420 | PA      | $585.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | NORWEGIAN KRONE                                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NO        |     1638553 | PA      | $14208.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |       23524 | PA      | $-862.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1115950 | PA      | $-37128.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | CHINESE YUAN RENMINBI                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CN        |     4090000 | PA      | $17817.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      179939 | PA      | $-1739.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | CANADIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | CA        |     4218975 | PA      | $26630.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |       86660 | PA      | $-4432.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | MEXICAN PESO                                                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | MX        |    10329000 | PA      | $4323.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1044299 | PA      | $-16869.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      132117 | PA      | $-9391.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      144027 | PA      | $-1089.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      452930 | PA      | $-6794.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      808395 | PA      | $-25325.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      152185 | PA      | $-1050.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      656308 | PA      | $9265.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      502570 | PA      | $-33240.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      312252 | PA      | $931.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                       | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     1359040 | PA      | $-11195.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      201891 | PA      | $-2788.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      929623 | PA      | $-134579.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1005873 | PA      | $1161.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                              | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      866330 | PA      | $-68122.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | GB        |      167080 | PA      | $-2118.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | INDONESIAN RUPIAH                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ID        | 19478258551 | PA      | $11521.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     1976634 | PA      | $2569.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                     | BRITISH POUND STERLING                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |     1638375 | PA      | $96082.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | EURO DOLLAR                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      284000 | PA      | $17541.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank                                                                       | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |     4007716 | PA      | $-33401.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |        6233 | PA      | $-232.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | BRAZILIAN REAL                                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | BR        |    20448165 | PA      | $36075.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | INDONESIAN RUPIAH                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ID        |  4687781091 | PA      | $3756.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                             | UNITED STATES DOLLAR                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      153059 | PA      | $-1167.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | INTEREST RATE SWAP                                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DIR              | CORP              | BR        |    22445000 | PA      | $-71121.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     2232000 | PA      | $961366.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    83433000 | PA      | $-2028845.18  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - SINGLE NAME                                                      | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |     -296000 | PA      | $10915.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     2647000 | PA      | $-104852.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    30918000 | PA      | $-643035.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    17351000 | PA      | $-301619.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                            | EXCHANGE CLEARED INFLATION INDEXED SWAP                                                 | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |     1620000 | PA      | $-151921.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     5455000 | PA      | $694433.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      688000 | PA      | $122438.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     1354000 | PA      | $154034.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      990000 | PA      | $130773.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     1898000 | PA      | $77328.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     3151000 | PA      | $436066.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    14929000 | PA      | $320287.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     3929000 | PA      | $531301.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    11380000 | PA      | $808720.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |    17456000 | PA      | $214435.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - INDEX                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -32150000 | PA      | $154260.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | EXCHANGE CLEARED CDS - INDEX                                                            | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -4830300 | PA      | $-29034.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     9387000 | PA      | $-105290.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |    42408750 | PA      | $75342.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | EXCHANGE CLEARED IRS                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     1365000 | PA      | $41510.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -9 | NC      | $-1546.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -5 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -32 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -48 | NC      | $-375.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -48 | NC      | $-375.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -38 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -10 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -7 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          54 | NC      | $324.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          85 | NC      | $6375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          56 | NC      | $1792.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         116 | NC      | $-24400.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -80 | NC      | $-800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         170 | NC      | $10625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -52 | NC      | $-48490.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -65 | NC      | $-31037.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -55 | NC      | $-36905.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -40 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -113 | NC      | $-33222.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -61 | NC      | $-3294.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -4 | NC      | $-2520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-7760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -10 | NC      | $-3400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |           4 | NC      | $5040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -10 | NC      | $-15600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -10 | NC      | $-18900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -9 | NC      | $-7020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -29 | NC      | $48140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          43 | NC      | $-2329.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          99 | NC      | $21.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         140 | NC      | $1400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          56 | NC      | $1120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -115 | NC      | $-575.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         104 | NC      | $9048.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |        -171 | NC      | $-22746.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          19 | NC      | $8977.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          25 | NC      | $-8855.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         171 | NC      | $-1445646.60  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          34 | NC      | $-133133.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         487 | NC      | $109575.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        -734 | NC      | $-82575.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        -141 | NC      | $-35250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        -240 | NC      | $-30000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         115 | NC      | $48.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |         100 | NC      | $-172609.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -486 | NC      | $-11049.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          44 | NC      | $5843.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -38 | NC      | $-2968.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -47 | NC      | $-4773.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          28 | NC      | $8312.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -38 | NC      | $-8609.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          43 | NC      | $20828.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           9 | NC      | $5414.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -57 | NC      | $-73921.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -349 | NC      | $266494.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |          21 | NC      | $-140903.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-11200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          56 | NC      | $1120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         103 | NC      | $868.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          50 | NC      | $750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         115 | NC      | $5175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          28 | NC      | $528.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                     | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -250 | NC      | $-6250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          13 | NC      | $66137.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -16 | NC      | $-42600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -14 | NC      | $-14875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA SECURITIES EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | JP        |         -25 | NC      | $392003.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         114 | NC      | $314980.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          56 | NC      | $2520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                 | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |     -485200 | PA      | $1848.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -130 | NC      | $-26000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | KR        |       -9121 | PA      | $30471.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | HK        |     -335000 | PA      | $54506.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | BR        |      -73900 | PA      | $-12711.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -62895 | PA      | $11950.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | ID        |     -269400 | PA      | $-630.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -7801 | PA      | $39762.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -1718 | PA      | $9189.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |      -52243 | PA      | $61344.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -5834 | PA      | $45378.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -1090 | PA      | $-2932.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -1634 | PA      | $-35689.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |        -266 | PA      | $17006.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |      -81622 | PA      | $63112.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |      -10479 | PA      | $-8578.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |    -1280800 | PA      | $31177.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -93000 | PA      | $9849.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -6520 | PA      | $21313.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |     -272000 | PA      | $-13938.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |     -225000 | PA      | $-10089.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -17000 | PA      | $27188.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |     -738600 | PA      | $52990.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -590000 | PA      | $23546.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |      -10900 | PA      | $537.24       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -485000 | PA      | $41008.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |      -42400 | PA      | $-56765.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -834000 | PA      | $-24975.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -119000 | PA      | $65946.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |      -65700 | PA      | $92168.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -41000 | PA      | $161343.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |      -24215 | PA      | $-189988.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -3189 | PA      | $31479.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |    -1010000 | PA      | $-105160.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -1173 | PA      | $7661.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CN        |      -23600 | PA      | $4672.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -171000 | PA      | $207537.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -211000 | PA      | $326146.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -86000 | PA      | $39189.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |      -38665 | PA      | $76669.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |       -4057 | PA      | $-3483.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |    -1114000 | PA      | $20068.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |      -14455 | PA      | $91998.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |    -1097500 | PA      | $-1406.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -144000 | PA      | $61689.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -37000 | PA      | $82877.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -42000 | PA      | $116272.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CN        |      -57300 | PA      | $29977.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CN        |      -62800 | PA      | $39336.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CN        |      -51800 | PA      | $17028.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CN        |      -61150 | PA      | $43454.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -63000 | PA      | $282755.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |      -77500 | PA      | $128083.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -98000 | PA      | $244906.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -663000 | PA      | $75408.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |     -109000 | PA      | $-20087.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | JP        |       -6700 | PA      | $266488.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | JP        |      -12100 | PA      | $52091.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | JP        |      -11700 | PA      | $79699.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |     -254000 | PA      | $59517.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |     -564000 | PA      | $27457.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |     -533800 | PA      | $-66183.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |     -188000 | PA      | $240.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TW        |      -41435 | PA      | $35303.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |      -24632 | PA      | $-29629.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -22994 | PA      | $106462.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -28145 | PA      | $-112580.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -18482 | PA      | $-15340.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -12579 | PA      | $25912.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | ZA        |       -7872 | PA      | $16173.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -125549 | PA      | $21022.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -14228 | PA      | $12236.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -50408 | PA      | $-151835.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | MX        |      -94000 | PA      | $42721.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | BR        |     -112775 | PA      | $-1372.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -3574 | PA      | $-4396.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -26157 | PA      | $45513.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | MX        |     -199400 | PA      | $583.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -61675 | PA      | $184239.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -2891 | PA      | $14570.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | BR        |    -3122100 | PA      | $-6863.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -48131 | PA      | $558319.55    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -12594 | PA      | $6171.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -15957 | PA      | $8616.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | ZA        |      -92023 | PA      | $54.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -3649 | PA      | $912.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | TH        |      -91400 | PA      | $-41732.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | SG        |     -129500 | PA      | $4834.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -55448 | PA      | $33268.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -5102 | PA      | $24591.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -27001 | PA      | $-70472.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -75554 | PA      | $28710.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -3103 | PA      | $27120.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |        8572 | PA      | $-28699.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KR        |        4948 | PA      | $-15434.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | CN        |       44300 | PA      | $20736.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |      142000 | PA      | $-11279.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KY        |       21200 | PA      | $54321.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | JP        |       61000 | PA      | $-200763.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |       34400 | PA      | $-28205.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | BR        |       71500 | PA      | $-13751.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | KY        |        9063 | PA      | $-22023.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | MX        |       62500 | PA      | $-2240.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      135042 | PA      | $-442947.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | SG        |       38177 | PA      | $-16531.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | RU        |      560770 | PA      | $-552985.95   | -0.05%            |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | AT        |        7728 | PA      | $2233.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | MX        |       67900 | PA      | $-28057.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       60496 | PA      | $-41390.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      686119 | PA      | $-93042.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | HK        |        1433 | PA      | $-3928.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       21533 | PA      | $-65675.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | PT        |       68111 | PA      | $-46662.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | MX        |       39316 | PA      | $1111.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |       66084 | PA      | $-1321.61     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | IL        |       29693 | PA      | $-77886.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       21899 | PA      | $-122196.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       18410 | PA      | $-187782.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       29453 | PA      | $-184081.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | IN        |        3716 | PA      | $-12634.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | SA        |       12012 | PA      | $-5637.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | RU        |       41476 | PA      | $-4.11        | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |        7889 | PA      | $13411.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES                                                                         | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TW        |      -98000 | PA      | $-3250.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TW        |      -97000 | PA      | $21266.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      -34536 | PA      | $17039.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES                                                                         | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      -57700 | PA      | $44565.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES                                                                         | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | MY        |     -317600 | PA      | $971.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                           | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |       -9778 | PA      | $-4983.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                       | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ID        |    -1546100 | PA      | $4961.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES                                                                         | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | CN        |      193300 | PA      | $478.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CN        |      -12900 | PA      | $3367.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |       -5988 | PA      | $14754.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | CN        |      -39100 | PA      | $-1455.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |       -2367 | PA      | $12581.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |       -4681 | PA      | $37569.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |       -2971 | PA      | $24812.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |      -26115 | PA      | $318.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |      -13686 | PA      | $25737.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |       -5936 | PA      | $35179.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |     -267000 | PA      | $42711.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |     -407000 | PA      | $-11818.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |      -13039 | PA      | $18893.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |      -35020 | PA      | $47151.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |     -155000 | PA      | $50152.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |    -1300000 | PA      | $4920.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |     -172000 | PA      | $14101.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |      -93000 | PA      | $76955.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |     -511000 | PA      | $95140.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |       -3329 | PA      | $17186.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | CN        |     -188000 | PA      | $3255.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |      -65000 | PA      | $-34125.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |      -84000 | PA      | $58706.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |     -260000 | PA      | $257405.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | KR        |       -5961 | PA      | $-165180.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |      -76000 | PA      | $23438.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | CN        |       -2216 | PA      | $684.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | CN        |      -54400 | PA      | $10952.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TW        |     -132000 | PA      | $337181.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TH        |    -1002400 | PA      | $-51790.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TH        |     -647800 | PA      | $37201.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TH        |     -224300 | PA      | $-2524.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | BR        |     -248500 | PA      | $46624.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TH        |     -848700 | PA      | $10900.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | BR        |      -74900 | PA      | $12810.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | BR        |    -7021400 | PA      | $39330.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | US        |      -32233 | PA      | $6768.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TH        |    -1576700 | PA      | $-124890.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | TH        |     -338300 | PA      | $-15036.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | MY        |    -1939900 | PA      | $-29967.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | GB        |     -137620 | PA      | $481669.86    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | ZA        |      105013 | PA      | $-38371.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | BR        |      560900 | PA      | $-124540.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | US        |       57495 | PA      | $-4024.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | MX        |      148300 | PA      | $10438.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | BR        |     4111000 | PA      | $626809.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | US        |       13705 | PA      | $-205986.14   | -0.02%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                                          | CONTRACT FOR DIFFERENCE                                                                 | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | AT        |       23703 | PA      | $8626.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         168 | NC      | $14280.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          84 | NC      | $6762.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         -39 | NC      | $-356.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         110 | NC      | $47025.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         351 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -312 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          22 | NC      | $3388.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          -3 | NC      | $-1380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                     | REVERSE REPO                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | RA               | CORP              | US        |    -2304000 | PA      | $-2304000.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                     | REVERSE REPO                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | RA               | CORP              | US        |    -1332000 | PA      | $-1332000.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                     | REVERSE REPO                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | RA               | CORP              | US        |    -1886000 | PA      | $-1886000.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                     | REVERSE REPO                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | RA               | CORP              | US        |   -11440000 | PA      | $-11440000.00 | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                     | REVERSE REPO                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | RA               | CORP              | US        |    -4295000 | PA      | $-4295000.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -55 | NC      | $59779.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -18 | NC      | $21080.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -55 | NC      | $56395.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -42 | NC      | $47172.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -9 | NC      | $8883.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -20 | NC      | $11816.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -19 | NC      | $8993.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           9 | NC      | $-3186.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           4 | NC      | $-2145.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -9 | NC      | $-35606.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | OPTION BOOKED AS A FUTURE                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -5 | NC      | $-7999.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                          | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         138 | NC      | $-989301.62   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          24 | NC      | $-90825.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        -107 | NC      | $106085.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | FUTURE - CASH SETTLED                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          60 | NC      | $-25713.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |          26 | NC      | $6240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                                           | OPTION                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         130 | NC      | $28600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |          39 | NC      | $1.95         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -522 | NC      | $-52200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         -50 | NC      | $-1263.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -71 | NC      | $54720.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -34 | NC      | $-4781.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -70 | NC      | $-5468.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -247 | NC      | $-27015.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -54 | NC      | $-10968.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           4 | NC      | $1250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -56 | NC      | $-24500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          37 | NC      | $26593.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           9 | NC      | $8718.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -19 | NC      | $-4750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          18 | NC      | $15187.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -19 | NC      | $-7125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -29 | NC      | $-58453.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          11 | NC      | $14437.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          14 | NC      | $12906.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1071 | NC      | $-1394840.33  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -25 | NC      | $-11750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -18 | NC      | $-57600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -8 | NC      | $-35400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |           4 | NC      | $8100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -9 | NC      | $-56.25       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |           9 | NC      | $56.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | AU        |     -950000 | NC      | $-13929.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | BR        |    -1100000 | NC      | $-13165.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | BR        |     -926423 | NC      | $-33715.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | BR        |    -1100000 | NC      | $-39351.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | BR        |     -926423 | NC      | $-24607.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | BR        |     -950000 | NC      | $-9764.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CN        |    -1910000 | NC      | $-1401.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          13 | NC      | $3859.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -57 | NC      | $-11578.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -9 | NC      | $-1406.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -5 | NC      | $-2109.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           5 | NC      | $2968.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           5 | NC      | $4218.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          19 | NC      | $34734.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           5 | NC      | $7890.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | OPTION                                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -28 | NC      | $-28000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         430 | NC      | $-1549174.22  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | OPTION                                                                                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | JP        |    -1090000 | NC      | $-92539.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | OPTION                                                                                  | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | JP        |    -1000000 | NC      | $-75686.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                          | OPTION                                                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | MX        |     -943124 | NC      | $-7232.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -544 | NC      | $337551.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |       26035 | PA      | $16502.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       22643 | PA      | $22620.36     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |        2308 | PA      | $-5446.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       30689 | PA      | $-8105.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |      213758 | PA      | $24196.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                             | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | CN        |       93646 | PA      | $2079.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                  | FUTURE - PHYSICALLY DELIVERED                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          61 | NC      | $-347886.78   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | NO        |      -25406 | PA      | $45470.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |       17677 | PA      | $29061.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | BB        |       29070 | PA      | $-58233.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                           | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |        2615 | PA      | $84804.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |        -814 | PA      | $-1092.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | IT        |      148255 | PA      | $47789.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GR        |       12720 | PA      | $22911.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |        9519 | PA      | $6347.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |       26727 | PA      | $18364.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                    | TOTAL RETURN SWAP                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |       41130 | PA      | $2007.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luminar Technologies, Inc.                                                              | Luminar Technologies, Inc.                                                              | CUSIP: 550424AA3<br>LEI: 549300AVGXLDWYMI4298 | Long             | DBT              | CORP              | US        |      432000 | PA      | $242369.28    | 0.02%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MDH Acquisition Corp.                                                                   | MDH Acquisition Corp.                                                                   | CUSIP: 55283P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46966 | NS      | $473417.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson PLC                                                                            | Ferguson PLC                                                                            | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |        9040 | NS      | $1147808.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Acquisition I Corp.                                                             | Freedom Acquisition I Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       19789 | NS      | $199868.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                           | Alphabet Inc.                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      111947 | NS      | $9933057.31   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                                          | Community Health Systems, Inc.                                                          | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      135000 | PA      | $69996.65     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIIG Capital Partners II, Inc.                                                          | CIIG Capital Partners II, Inc.                                                          | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24361 | NS      | $248238.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG Capital Partners II, Inc.                                                          | CIIG Capital Partners II, Inc.                                                          | CUSIP: 12561U208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13571 | NS      | $137474.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas 2019-1 Limited                                                                     | Clas 2019-1 Limited                                                                     | CUSIP: 12563CAA5<br>LEI: 549300OROZU0B82MDO61 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $70000.00     | 0.01%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CIFC Funding 2021-I Ltd                                                                 | CIFC Funding 2021-I Ltd                                                                 | CUSIP: 12563KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $453600.00    | 0.04%             | 2033-04-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| CSMC 2016-NXSR Commercial Mortgage Trust                                                | CSMC 2016-NXSR Commercial Mortgage Trust                                                | CUSIP: 12597HAC0<br>LEI: 549300XMRV4C4QGBZZ20 | Long             | ABS-MBS          | CORP              | US        |      555490 | PA      | $544491.00    | 0.05%             | 2023-02-15      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| CTR Partnership, L.P.                                                                   | CTR Partnership, L.P.                                                                   | CUSIP: 126458AE8<br>LEI: 254900L7G64R08G6RJ22 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25333.43     | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      130000 | PA      | $103828.37    | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137AX2S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       92000 | PA      | $43056.77     | 0.00%             | 2042-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137BWNK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      119115 | PA      | $90681.89     | 0.01%             | 2042-12-15      | Floating      | 0.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     3788208 | PA      | $599537.02    | 0.06%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $159661.85    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Grove Collaborative Holdings, Inc.                                                      | Grove Collaborative Holdings, Inc.                                                      | CUSIP: 39957D110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3626 | NS      | $362.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                       | HSBC Holdings PLC                                                                       | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184162.40    | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                      | Horizon Aircraft Finance I Limited                                                      | CUSIP: 440405AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1033513 | PA      | $437993.33    | 0.04%             | 2025-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99000 | PA      | $90357.96     | 0.01%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                     | Post Holdings, Inc.                                                                     | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      575000 | PA      | $601174.00    | 0.06%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RH                                                                                      | RH                                                                                      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -16760 | NS      | $-4478104.40  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                                                          | Signature Bank                                                                          | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |         920 | NS      | $106002.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health, Inc.                                                                    | Signify Health, Inc.                                                                    | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       86606 | NS      | $2482127.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                                  | Verisk Analytics, Inc.                                                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       21117 | NS      | $3725461.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                                                    | Vornado Realty Trust                                                                    | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11350 | NS      | $236193.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47250.00     | 0.00%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9487.32      | 0.00%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91604.17     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                                  | LLPL Capital Pte. Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | US        |      213300 | PA      | $185571.00    | 0.02%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Aurora Acquisition Corp.                                                                | Aurora Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7052 | NS      | $71154.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX Holdings Inc                                                                      | ECARX Holdings Inc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1807 | NS      | $177.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp                                                               | Gesher I Acquisition Corp                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |        2963 | NS      | $1481.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HH&L Acquisition Co.                                                                    | HH&L Acquisition Co.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       42089 | NS      | $425519.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp.                                                             | Independence Holdings Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10363 | NS      | $104562.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rose Hill Acquisition Corporation                                                       | Rose Hill Acquisition Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         870 | NS      | $9100.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                                      | Seagate Technology Holdings Public Limited Company                                      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Short            | EC               | CORP              | IE        |      -88383 | NS      | $-4649829.63  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| TortoiseEcofin Acquisition Corp. III                                                    | TortoiseEcofin Acquisition Corp. III                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       33102 | NS      | $329364.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VPC Impact Acquisition Holdings II                                                      | VPC Impact Acquisition Holdings II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       28362 | NS      | $286739.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Latitude Acquisition Corp.                                                        | Valor Latitude Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       32799 | NS      | $329957.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group, LLC                                                                  | Jane Street Group, LLC                                                                  | CUSIP: 47077DAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       28887 | PA      | $27992.87     | 0.00%             | 2028-01-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Viad Corp                                                                               | Viad Corp                                                                               | CUSIP: 92553BAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      167875 | PA      | $157802.50    | 0.01%             | 2024-12-31      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                                | Alterra Mountain Company                                                                | CUSIP: 46124CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       28950 | PA      | $28533.99     | 0.00%             | 2028-07-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Coruripe Netherlands B.V.                                                               | Coruripe Netherlands B.V.                                                               | CUSIP: N/A<br>LEI: 724500EL5MDC9RD0FW48       | Long             | DBT              | CORP              | US        |      200000 | PA      | $161220.53    | 0.01%             | 2027-02-10      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                             | Citigroup Commercial Mortgage Trust 2018-B2                                             | CUSIP: 17327FAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2521950 | PA      | $145363.68    | 0.01%             | 2051-03-10      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                        | Cloudflare, Inc.                                                                        | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |       -1789 | NS      | $-80880.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Compass, Inc.                                                                           | Compass, Inc.                                                                           | CUSIP: 20464U100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -578262 | NS      | $-1347350.46  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                                                         | Confluent, Inc.                                                                         | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |       -6111 | NS      | $-135908.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                                                         | Confluent, Inc.                                                                         | CUSIP: 20717MAA1<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1286253.36   | 0.12%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamondhead Holdings Corp.                                                              | Diamondhead Holdings Corp.                                                              | CUSIP: 25278L105<br>LEI: 549300HWN3ECTEH7I380 | Long             | EC               | CORP              | US        |       33193 | NS      | $333921.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Transformation Opportunities Corp.                                              | Digital Transformation Opportunities Corp.                                              | CUSIP: 25401K115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         195 | NS      | $12.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                                             | DigitalOcean Holdings, Inc.                                                             | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |       -2038 | NS      | $-51907.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EVO Payments, Inc.                                                                      | EVO Payments, Inc.                                                                      | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |       62628 | NS      | $2119331.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       90000 | PA      | $68535.15     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                       | Enterprise Products Operating LLC                                                       | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61266.30     | 0.01%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                       | Enterprise Products Operating LLC                                                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139780.58    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Burlington Stores, Inc.                                                                 | Burlington Stores, Inc.                                                                 | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     2098000 | PA      | $2406028.36   | 0.22%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Company                                                                | Century Aluminum Company                                                                | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      815000 | PA      | $585377.83    | 0.05%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                       | Enterprise Products Operating LLC                                                       | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18946.56     | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Envestnet, Inc.                                                                         | Envestnet, Inc.                                                                         | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Short            | EC               | CORP              | US        |       -2078 | NS      | $-128212.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dish Network Corporation                                                                | Dish Network Corporation                                                                | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      580000 | PA      | $524830.40    | 0.05%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                                                | Dish Network Corporation                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      748000 | PA      | $482666.45    | 0.04%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38381ABH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2080419 | PA      | $195082.57    | 0.02%             | 2048-09-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38381BAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1883471 | PA      | $167665.66    | 0.02%             | 2048-12-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Docuformas, S.A.P.I. de C.V.                                                            | Docuformas, S.A.P.I. de C.V.                                                            | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $44193.76     | 0.00%             | 2024-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $161500.00    | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Inotiv, Inc.                                                                            | Inotiv, Inc.                                                                            | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $419869.98    | 0.04%             | 2027-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                               | Liberty Media Corporation                                                               | CUSIP: 531229AG7<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     2246000 | PA      | $2120938.23   | 0.20%             | 2048-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                               | Liberty Media Corporation                                                               | CUSIP: 531229AJ1<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     2771000 | PA      | $2558882.72   | 0.24%             | 2049-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                    | NCL Corporation Ltd.                                                                    | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      723000 | PA      | $737394.93    | 0.07%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NIO, Inc.                                                                               | NIO, Inc.                                                                               | CUSIP: 62914VAE6<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1109681.03   | 0.10%             | 2026-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NextGen Healthcare, Inc.                                                                | NextGen Healthcare, Inc.                                                                | CUSIP: 65343C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -37494 | NS      | $-704137.32   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                                                            | Pacira Pharmaceuticals, Inc.                                                            | CUSIP: 695127AF7<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |      374000 | PA      | $337525.65    | 0.03%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PAR Technology Corporation                                                              | PAR Technology Corporation                                                              | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |     1313000 | PA      | $938504.83    | 0.09%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                         | Park Aerospace Holdings Limited                                                         | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49384.92     | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                 | Pebblebrook Hotel Trust                                                                 | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     2647000 | PA      | $2166593.32   | 0.20%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pool Corporation                                                                        | Pool Corporation                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        9419 | NS      | $2847646.27   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROOF Acquisition Corp I                                                                | PROOF Acquisition Corp I                                                                | CUSIP: 74349W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15656 | NS      | $159221.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                                                      | Redfin Corporation                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     1842000 | PA      | $854159.35    | 0.08%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance, LLC                                                        | Teva Pharmaceutical Finance, LLC                                                        | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      195000 | PA      | $172516.69    | 0.02%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2014-3 CLO Ltd                                                    | THL Credit Wind River 2014-3 CLO Ltd                                                    | CUSIP: 88432DBN3<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $383022.50    | 0.04%             | 2031-10-22      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Twelve Seas Investment Company II                                                       | Twelve Seas Investment Company II                                                       | CUSIP: 90118T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27560 | NS      | $277804.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals (North America), Inc.                                                    | United Rentals (North America), Inc.                                                    | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18475.00     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                            | Voya CLO Ltd                                                                            | CUSIP: 92917XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $441831.50    | 0.04%             | 2032-07-20      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| Wayfair Inc.                                                                            | Wayfair Inc.                                                                            | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     1604000 | PA      | $924680.34    | 0.09%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Akouos, Inc.                                                                            | Akouos, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       14398 | NS      | $10798.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      210000 | PA      | $153825.00    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                              | Dryden 40 Senior Loan Fund                                                              | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $397374.50    | 0.04%             | 2031-08-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1729000000 | PA      | $121038.33    | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Consilium Acquisition Corp I Ltd                                                        | Consilium Acquisition Corp I Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7989 | NS      | $80928.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 95 CLO Ltd                                                                       | Dryden 95 CLO Ltd                                                                       | CUSIP: 262485AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $374395.84    | 0.03%             | 2034-08-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream, LLC                                                                      | DCP Midstream, LLC                                                                      | CUSIP: 26439XAH6<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39427.43     | 0.00%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Lazard Growth Acquisition Corp. I                                                       | Lazard Growth Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       62956 | NS      | $636485.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp. I                                                       | Lazard Growth Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         403 | NS      | $4062.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                                | Century Aluminum Company                                                                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |      -31879 | NS      | $-260770.22   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PowerUp Acquisition Corp.                                                               | PowerUp Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       12791 | NS      | $131747.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powered Brands                                                                          | Powered Brands                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          23 | NS      | $232.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7306.23      | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The Chefs' Warehouse, Inc.                                                              | The Chefs' Warehouse, Inc.                                                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |      -24901 | NS      | $-828705.28   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TZP Strategies Acquisition Corp.                                                        | TZP Strategies Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       59023 | NS      | $596132.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UTA Acquisition Corp                                                                    | UTA Acquisition Corp                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       22325 | NS      | $227938.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VII                                                              | Churchill Capital Corp VII                                                              | CUSIP: 17144M201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8041 | NS      | $80089.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                                                                 | Cinemark Holdings, Inc.                                                                 | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |     -111005 | NS      | $-961303.30   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256797.75    | 0.02%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                   | Delta Air Lines, Inc.                                                                   | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306553.74    | 0.03%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39403.42     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |          11 | NS      | $6572.50      | 0.00%             | 2500-12-31      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Howmet Aerospace Inc.                                                                   | Howmet Aerospace Inc.                                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       30749 | NS      | $1211818.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IndyMac ABS, Inc.                                                                       | IndyMac ABS, Inc.                                                                       | CUSIP: 456606HV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234664 | PA      | $222392.54    | 0.02%             | 2035-10-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                        | CUSIP: 46654EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136000 | PA      | $127172.05    | 0.01%             | 2038-06-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities T                                      | J.P. Morgan Chase Commercial Mortgage Securities T                                      | CUSIP: 46654PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $126717.22    | 0.01%             | 2023-11-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Landcadia Holdings IV Inc.                                                              | Landcadia Holdings IV Inc.                                                              | CUSIP: 51477A112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3355 | NS      | $451.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies, Inc.                                                              | Luminar Technologies, Inc.                                                              | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Short            | EC               | CORP              | US        |      -11623 | NS      | $-57533.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                                                      | MP Materials Corp.                                                                      | CUSIP: 553368101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19170 | NS      | $-465447.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition II Corp.                                                         | M3-Brigade Acquisition II Corp.                                                         | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17304 | NS      | $173386.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edify Acquisition Corp.                                                                 | Edify Acquisition Corp.                                                                 | CUSIP: 28059Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17996 | NS      | $181759.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd                                                                      | Elmwood CLO II Ltd                                                                      | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $499236.40    | 0.05%             | 2031-04-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MannKind Corporation                                                                    | MannKind Corporation                                                                    | CUSIP: 56400PAQ5<br>LEI: 213800GFBCNY1ZFST722 | Long             | DBT              | CORP              | US        |     3979000 | PA      | $4790676.21   | 0.44%             | 2026-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Marcus Corporation                                                                  | The Marcus Corporation                                                                  | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Short            | EC               | CORP              | US        |      -97603 | NS      | $-1404507.17  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| The Marcus Corporation                                                                  | The Marcus Corporation                                                                  | CUSIP: 566330AA4<br>LEI: 549300NL0OKPNEMP6B79 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1767548.20   | 0.16%             | 2025-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                                | Marriott Vacations Worldwide Corporation                                                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |       -1796 | NS      | $-241723.64   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18136.87     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer Operating, L.P.                                                         | Energy Transfer Operating, L.P.                                                         | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18677.75     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                            | Marriott International, Inc.                                                            | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        6500 | NS      | $967785.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                                                       | Match Group, Inc.                                                                       | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |       -9592 | NS      | $-397972.08   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Endure Digital, Inc.                                                                    | Endure Digital, Inc.                                                                    | CUSIP: 29279XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $240825.40    | 0.02%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gossamer Bio, Inc.                                                                      | Gossamer Bio, Inc.                                                                      | CUSIP: 38341PAA0<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $380760.73    | 0.04%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                   | MVC Acquisition Corp.                                                                   | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $143090.44    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS11                                               | Morgan Stanley Capital I Trust 2016-UBS11                                               | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15383105 | PA      | $637166.68    | 0.06%             | 2049-08-17      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38378U7Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4855911 | PA      | $104806.09    | 0.01%             | 2042-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380XUC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1705448 | PA      | $155718.27    | 0.01%             | 2048-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Asia Vital Components Co., Ltd.                                                         | Asia Vital Components Co., Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       32000 | NS      | $116808.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Supalai Public Company Limited                                                          | Supalai Public Company Limited                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     2180300 | NS      | $1530780.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AP (Thailand) Public Company Limited                                                    | AP (Thailand) Public Company Limited                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     2932900 | NS      | $983191.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                                                             | Naspers Ltd                                                                             | CUSIP: N/A<br>LEI: 21380044BQ8812EEKT59       | Long             | EC               | CORP              | ZA        |        7345 | NS      | $1218909.58   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Catalyst, Inc.                                                                   | Health Catalyst, Inc.                                                                   | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Short            | EC               | CORP              | US        |      -10780 | NS      | $-114591.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                                      | Helix Energy Solutions Group, Inc.                                                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Short            | EC               | CORP              | US        |     -235661 | NS      | $-1739178.18  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp. III                                                      | Northern Star Investment Corp. III                                                      | CUSIP: 66574L118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         989 | NS      | $19.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp. IV                                                       | Northern Star Investment Corp. IV                                                       | CUSIP: 66575B119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         764 | NS      | $17.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                                                      | Hope Bancorp, Inc.                                                                      | CUSIP: 43940TAB5<br>LEI: 549300UTF4QGMBHIZ219 | Long             | DBT              | CORP              | US        |     3382000 | PA      | $3298495.04   | 0.31%             | 2038-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Innoviva, Inc.                                                                          | Innoviva, Inc.                                                                          | CUSIP: 45781MAC5<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |     2103000 | PA      | $1705055.62   | 0.16%             | 2028-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Mizrahi-Tefahot Bank Ltd.                                                               | Mizrahi-Tefahot Bank Ltd.                                                               | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |       22838 | NS      | $740021.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TechTarget, Inc.                                                                        | TechTarget, Inc.                                                                        | CUSIP: 87874RAC4<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $766128.51    | 0.07%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercept Pharmaceuticals, Inc.                                                         | Intercept Pharmaceuticals, Inc.                                                         | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Short            | EC               | CORP              | US        |       -7320 | NS      | $-90548.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                          | Intelsat Jackson Holdings S.A.                                                          | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | DBT              | CORP              | US        |      320000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                        | Teva Pharmaceutical Finance Netherlands III B.V.                                        | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |      278000 | PA      | $242984.64    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                        | Teva Pharmaceutical Finance Netherlands III B.V.                                        | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |     1531000 | PA      | $939803.13    | 0.09%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Interprivate IV Infratech Partners Inc.                                                 | Interprivate IV Infratech Partners Inc.                                                 | CUSIP: 46064T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18906 | NS      | $193786.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                                                               | Liberty Media Corporation                                                               | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     2564000 | PA      | $863644.94    | 0.08%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-3 CLO Ltd.                                                   | THL Credit Wind River 2018-3 CLO Ltd.                                                   | CUSIP: 88432UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $857372.00    | 0.08%             | 2031-01-21      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Twelve Seas Investment Company II                                                       | Twelve Seas Investment Company II                                                       | CUSIP: 90118T205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12895 | NS      | $129594.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corporation Ltd.                                                                    | NCL Corporation Ltd.                                                                    | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1033605.59   | 0.10%             | 2027-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                    | NCL Corporation Ltd.                                                                    | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     1399000 | PA      | $1012874.60   | 0.09%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 37 Ltd                                               | Neuberger Berman Loan Advisers CLO 37 Ltd                                               | CUSIP: 64133HAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $464092.50    | 0.04%             | 2031-07-21      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44, Ltd.                                             | Neuberger Berman Loan Advisers CLO 44, Ltd.                                             | CUSIP: 64134EAA2<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |      940000 | PA      | $827215.98    | 0.08%             | 2034-10-16      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Pyxus International, Inc.                                                               | Pyxus International, Inc.                                                               | CUSIP: 747328AA0<br>LEI: 8YFRT44YTZ40IQKXOL79 | Long             | DBT              | CORP              | US        |       97018 | PA      | $75827.93     | 0.01%             | 2024-08-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Treehouse Foods, Inc.                                                                   | Treehouse Foods, Inc.                                                                   | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |      517000 | PA      | $440787.68    | 0.04%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      880000 | PA      | $661512.54    | 0.06%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TVC Mortgage Trust 2020-RTL1                                                            | TVC Mortgage Trust 2020-RTL1                                                            | CUSIP: 90114YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400000 | PA      | $2303857.44   | 0.21%             | 2024-09-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      260000 | PA      | $209340.61    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Viscogliosi Brothers Acquisition Corp.                                                  | Viscogliosi Brothers Acquisition Corp.                                                  | CUSIP: 92838K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5948 | NS      | $60015.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                         | Westinghouse Air Brake Technologies Corporation                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       11189 | NS      | $1116774.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Concessionaria Auto Raposo Tavares S/A                                                  | Concessionaria Auto Raposo Tavares S/A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10657 | NS      | $107635.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MariaDB Public Limited Company                                                          | MariaDB Public Limited Company                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        3419 | NS      | $1196.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition Corp.                                                      | Medicus Sciences Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         999 | NS      | $87.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Biotech Opportunities Corp.                                                       | Orion Biotech Opportunities Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         888 | NS      | $8924.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prenetics Global Limited                                                                | Prenetics Global Limited                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         116 | NS      | $18.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Corp.                                                        | Semper Paratus Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: 549300AC21G4NBK9D322       | Long             | EC               | CORP              | KY        |       35323 | NS      | $364886.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corporation I-A                                                  | Warburg Pincus Capital Corporation I-A                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       36176 | NS      | $365377.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Jackson Holdings, Ltd.                                                         | Intelsat Jackson Holdings, Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         323 | NS      | $2422.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Activision Blizzard, Inc.                                                               | Activision Blizzard, Inc.                                                               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       56827 | NS      | $4350106.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                           | Alphabet Inc.                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      112540 | NS      | $9929404.20   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                                                      | Atlas Air Worldwide Holdings, Inc.                                                      | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       47698 | NS      | $4807958.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                          | AutoZone, Inc.                                                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               | CORP              | US        |       -1384 | NS      | $-3413193.12  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO 2019-3, Limited                                                 | Bain Capital Credit CLO 2019-3, Limited                                                 | CUSIP: 05683UAE6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $415465.00    | 0.04%             | 2034-10-23      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                                          | Bandwidth Inc.                                                                          | CUSIP: 05988JAD5<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |     1613000 | PA      | $1003415.04   | 0.09%             | 2028-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| W. R. Berkley Corporation                                                               | W. R. Berkley Corporation                                                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       56462 | NS      | $4097447.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Burtech Acquisition Corp.                                                               | Burtech Acquisition Corp.                                                               | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40927 | NS      | $415818.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                                                             | DigitalOcean Holdings, Inc.                                                             | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     2378000 | PA      | $1785763.86   | 0.17%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dish Network Corporation                                                                | Dish Network Corporation                                                                | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |      -17657 | NS      | $-247904.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dish Network Corporation                                                                | Dish Network Corporation                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1399000 | PA      | $878948.33    | 0.08%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coupa Software Incorporated                                                             | Coupa Software Incorporated                                                             | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       11596 | NS      | $918055.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                                                          | Doximity, Inc.                                                                          | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       97095 | NS      | $3258508.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dye & Durham Limited                                                                    | Dye & Durham Limited                                                                    | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2265000 | PA      | $1271344.17   | 0.12%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Forest Road Acquisition Corp. II                                                        | Forest Road Acquisition Corp. II                                                        | CUSIP: 34619V111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2683 | NS      | $896.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35564TBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1400000 | PA      | $1401495.76   | 0.13%             | 2049-07-26      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Dynavax Technologies Corporation                                                        | Dynavax Technologies Corporation                                                        | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |     2765000 | PA      | $3471623.40   | 0.32%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EG Acquisition Corp.                                                                    | EG Acquisition Corp.                                                                    | CUSIP: 26846A118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6370 | NS      | $1229.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAA Home Equity Trust 2007-9                                                           | GSAA Home Equity Trust 2007-9                                                           | CUSIP: 3622EEAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1643000 | PA      | $979230.72    | 0.09%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gabon, Government of                                                                    | Gabon, Government of                                                                    | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | US        |      350000 | PA      | $286556.90    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GX Acquisition Corp. II                                                                 | GX Acquisition Corp. II                                                                 | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26063 | NS      | $260890.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4732110 | PA      | $251477.57    | 0.02%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                                 | Lumen Technologies Inc.                                                                 | CUSIP: 29078EAA3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      370000 | PA      | $172077.20    | 0.02%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International SA                                                           | Enel Finance International SA                                                           | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |      150000 | PA      | $136796.58    | 0.01%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     6155760 | PA      | $829799.49    | 0.08%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Grubhub Holdings Inc.                                                                   | Grubhub Holdings Inc.                                                                   | CUSIP: 40010PAA6<br>LEI: 529900CR2K1AJ5W4RR39 | Long             | DBT              | CORP              | US        |     1048000 | PA      | $759126.37    | 0.07%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |        5847 | PA      | $5791.64      | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hat Holdings I LLC                                                                      | Hat Holdings I LLC                                                                      | CUSIP: 418751AG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1309531.29   | 0.12%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LHC Group, Inc.                                                                         | LHC Group, Inc.                                                                         | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       37983 | NS      | $6141471.27   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RR 18 Ltd                                                                               | RR 18 Ltd                                                                               | CUSIP: 749737AA0<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | US        |      360000 | PA      | $321875.28    | 0.03%             | 2034-10-16      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59011.35     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35564KJA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      250000 | PA      | $228286.88    | 0.02%             | 2034-01-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                                             | Sea Limited                                                                             | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | US        |     1412000 | PA      | $1040813.44   | 0.10%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Silicon Motion, Inc.                                                                    | Silicon Motion, Inc.                                                                    | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |       38389 | NS      | $2494901.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18694.73     | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| fuboTV Inc.                                                                             | fuboTV Inc.                                                                             | CUSIP: 35953D104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1264 | NS      | $-2199.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      350000 | PA      | $256808.30    | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                        | Virgin Media Secured Finance PLC                                                        | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | US        |      210000 | PA      | $188720.33    | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wesleyan University                                                                     | Wesleyan University                                                                     | CUSIP: 95101VAA7<br>LEI: MR0KVN5WYB7MX4TE2T37 | Long             | DBT              | CORP              | US        |       60000 | PA      | $47803.74     | 0.00%             | 2116-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      200000 | PA      | $164854.00    | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| fuboTV Inc.                                                                             | fuboTV Inc.                                                                             | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      667000 | PA      | $310245.05    | 0.03%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-ARDN                                      | GS Mortgage Securities Corporation Trust 2021-ARDN                                      | CUSIP: 36266CAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $443283.90    | 0.04%             | 2023-11-15      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $6018.59      | 0.00%             | 2500-12-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      280000 | PA      | $255350.45    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altimar Acquisition Corp. III                                                           | Altimar Acquisition Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8356 | NS      | $84144.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JATT Acquisition Corp                                                                   | JATT Acquisition Corp                                                                   | CUSIP: N/A<br>LEI: 549300LQXD6M2MIQFN24       | Long             | EC               | CORP              | KY        |       10708 | NS      | $109328.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                                                                   | Affirm Holdings, Inc.                                                                   | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      952000 | PA      | $528723.66    | 0.05%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Gores Holdings IX, Inc.                                                                 | Gores Holdings IX, Inc.                                                                 | CUSIP: 38287A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       64104 | NS      | $635911.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                             | Halozyme Therapeutics, Inc.                                                             | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |      719000 | PA      | $849376.27    | 0.08%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rocket Internet Growth Opportunities Corp.                                              | Rocket Internet Growth Opportunities Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1559 | NS      | $12.94        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Screaming Eagle Acquisition Corp.                                                       | Screaming Eagle Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       11898 | NS      | $2804.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings, LLC                                                                | BigBear.ai Holdings, LLC                                                                | CUSIP: 08975B117<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |        3477 | NS      | $106.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bilander Acquisition Corp.                                                              | Bilander Acquisition Corp.                                                              | CUSIP: 09001T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20863 | NS      | $206335.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdings Corp. II                                               | Social Capital Suvretta Holdings Corp. II                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       53172 | NS      | $535442.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp. 2                                                                  | SVF Investment Corp. 2                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       33010 | NS      | $332740.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                                         | KLA Corporation                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |       -7784 | NS      | $-2934801.52  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Kadem Sustainable Impact Corporation                                                    | Kadem Sustainable Impact Corporation                                                    | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11447 | NS      | $114813.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| biote Corp.                                                                             | biote Corp.                                                                             | CUSIP: 090683111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4622 | NS      | $1155.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                                                                         | Blackline, Inc.                                                                         | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |       -1108 | NS      | $-74535.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yuzhou Group Holdings Company Limited                                                   | Yuzhou Group Holdings Company Limited                                                   | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | US        |      200000 | PA      | $18000.00     | 0.00%             | 2025-05-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                               | Cyxtera DC Holdings, Inc.                                                               | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      156929 | PA      | $132082.36    | 0.01%             | 2024-03-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                                      | Cologix Data Centers US Issuer LLC                                                      | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1250182.50   | 0.12%             | 2026-12-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $125285.60    | 0.01%             | 2042-02-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                            | United Overseas Bank Limited                                                            | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       67100 | NS      | $1534371.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert - Groep Brussel Lambert                                        | Groupe Bruxelles Lambert - Groep Brussel Lambert                                        | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |       25510 | NS      | $2042230.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52444.04     | 0.00%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      170000 | PA      | $184104.05    | 0.02%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                                 | Astra Acquisition Corp.                                                                 | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      519875 | PA      | $462688.75    | 0.04%             | 2029-10-22      | Floating      | 12.95%                | No            |                  3 | On Loan: No      |
| Vision Solutions, Inc.                                                                  | Vision Solutions, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33000 | PA      | $27258.00     | 0.00%             | 2028-04-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lafarge                                                                                 | Lafarge                                                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       74370 | NS      | $3863640.42   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Silk Road Medical, Inc.                                                                 | Silk Road Medical, Inc.                                                                 | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |       52593 | NS      | $2779540.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare, LLC                                                                 | Aveanna Healthcare, LLC                                                                 | CUSIP: 05355JAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      455000 | PA      | $250250.00    | 0.02%             | 2029-12-08      | Floating      | 11.39%                | No            |                  3 | On Loan: No      |
| Atlas Corp.                                                                             | Atlas Corp.                                                                             | CUSIP: N/A<br>LEI: 5493007Z8Q1H45KT7W98       | Long             | EC               | CORP              | MH        |      111700 | NS      | $1713478.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                     | Comcast Corporation                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       91660 | NS      | $3205350.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2018-HCLV Mortgage Trust                                                           | COMM 2018-HCLV Mortgage Trust                                                           | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $857695.40    | 0.08%             | 2033-09-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                             | Continental Resources, Inc.                                                             | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83858.48     | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Conyers Park III Acquisition Corp.                                                      | Conyers Park III Acquisition Corp.                                                      | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40555 | NS      | $399872.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                                                             | Southwestern Energy Company                                                             | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      620000 | PA      | $529375.96    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, Inc.                                                                   | Spirit Airlines, Inc.                                                                   | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $48199.81     | 0.00%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Copa Holdings, S.A.                                                                     | Copa Holdings, S.A.                                                                     | CUSIP: 21720AAB8<br>LEI: 529900BB9UQJV6QQHA59 | Long             | DBT              | CORP              | US        |     3724000 | PA      | $6362081.60   | 0.59%             | 2025-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                      | Credit Agricole SA                                                                      | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202260.00    | 0.02%             | 2500-12-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.                                              | Endo Luxembourg Finance Company I S.a r.l.                                              | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | US        |      175000 | PA      | $133018.82    | 0.01%             | 2029-04-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Legacy EJY Subsidiary LLC                                                               | Legacy EJY Subsidiary LLC                                                               | CUSIP: 29335V114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         640 | NS      | $1.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Orbit Holdings, Inc.                                                             | Virgin Orbit Holdings, Inc.                                                             | CUSIP: 92771A119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1019 | NS      | $183.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtusa Corporation                                                                     | Virtusa Corporation                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |      195000 | PA      | $149605.37    | 0.01%             | 2028-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       51230 | NS      | $2115286.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       80000 | PA      | $66128.80     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B6XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     3695688 | PA      | $284098.98    | 0.03%             | 2031-02-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac MSCR Trust MN1                                                              | Freddie Mac MSCR Trust MN1                                                              | CUSIP: 35563FAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      500000 | PA      | $445837.10    | 0.04%             | 2051-01-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28386.60     | 0.00%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Williams Partners L.P.                                                                  | Williams Partners L.P.                                                                  | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71621.68     | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Core Parenterals Limited                                                                | Core Parenterals Limited                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8562 | NS      | $85191.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp.                                                            | Elliott Opportunity II Corp.                                                            | CUSIP: N/A<br>LEI: 549300796AMMETN58424       | Long             | EC               | CORP              | KY        |        3320 | NS      | $33498.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corporation Trust 2021-IP                                        | GS Mortgage Securities Corporation Trust 2021-IP                                        | CUSIP: 36262MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $464861.65    | 0.04%             | 2036-10-15      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Galaxy XIX CLO, Ltd.                                                                    | Galaxy XIX CLO, Ltd.                                                                    | CUSIP: 36319RAQ3<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $410763.00    | 0.04%             | 2030-07-24      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| Gossamer Bio, Inc.                                                                      | Gossamer Bio, Inc.                                                                      | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Short            | EC               | CORP              | US        |      -74301 | NS      | $-161233.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Turquoise Hill Resources Ltd                                                            | Turquoise Hill Resources Ltd                                                            | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | US        |      937000 | PA      | $1146803.67   | 0.11%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Investcorp Europe Acquisition Corp I                                                    | Investcorp Europe Acquisition Corp I                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10047 | NS      | $103484.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lead Edge Growth Opportunities, Ltd                                                     | Lead Edge Growth Opportunities, Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       69353 | NS      | $700465.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition Corp. I                                                   | Macondray Capital Acquisition Corp. I                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       20478 | NS      | $208670.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                                                                              | Tio Tech A                                                                              | CUSIP: N/A<br>LEI: 9845003AFE50FBFE3940       | Long             | EC               | CORP              | KY        |       31263 | NS      | $315756.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XLVIII Ltd                                                         | Madison Park Funding XLVIII Ltd                                                         | CUSIP: 55821WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $920064.00    | 0.09%             | 2033-04-19      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37869.00     | 0.00%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49800.02     | 0.00%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO Ltd                                                                      | Peace Park CLO Ltd                                                                      | CUSIP: 70470NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      360000 | PA      | $315043.20    | 0.03%             | 2034-10-20      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Air Methods Corporation                                                                 | Air Methods Corporation                                                                 | CUSIP: 00912YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      415692 | PA      | $231748.07    | 0.02%             | 2024-04-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                                                                      | Byju's Alpha, Inc.                                                                      | CUSIP: Y8800HAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      173250 | PA      | $136990.51    | 0.01%             | 2026-11-05      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                 | Pebblebrook Hotel Trust                                                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |      -56793 | NS      | $-760458.27   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                      | Plains All American Pipeline, L.P.                                                      | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       90000 | PA      | $77660.19     | 0.01%             | 2500-12-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                                                       | Ultimate Software Group Inc (The)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      400000 | PA      | $366200.00    | 0.03%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| BRF S.A.                                                                                | BRF S.A.                                                                                | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | US        |      400000 | PA      | $284972.02    | 0.03%             | 2050-09-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Poshmark, Inc.                                                                          | Poshmark, Inc.                                                                          | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14068 | NS      | $251535.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southport Acquisition Corporation                                                       | Southport Acquisition Corporation                                                       | CUSIP: 84465L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          21 | NS      | $213.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                        | Teva Pharmaceutical Finance Netherlands III B.V.                                        | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29342.97     | 0.00%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-2 CLO Ltd.                                                   | THL Credit Wind River 2018-2 CLO Ltd.                                                   | CUSIP: 88433LAA3<br>LEI: 254900CL04BC1Q11T078 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $408976.00    | 0.04%             | 2030-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                | Spectrum Management Holding Company, LLC                                                | CUSIP: 88732JAN8<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19843.18     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912796ZJ1<br>LEI: 254900HROIFWPRGM1V77 | Short            | STIV             | UST               | US        |   -18000000 | PA      | $-17986365.00 | -1.67%            | 2023-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       30000 | PA      | $27585.94     | 0.00%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1480000 | PA      | $1218918.82   | 0.11%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                                                          | Virgin Galactic Holdings, Inc.                                                          | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Short            | EC               | CORP              | US        |      -19156 | NS      | $-66662.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                                               | Visa Inc.                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       61452 | NS      | $12767267.52  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       80000 | PA      | $66379.97     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biotech Acquisition Company                                                             | Biotech Acquisition Company                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       20375 | NS      | $205787.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Games & Esports Experience Acquisition Corp.                                            | Games & Esports Experience Acquisition Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10756 | NS      | $110464.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM Acquisition Corp                                                                    | HCM Acquisition Corp                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       21271 | NS      | $218240.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                                | Herbalife Nutrition Ltd.                                                                | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |       21060 | NS      | $313372.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibere Pharmaceuticals                                                                   | Ibere Pharmaceuticals                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8638 | NS      | $87157.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Three Corp.                                                          | Kismet Acquisition Three Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       13443 | NS      | $134026.71    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| World Quantum Growth Acquisition Corp.                                                  | World Quantum Growth Acquisition Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       35196 | NS      | $358647.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Acquisition Corp. II                                                             | Vector Acquisition Corp. II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       68410 | NS      | $690941.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corporation I-B                                                  | Warburg Pincus Capital Corporation I-B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       29405 | NS      | $296696.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulf Finance, LLC                                                                       | Gulf Finance, LLC                                                                       | CUSIP: 40227UAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       75280 | PA      | $70575.18     | 0.01%             | 2026-08-25      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Riverbed Technology, Inc.                                                               | Riverbed Technology, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      664450 | PA      | $275414.48    | 0.03%             | 2028-11-17      | Floating      | 12.54%                | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                                   | Applied Systems, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      340000 | PA      | $336175.00    | 0.03%             | 2027-09-19      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                                                                | Tower Semiconductor Ltd.                                                                | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |       23317 | NS      | $1007294.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38381WQ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1781730 | PA      | $154532.49    | 0.01%             | 2049-07-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities   | The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities   | CUSIP: 38382JPV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     3003501 | PA      | $383231.77    | 0.04%             | 2050-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Granite Construction Incorporated                                                       | Granite Construction Incorporated                                                       | CUSIP: 387328AB3<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     1274000 | PA      | $1564472.00   | 0.14%             | 2024-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                                         | Granite US Holdings Corporation                                                         | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $421144.63    | 0.04%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                                   | Conseco Finance Corp.                                                                   | CUSIP: 393505MR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98505 | PA      | $98349.45     | 0.01%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.                                                          | The Greenbrier Companies, Inc.                                                          | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     1119000 | PA      | $995856.29    | 0.09%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                                | Guidewire Software, Inc.                                                                | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |       -1230 | NS      | $-76948.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kludein I Acquisition Corp.                                                             | Kludein I Acquisition Corp.                                                             | CUSIP: 49878L117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10000 | NS      | $800.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma, Inc.                                                               | Oyster Point Pharma, Inc.                                                               | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      148099 | NS      | $1654265.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                                        | PG&E Corporation                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       16724 | NS      | $271932.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pine Technology Acquisition Corp.                                                       | Pine Technology Acquisition Corp.                                                       | CUSIP: 722850112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4200 | NS      | $7.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                                                         | Porch Group Inc                                                                         | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |      -12096 | NS      | $-22740.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                                                      | Rogers Corporation                                                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |        4816 | NS      | $574741.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                                                                 | SEI Investments Company                                                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       37507 | NS      | $2186658.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharming Group N.V.                                                                     | Pharming Group N.V.                                                                     | CUSIP: N/A<br>LEI: 724500DCJ9MPG74JEH91       | Short            | EC               | CORP              | NL        |     -197723 | NS      | $-230394.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                       | Compagnie Financiere Richemont SA                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        8700 | NS      | $1133909.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23659000000 | PA      | $1665058.64   | 0.15%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Muyuan Foods Co., Ltd.                                                                  | Muyuan Foods Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 3003006NCTDQW4KZR676       | Long             | EC               | CORP              | CN        |      211279 | NS      | $1482030.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    22050000 | PA      | $1010184.25   | 0.09%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holdings III                                                     | CC Neuberger Principal Holdings III                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       55910 | NS      | $564691.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp.                                                                  | BYTE Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        9919 | NS      | $99983.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cazoo Group Ltd                                                                         | Cazoo Group Ltd                                                                         | CUSIP: N/A<br>LEI: 549300PNRTNVMGVJY078       | Long             | EC               | CORP              | KY        |       31321 | NS      | $4911.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iconic Sports Acquisition Corp.                                                         | Iconic Sports Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7280 | NS      | $75056.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Corp.                                                       | Jaws Juggernaut Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       11894 | NS      | $120129.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp.                                                          | Jaws Mustang Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      135470 | NS      | $1368924.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McDermott International, Inc.                                                           | McDermott International, Inc.                                                           | CUSIP: N/A<br>LEI: ZAKWBIG8QLOPMZ888610       | Long             | EP               | CORP              | BM        |         273 | NS      | $164096.40    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Camposol SA                                                                             | Camposol SA                                                                             | CUSIP: N/A<br>LEI: 5493008B0STMH3JFSW17       | Long             | DBT              | CORP              | US        |      350000 | PA      | $210000.00    | 0.02%             | 2027-02-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                     | Petroleos del Peru - Petroperu S.A.                                                     | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | US        |      400000 | PA      | $264000.00    | 0.02%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                                    | Empresas Publicas de Medellin E.S.P.                                                    | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | US        |      350000 | PA      | $272141.45    | 0.03%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     3791992 | PA      | $249826.64    | 0.02%             | 2031-03-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Fiverr International Ltd                                                                | Fiverr International Ltd                                                                | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | US        |     2518000 | PA      | $2027632.09   | 0.19%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners Inc.                                                           | Focus Financial Partners Inc.                                                           | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Short            | EC               | CORP              | US        |      -39863 | NS      | $-1485694.01  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Fountainbleu Miami Beach Trust                                                          | Fountainbleu Miami Beach Trust                                                          | CUSIP: 34461LAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99000 | PA      | $86928.17     | 0.01%             | 2024-12-12      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp. II                                                             | Fusion Acquisition Corp. II                                                             | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5366 | NS      | $53874.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                                  | GS Mortgage Securities Trust 2014-GC26                                                  | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $223190.86    | 0.02%             | 2047-11-13      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2018-SRP5                                             | GS Mortgage Securities Corp Trust 2018-SRP5                                             | CUSIP: 36255TAL6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |      653414 | PA      | $261365.43    | 0.02%             | 2031-09-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382VBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4118807 | PA      | $147943.43    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34416.19     | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                | HCA Inc.                                                                                | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9951.65      | 0.00%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Knowbe4, Inc.                                                                           | Knowbe4, Inc.                                                                           | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12625 | NS      | $312847.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                                       | RingCentral, Inc.                                                                       | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      900000 | PA      | $708933.60    | 0.07%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockland Park Limited                                                                   | Rockland Park Limited                                                                   | CUSIP: 77366PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $441659.50    | 0.04%             | 2034-04-20      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                                       | Sunnova Energy International Inc.                                                       | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |     1294000 | PA      | $1049493.52   | 0.10%             | 2028-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Sunoco Logistics Partners Operations L.P.                                               | Sunoco Logistics Partners Operations L.P.                                               | CUSIP: 86765BAK5<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36850.38     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sunoco Logistics Partners Operations L.P.                                               | Sunoco Logistics Partners Operations L.P.                                               | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51176.14     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2020-2                                           | Velocity Commercial Capital Loan Trust 2020-2                                           | CUSIP: 92259DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1731068.46   | 0.16%             | 2025-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Veritone, Inc.                                                                          | Veritone, Inc.                                                                          | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Short            | EC               | CORP              | US        |       -3714 | NS      | $-19684.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                                            | Vishay Intertechnology, Inc.                                                            | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $972053.44    | 0.09%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Adeia Inc.                                                                              | Adeia Inc.                                                                              | CUSIP: 00676P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -107754 | NS      | $-1021507.92  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187113.52    | 0.02%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4                                         | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                         | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |      293000 | PA      | $249610.54    | 0.02%             | 2025-11-18      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| AfterNext HealthTech Acquisition Corp.                                                  | AfterNext HealthTech Acquisition Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       39001 | NS      | $390790.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonnade Acquisition Corp. II                                                          | Colonnade Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       50387 | NS      | $507397.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend I Inc.                                                                 | G Squared Ascend I Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2922 | NS      | $2.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |      250000 | PA      | $206985.30    | 0.02%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc.                                                                          | Bandwidth Inc.                                                                          | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Short            | EC               | CORP              | US        |       -3610 | NS      | $-82849.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp.                                                                | Metals Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1988 | NS      | $975.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp. II                                                               | Ross Acquisition Corp. II                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       45023 | NS      | $455632.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                            | Bristol-Myers Squibb Company                                                            | CUSIP: 110122157<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       25297 | NS      | $25297.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Burlington Stores, Inc.                                                                 | Burlington Stores, Inc.                                                                 | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |       -5945 | NS      | $-1205408.20  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp.                                                                              | Slam Corp.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4806 | NS      | $422.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skydeck Acquisition Corp.                                                               | Skydeck Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       18933 | NS      | $190465.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burtech Acquisition Corp.                                                               | Burtech Acquisition Corp.                                                               | CUSIP: 123013112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14057 | NS      | $85.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                                                            | CarMax, Inc.                                                                            | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       19665 | NS      | $1197401.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon 1 Acquisition Corp.                                                               | Talon 1 Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26423 | NS      | $273742.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Corp.                                                       | Target Global Acquisition I Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       17758 | NS      | $182374.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |      -60625 | NS      | $-488637.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Castle United States Holding Corporation                                                | Castle United States Holding Corporation                                                | CUSIP: 14852LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $143550.27    | 0.01%             | 2028-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Company                                                            | Central Garden & Pet Company                                                            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Short            | EC               | CORP              | US        |      -34152 | NS      | $-1222641.60  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       30000 | PA      | $19383.08     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                                | Virgin Media Bristol LLC                                                                | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       45000 | PA      | $44180.55     | 0.00%             | 2027-10-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Tecila Sociedad Anonima                                                                 | Tecila Sociedad Anonima                                                                 | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | CORP              | US        |       50000 | PA      | $37731.08     | 0.00%             | 2029-06-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      201000 | PA      | $247502.72    | 0.02%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      950000 | PA      | $868509.07    | 0.08%             | 2500-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC27                                           | Citigroup Commercial Mortgage Trust 2015-GC27                                           | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      291000 | PA      | $254744.60    | 0.02%             | 2025-01-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      320000 | PA      | $234166.83    | 0.02%             | 2500-12-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Short            | EC               | CORP              | US        |      -47418 | NS      | $-2343871.74  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc.                                                                | Eagle Bulk Shipping Inc.                                                                | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Short            | EC               | CORP              | MH        |      -57016 | NS      | $-2847379.04  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      270000 | PA      | $233550.00    | 0.02%             | 2500-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $334154.74    | 0.03%             | 2500-12-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                      | Energy Transfer LP                                                                      | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      340000 | PA      | $295314.88    | 0.03%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Envestnet, Inc.                                                                         | Envestnet, Inc.                                                                         | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |      607000 | PA      | $546412.90    | 0.05%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ETSY, Inc.                                                                              | ETSY, Inc.                                                                              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |       -1802 | NS      | $-215843.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                                                           | EVERTEC, Inc.                                                                           | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      170173 | NS      | $5510201.74   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                    | Meta Platforms, Inc.                                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      106896 | NS      | $12863864.64  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136A9F52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      811084 | PA      | $466488.79    | 0.04%             | 2042-11-25      | Floating      | 0.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136AM4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      315346 | PA      | $279682.63    | 0.03%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136AMMH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   242638719 | PA      | $1747920.80   | 0.16%             | 2024-12-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B2XW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2930514 | PA      | $252935.88    | 0.02%             | 2048-08-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Infinera Corporation                                                                    | Infinera Corporation                                                                    | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Short            | EC               | CORP              | US        |      -38507 | NS      | $-259537.18   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Hurricane Acquisition Corp                                                         | Jaws Hurricane Acquisition Corp                                                         | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40253 | NS      | $402530.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology, Inc.                                                       | Mason Industrial Technology, Inc.                                                       | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26861 | NS      | $266998.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                                                                 | Maxar Technologies Inc.                                                                 | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |       13021 | NS      | $673706.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McDermott International, Inc.                                                           | McDermott International, Inc.                                                           | CUSIP: 58004K208<br>LEI: ZAKWBIG8QLOPMZ888610 | Long             | EC               | CORP              | BM        |       52019 | NS      | $16646.08     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-13ARX                                           | Morgan Stanley Mortgage Loan Trust 2006-13ARX                                           | CUSIP: 61750PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4350035 | PA      | $1328706.52   | 0.12%             | 2036-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| National Vision Holdings, Inc.                                                          | National Vision Holdings, Inc.                                                          | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Short            | EC               | CORP              | US        |      -58620 | NS      | $-2272111.20  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.                                                          | National Vision Holdings, Inc.                                                          | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |     2231000 | PA      | $3073804.87   | 0.28%             | 2025-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                             | Novartis AG                                                                             | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       95763 | NS      | $8687619.36   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       80000 | PA      | $73870.00     | 0.01%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pono Capital Corp.                                                                      | Pono Capital Corp.                                                                      | CUSIP: 732450101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9511 | NS      | $103955.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2021-SFR2 Trust                                                    | Progress Residential 2021-SFR2 Trust                                                    | CUSIP: 74333DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3397664.80   | 0.31%             | 2026-04-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                         | Regeneron Pharmaceuticals, Inc.                                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       12242 | NS      | $8832480.58   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros. Auctioneers Incorporated                                                  | Ritchie Bros. Auctioneers Incorporated                                                  | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |        -451 | NS      | $-26081.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |       70000 | PA      | $58893.81     | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                             | SMR 2022-IND Mortgage Trust                                                             | CUSIP: 78458MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123468 | PA      | $114909.22    | 0.01%             | 2024-02-15      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| Semtech Corporation                                                                     | Semtech Corporation                                                                     | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1468540.80   | 0.14%             | 2027-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Incorporated                                                      | Triton Water Holdings Incorporated                                                      | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $113416.46    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                                     | Triumph Group, Inc.                                                                     | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63873.58     | 0.01%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                                                            | Two Harbors Investment Corp.                                                            | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Short            | EC               | CORP              | US        |       -9116 | NS      | $-143751.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4520000 | PA      | $2437268.98   | 0.23%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6383000 | PA      | $4054202.02   | 0.38%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Steel Corporation                                                         | United States Steel Corporation                                                         | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $3967333.50   | 0.37%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23079000000 | PA      | $1517350.67   | 0.14%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                            | Glencore PLC                                                                            | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      318895 | NS      | $2152235.92   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                              | Dino Polska Spolka Akcyjna                                                              | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |       20249 | NS      | $1739798.47   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DHC Acquisition Corporation                                                             | DHC Acquisition Corporation                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2260 | NS      | $22.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corporation I                                                    | Disruptive Acquisition Corporation I                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       15979 | NS      | $161068.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Opus Acquisition Limited                                                         | Magnum Opus Acquisition Limited                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       17268 | NS      | $174061.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MELI Kaszek Pioneer Corp                                                                | MELI Kaszek Pioneer Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8439 | NS      | $84136.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190000 | PA      | $140668.40    | 0.01%             | 2025-04-27      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                                                            | Lealand Finance Company B.V.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      484272 | PA      | $266349.33    | 0.02%             | 2024-06-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AGL CLO 6 LTD                                                                           | AGL CLO 6 LTD                                                                           | CUSIP: 00119WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $187105.80    | 0.02%             | 2034-07-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Achari Ventures Holdings Corp. I                                                        | Achari Ventures Holdings Corp. I                                                        | CUSIP: 00444X119<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |        6154 | NS      | $307.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corporation                                                                      | Apache Corporation                                                                      | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      610000 | PA      | $636098.31    | 0.06%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                                                           | Apellis Pharmaceuticals, Inc.                                                           | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Short            | EC               | CORP              | US        |      -32963 | NS      | $-1704516.73  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                                                                     | Arcbest Corporation                                                                     | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Short            | EC               | CORP              | US        |      -18813 | NS      | $-1317662.52  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals Public Limited Company                                           | Avadel Pharmaceuticals Public Limited Company                                           | CUSIP: 05337M104<br>LEI: 549300E27PTSG2RHC762 | Short            | EC               | CORP              | IE        |      -36815 | NS      | $-263595.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2021-ARIA                                                                      | BX Trust 2021-ARIA                                                                      | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $230497.54    | 0.02%             | 2023-10-16      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2022-3, Limited                                                 | Bain Capital Credit CLO 2022-3, Limited                                                 | CUSIP: 05684QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $428265.50    | 0.04%             | 2035-07-17      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76282.86     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18656.35     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27494.57     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                      | Oracle Corporation                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      139955 | NS      | $11439921.70  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pivotal Investment Corporation III                                                      | Pivotal Investment Corporation III                                                      | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28543 | NS      | $288883.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                          | The Scotts Miracle-Gro Company                                                          | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       35310 | NS      | $1715712.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Calibre Materials Acquisition Corp.                                             | Seaport Calibre Materials Acquisition Corp.                                             | CUSIP: 812204105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9456 | NS      | $97113.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                             | Block, Inc.                                                                             | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       44938 | NS      | $2823903.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                                                         | United States Steel Corporation                                                         | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Short            | EC               | CORP              | US        |     -136332 | NS      | $-3415116.60  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| The Central People's Government of the People's Republic of China                       | The Central People's Government of the People's Republic of China                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $590737.93    | 0.05%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.                                   | Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.                                   | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |       35730 | NS      | $794873.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    30000000 | PA      | $1943.66      | 0.00%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eletromidia S.A.                                                                        | Eletromidia S.A.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      700446 | NS      | $1357178.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| StorageVault Canada Inc.                                                                | StorageVault Canada Inc.                                                                | CUSIP: 86212HAC9<br>LEI: 549300873X4NMO0MB773 | Long             | DBT              | CORP              | CA        |      167000 | PA      | $123338.26    | 0.01%             | 2028-03-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| China State Construction Engineering Corporation Limited                                | China State Construction Engineering Corporation Limited                                | CUSIP: N/A<br>LEI: 300300CWW8WOEV3BR645       | Long             | EC               | CORP              | CN        |     2729700 | NS      | $2131121.87   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Whale Acquisition Corp I                                                           | Blue Whale Acquisition Corp I                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       12939 | NS      | $126672.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Partners Acquisition Corp.                                                     | Catalyst Partners Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       45179 | NS      | $455404.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp.                                                              | Andretti Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        6432 | NS      | $66410.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp.                                             | Enterprise 4.0 Technology Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8759 | NS      | $90130.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fat Projects Acquisition Corp                                                           | Fat Projects Acquisition Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       28362 | NS      | $287590.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BCUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     7749266 | PA      | $429560.39    | 0.04%             | 2050-11-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BCUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     5491026 | PA      | $304301.67    | 0.03%             | 2050-11-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     4847495 | PA      | $591464.72    | 0.05%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flame Acquisition Corp.                                                                 | Flame Acquisition Corp.                                                                 | CUSIP: 33850F116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6721 | NS      | $4368.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382LAW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2873359 | PA      | $365016.29    | 0.03%             | 2050-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    10323831 | PA      | $137562.99    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners, L.P.                                                     | Kinder Morgan Energy Partners, L.P.                                                     | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59174.36     | 0.01%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Redfin Corporation                                                                      | Redfin Corporation                                                                      | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |      125000 | PA      | $72838.75     | 0.01%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                 | SMB Private Education Loan Trust 2021-A                                                 | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $266981.31    | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SWF Escrow Issuer Corporation                                                           | SWF Escrow Issuer Corporation                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $118879.40    | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SREIT Commercial Mortgage Trust 2021-MFP2                                               | SREIT Commercial Mortgage Trust 2021-MFP2                                               | CUSIP: 85236WCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $369424.52    | 0.03%             | 2026-11-16      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Sustainable Development Acquisition I Corp.                                             | Sustainable Development Acquisition I Corp.                                             | CUSIP: 86934L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18108 | NS      | $182166.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                                                  | Veeco Instruments Inc.                                                                  | CUSIP: 922417AF7<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     2184000 | PA      | $3318304.08   | 0.31%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                        | Vedanta Resources Finance II PLC                                                        | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | US        |      200000 | PA      | $129117.67    | 0.01%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                           | Velocity Commercial Capital Loan Trust 2019-1                                           | CUSIP: 92257CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      453986 | PA      | $398948.21    | 0.04%             | 2027-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Agile Growth Corp.                                                                      | Agile Growth Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       12665 | NS      | $129562.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp. III                                                           | Altimar Acquisition Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7695 | NS      | $69331.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Fat Projects Acquisition Corp.                                                     | Aura Fat Projects Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       16658 | NS      | $171743.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros Corp                                                     | Corazon Capital V838 Monoceros Corp                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       29464 | NS      | $297586.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp. I                                    | Green Visor Financial Technology Acquisition Corp. I                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       28279 | NS      | $293253.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II, Inc.                                                               | G Squared Ascend II, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7045 | NS      | $71436.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp India Acquisition Corp.                                                      | Investcorp India Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       11557 | NS      | $119614.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp. II                                                            | Peridot Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       33431 | NS      | $337318.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                                         | Blackhawk Network Holdings, Inc                                                         | CUSIP: 05549YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       55000 | PA      | $46777.50     | 0.00%             | 2026-06-15      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                                                 | Hilton Domestic Operating Company, Inc.                                                 | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       10781 | PA      | $10738.57     | 0.00%             | 2023-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Solis IV BV                                                                             | Solis IV BV                                                                             | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       53580 | PA      | $46930.19     | 0.00%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                                                             | LSF9 Atlantis Holdings, LLC                                                             | CUSIP: 50226BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      125000 | PA      | $121187.50    | 0.01%             | 2029-03-31      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                                      | Kosmos Energy Ltd.                                                                      | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |      200000 | PA      | $160597.56    | 0.01%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ABIOMED, Inc.                                                                           | ABIOMED, Inc.                                                                           | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |        2237 | NS      | $3355.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35566CBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      250000 | PA      | $234625.40    | 0.02%             | 2050-12-27      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4576317 | PA      | $207870.97    | 0.02%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382HF88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4447330 | PA      | $216267.43    | 0.02%             | 2050-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38383FLN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     9207878 | PA      | $212848.40    | 0.02%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38383FRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    10568284 | PA      | $191503.66    | 0.02%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83000 | PA      | $77139.34     | 0.01%             | 2024-05-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                  | PT Pertamina (Persero)                                                                  | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | US        |      200000 | PA      | $142822.72    | 0.01%             | 2060-02-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PRKCM 2022-AFC2 Trust                                                                   | PRKCM 2022-AFC2 Trust                                                                   | CUSIP: 69377TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1808867.60   | 0.17%             | 2026-08-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Post Holdings Partnering Corporation                                                    | Post Holdings Partnering Corporation                                                    | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34266 | NS      | $340261.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                                                                     | Redwood Trust, Inc.                                                                     | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Short            | EC               | CORP              | US        |      -38762 | NS      | $-262031.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Wireless, Inc.                                                                   | Sierra Wireless, Inc.                                                                   | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |       57394 | NS      | $1663852.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                                              | United Natural Foods, Inc.                                                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Short            | EC               | CORP              | US        |      -72235 | NS      | $-2796216.85  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| The Indian Hotels Company Limited                                                       | The Indian Hotels Company Limited                                                       | CUSIP: N/A<br>LEI: 33580076CH5SBY5HWA22       | Long             | EC               | CORP              | IN        |      201922 | NS      | $780038.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                                              | Entain PLC                                                                              | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |       19497 | NS      | $313245.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Turquoise Hill Resources Ltd                                                            | Turquoise Hill Resources Ltd                                                            | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Short            | EC               | CORP              | CA        |     -101961 | NS      | $-805747.93   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition II Corp.                                                         | M3-Brigade Acquisition II Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       11837 | NS      | $117186.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO XXIV                                                                         | Apidos CLO XXIV                                                                         | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $418231.00    | 0.04%             | 2030-10-21      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3                                    | Arbor Multifamily Mortgage Securities Trust 2021-MF3                                    | CUSIP: 03882KBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      273000 | PA      | $158320.18    | 0.01%             | 2054-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bullpen Parlay Acquisition Company                                                      | Bullpen Parlay Acquisition Company                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       12667 | NS      | $129710.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitalWorks Emerging Markets Acquisition Corp.                                         | CapitalWorks Emerging Markets Acquisition Corp.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        2987 | NS      | $30855.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finnovate Acquisition Corporation                                                       | Finnovate Acquisition Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         983 | NS      | $10085.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp.                                                              | Infinite Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1327 | NS      | $13601.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                                                | Arbor Realty Trust, Inc.                                                                | CUSIP: 038923AZ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1438380.16   | 0.13%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                            | Citigroup Commercial Mortgage Trust 2020-555                                            | CUSIP: 17328EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $322907.90    | 0.03%             | 2029-12-12      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fiverr International Ltd                                                                | Fiverr International Ltd                                                                | CUSIP: N/A<br>LEI: 549300Z8OREY6THCPF67       | Short            | EC               | CORP              | IL        |        -141 | NS      | $-4108.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cap S.A.                                                                                | Cap S.A.                                                                                | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | US        |      200000 | PA      | $156691.20    | 0.01%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| 8X8, Inc.                                                                               | 8X8, Inc.                                                                               | CUSIP: 282914AE0<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1037989.47   | 0.10%             | 2028-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM Holdings, Inc.                                                                      | MGM Holdings, Inc.                                                                      | CUSIP: 55303C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5726 | NS      | $24908.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Copa Holdings, S.A.                                                                     | Copa Holdings, S.A.                                                                     | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Short            | EC               | CORP              | PA        |      -65071 | NS      | $-5411955.07  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |      150000 | PA      | $116062.50    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MarketWise, Inc.                                                                        | MarketWise, Inc.                                                                        | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7060 | NS      | $11860.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Park CLO, Ltd.                                                                    | Myers Park CLO, Ltd.                                                                    | CUSIP: 62848GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $858415.00    | 0.08%             | 2030-10-21      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | US        |      300000 | PA      | $57000.00     | 0.01%             | 2035-03-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-WF1            | Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-WF1            | CUSIP: 65537BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2998452 | PA      | $825011.82    | 0.08%             | 2036-06-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Northern Genesis Acquisition Corp. III                                                  | Northern Genesis Acquisition Corp. III                                                  | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17626 | NS      | $176965.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Incorporated                                                       | Northern Oil and Gas Incorporated                                                       | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57573.79     | 0.01%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                               | OHA Credit Funding 3 Ltd.                                                               | CUSIP: 67112TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $904896.00    | 0.08%             | 2035-07-02      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                        | Teva Pharmaceutical Finance Netherlands III B.V.                                        | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |      297000 | PA      | $294852.81    | 0.03%             | 2025-01-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Company Limited                                                 | Thaioil Treasury Center Company Limited                                                 | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $125758.14    | 0.01%             | 2050-06-18      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| The Trade Desk, Inc.                                                                    | The Trade Desk, Inc.                                                                    | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       46830 | NS      | $2099388.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                                            | Two Harbors Investment Corp.                                                            | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |     1749000 | PA      | $1480652.68   | 0.14%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4490000 | PA      | $2858165.63   | 0.26%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      830000 | PA      | $544298.40    | 0.05%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3280000 | PA      | $2246287.66   | 0.21%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| The Regents of the University of California                                             | The Regents of the University of California                                             | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |       20000 | PA      | $12567.79     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp.                                                             | FTAC Hera Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1341 | NS      | $13517.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's N.V.                                                                         | JDE Peet's N.V.                                                                         | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |       52270 | NS      | $1513342.52   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Wall Acquisition Corp. III                                                        | Fifth Wall Acquisition Corp. III                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       24447 | NS      | $245447.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Acquisition Corp.                                                              | Frontier Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10905 | NS      | $109922.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corporation                                                                      | Apache Corporation                                                                      | CUSIP: 037411BC8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |       90000 | PA      | $63097.50     | 0.01%             | 2044-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |      308448 | PA      | $97546.79     | 0.01%             | 2038-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                   | Axon Enterprise, Inc.                                                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Short            | EC               | CORP              | US        |       -1186 | NS      | $-196792.98   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                                   | Axon Enterprise, Inc.                                                                   | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      418000 | PA      | $414843.26    | 0.04%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Axonprime Infrastructure Acquisition Corporation                                        | Axonprime Infrastructure Acquisition Corporation                                        | CUSIP: 05467C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          13 | NS      | $128.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotel & Resorts Inc.                                                            | Braemar Hotel & Resorts Inc.                                                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Short            | EC               | CORP              | US        |      -99283 | NS      | $-408053.13   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotel & Resorts Inc.                                                            | Braemar Hotel & Resorts Inc.                                                            | CUSIP: 10482BAB7<br>LEI: 549300JDUUEBN868C776 | Long             | DBT              | CORP              | US        |      998000 | PA      | $930544.18    | 0.09%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      347000 | PA      | $3261.80      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      360000 | PA      | $263720.14    | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MED Trust 2021-MDLN                                                                     | MED Trust 2021-MDLN                                                                     | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $497202.70    | 0.05%             | 2023-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                                                              | Mileage Plus Holdings, LLC                                                              | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54003 | PA      | $53806.19     | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitek Systems, Inc.                                                                     | Mitek Systems, Inc.                                                                     | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1250282.08   | 0.12%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MoneyGram International, Inc.                                                           | MoneyGram International, Inc.                                                           | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |     1937000 | PA      | $1960436.44   | 0.18%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H4                                                  | Morgan Stanley Capital I Trust 2018-H4                                                  | CUSIP: 61691RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $365822.99    | 0.03%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                                                   | UBS Commercial Mortgage Trust 2018-C9                                                   | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353000 | PA      | $294640.03    | 0.03%             | 2028-03-17      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Unifrax Escrow Issuer Corporation                                                       | Unifrax Escrow Issuer Corporation                                                       | CUSIP: 90473LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $85771.38     | 0.01%             | 2029-09-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                                | United Airlines Pass Through Certificates, Series 2015-1                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      370000 | PA      | $344608.54    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                                | United Airlines Pass Through Certificates, Series 2015-1                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      130000 | PA      | $113452.75    | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      610000 | PA      | $379439.03    | 0.04%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO Ltd                                                                | Unity-Peace Park CLO Ltd                                                                | CUSIP: 913319AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $439557.50    | 0.04%             | 2035-04-20      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                           | Ministry of Finance of the Russian Federation                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    29130000 | PA      | $106645.42    | 0.01%             | 2030-04-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                           | Alibaba Group Holding Limited                                                           | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |       37078 | NS      | $405648.15    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pharming Group N.V.                                                                     | Pharming Group N.V.                                                                     | CUSIP: N/A<br>LEI: 724500DCJ9MPG74JEH91       | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1134145.52   | 0.11%             | 2025-01-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Decarbonization Plus Acquisition Corporation IV                                         | Decarbonization Plus Acquisition Corporation IV                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       29428 | NS      | $300607.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp.                                             | Enterprise 4.0 Technology Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5933 | NS      | $61109.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Davivienda S.A.                                                                   | Banco Davivienda S.A.                                                                   | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | US        |      200000 | PA      | $154141.81    | 0.01%             | 2500-12-31      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris S.A.                                                                | Banco GNB Sudameris S.A.                                                                | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | US        |      150000 | PA      | $108641.98    | 0.01%             | 2031-04-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp. Home Equity Loan Trust, Series 2006-CW1                            | Ace Securities Corp. Home Equity Loan Trust, Series 2006-CW1                            | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2014166 | PA      | $1539871.96   | 0.14%             | 2036-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                            | AI Candelaria (Spain), S.L.U                                                            | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | US        |      250000 | PA      | $191306.68    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                                      | Best Buy Co., Inc.                                                                      | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               | CORP              | US        |      -74976 | NS      | $-6013824.96  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                                                                       | H & R Block, Inc.                                                                       | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |      -64771 | NS      | $-2364789.21  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                                   | GS Mortgage Securities Trust 2018-GS9                                                   | CUSIP: 36255NAA3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $675512.40    | 0.06%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilbert Park CLO, Ltd.                                                                  | Gilbert Park CLO, Ltd.                                                                  | CUSIP: 375414AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $414664.00    | 0.04%             | 2030-10-15      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                                                                | Bloom Energy Corporation                                                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |     -105822 | NS      | $-2023316.64  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       77613 | NS      | $14784500.37  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38383DAS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    17418779 | PA      | $125220.12    | 0.01%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Heliogen, Inc.                                                                          | Heliogen, Inc.                                                                          | CUSIP: 42329E113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1063 | NS      | $79.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                                                | Boot Barn Holdings, Inc.                                                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Short            | EC               | CORP              | US        |      -21431 | NS      | $-1339866.12  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                         | Castlelake Aircraft Securitization Trust 2018-1                                         | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290258 | PA      | $591167.61    | 0.05%             | 2025-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LCM XVII Limited Partnership                                                            | LCM XVII Limited Partnership                                                            | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $366768.50    | 0.03%             | 2031-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Li Auto Inc.                                                                            | Li Auto Inc.                                                                            | CUSIP: 50202MAB8<br>LEI: 2549003R73Q70J5H4I65 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2859686.70   | 0.26%             | 2028-05-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                     | CommonSpirit Health                                                                     | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      130000 | PA      | $108029.34    | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings, Inc.                                                                 | Cinemark Holdings, Inc.                                                                 | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |     2798000 | PA      | $2665573.46   | 0.25%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      250000 | PA      | $191292.50    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Okta, Inc.                                                                              | Okta, Inc.                                                                              | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     1818000 | PA      | $1609788.10   | 0.15%             | 2025-09-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      250000 | PA      | $193565.00    | 0.02%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Devon Financing Corporation, U.L.C.                                                     | Devon Financing Corporation, U.L.C.                                                     | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $90403.59     | 0.01%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ETSY, Inc.                                                                              | ETSY, Inc.                                                                              | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      722000 | PA      | $627407.89    | 0.06%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ExcelFin Acquisition Corp.                                                              | ExcelFin Acquisition Corp.                                                              | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18027 | NS      | $183875.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExcelFin Acquisition Corp.                                                              | ExcelFin Acquisition Corp.                                                              | CUSIP: 30069X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5940 | NS      | $60588.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                                                            | EZCORP, Inc.                                                                            | CUSIP: 302301AF3<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      973000 | PA      | $1009234.52   | 0.09%             | 2024-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Omeros Corporation                                                                      | Omeros Corporation                                                                      | CUSIP: 682143AG7<br>LEI: 549300CJWLXX2MXVVV71 | Long             | DBT              | CORP              | US        |       26000 | PA      | $13496.76     | 0.00%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                                                            | Pacira Pharmaceuticals, Inc.                                                            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |       -1824 | NS      | $-70424.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                                                            | EZCORP, Inc.                                                                            | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      978000 | PA      | $959286.95    | 0.09%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KF56 Mortgage Trust                                                          | FREMF 2018-KF56 Mortgage Trust                                                          | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      376427 | PA      | $341777.22    | 0.03%             | 2028-11-25      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                | Palo Alto Networks, Inc.                                                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -15161 | NS      | $-2115565.94  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corporation                                                              | PAR Technology Corporation                                                              | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |       -8512 | NS      | $-221907.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Parnassus Acquisition Corp.                                                        | FTAC Parnassus Acquisition Corp.                                                        | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44992 | NS      | $451269.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Zeus Acquisition Corp.                                                             | FTAC Zeus Acquisition Corp.                                                             | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52926 | NS      | $534552.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pine Technology Acquisition Corp.                                                       | Pine Technology Acquisition Corp.                                                       | CUSIP: 722850104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12602 | NS      | $127280.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Riverbed Restructure                                                                    | Riverbed Restructure                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5762 | NS      | $4350.31      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| H&E Equipment Services, Inc.                                                            | H&E Equipment Services, Inc.                                                            | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8513.40      | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercept Pharmaceuticals, Inc.                                                         | Intercept Pharmaceuticals, Inc.                                                         | CUSIP: 45845PAC2<br>LEI: 254900JMB8TX5P688V24 | Long             | DBT              | CORP              | US        |      252000 | PA      | $256110.12    | 0.02%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lotes Co.,Ltd                                                                           | Lotes Co.,Ltd                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       59599 | NS      | $1606001.16   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       98000 | PA      | $74729.54     | 0.01%             | 2023-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Interprivate III Financial Partners Inc.                                                | Interprivate III Financial Partners Inc.                                                | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2980 | NS      | $30247.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114000 | PA      | $101891.24    | 0.01%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                                      | MP Materials Corp.                                                                      | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1399000 | PA      | $1229721.00   | 0.11%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                | NGL Energy Operating LLC                                                                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $302841.48    | 0.03%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Power Construction Corporation of China                                                 | Power Construction Corporation of China                                                 | CUSIP: N/A<br>LEI: 300300MX911UESD4EH33       | Long             | EC               | CORP              | CN        |      826339 | NS      | $839256.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hl Mando Corporation                                                                    | Hl Mando Corporation                                                                    | CUSIP: N/A<br>LEI: 988400P5GM9DGVVOJQ79       | Long             | EC               | CORP              | KR        |       22904 | NS      | $730902.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2019-FAME                                  | Natixis Commercial Mortgage Securities Trust 2019-FAME                                  | CUSIP: 63873VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $365624.24    | 0.03%             | 2024-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                             | Navient Private Education Loan Trust 2020-A                                             | CUSIP: 63941FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $165563.44    | 0.02%             | 2068-11-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp.                                                             | FTAC Hera Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       46365 | NS      | $469213.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp.                                                                              | Slam Corp.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7703 | NS      | $77800.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $1060814.02   | 0.10%             | 2036-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154372.58    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Twin Ridge Capital Acquisition Corp.                                                    | Twin Ridge Capital Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5449 | NS      | $54980.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                                 | NXP Semiconductors N.V.                                                                 | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        6661 | NS      | $1052637.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2022-5, LLC                                                                        | PRPM 2022-5, LLC                                                                        | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3460337 | PA      | $3333641.46   | 0.31%             | 2025-09-25      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PT ABM Investama Tbk.                                                                   | PT ABM Investama Tbk.                                                                   | CUSIP: 69379AAB1<br>LEI: 254900NA4NGP8BT2KH46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178304.91    | 0.02%             | 2026-08-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                | Palo Alto Networks, Inc.                                                                | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |     1399000 | PA      | $2209034.99   | 0.20%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Jumbo S.A.                                                                              | Jumbo S.A.                                                                              | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |       29215 | NS      | $500924.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                                 | Instituto Costarricense de Electricidad                                                 | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | CORP              | US        |      200000 | PA      | $158000.00    | 0.01%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OI S.A. - In Judicial Reorganization                                                    | OI S.A. - In Judicial Reorganization                                                    | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | US        |      400000 | PA      | $68000.00     | 0.01%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Plug Power Inc.                                                                         | Plug Power Inc.                                                                         | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |     -150027 | NS      | $-1855833.99  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corporation                                                                      | Redfin Corporation                                                                      | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |       -1642 | NS      | $-6962.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tong Yang Life Insurance Co., Ltd.                                                      | Tong Yang Life Insurance Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | US        |      200000 | PA      | $158650.36    | 0.01%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Flexion Therapeutics, Inc.                                                              | Flexion Therapeutics, Inc.                                                              | CUSIP: N/A<br>LEI: 549300X8HYW1HZKCDG90       | Long             | EC               | CORP              | US        |       50080 | NS      | $34054.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Redwood Trust, Inc.                                                                     | Redwood Trust, Inc.                                                                     | CUSIP: 758075AC9<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     4298000 | PA      | $4222299.33   | 0.39%             | 2023-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                       | NatWest Group PLC                                                                       | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198079.60    | 0.02%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                             | SMR 2022-IND Mortgage Trust                                                             | CUSIP: 78458MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      964590 | PA      | $897710.41    | 0.08%             | 2024-02-15      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| TEGNA Inc.                                                                              | TEGNA Inc.                                                                              | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $1145195.77   | 0.11%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                                                              | Travere Therapeutics, Inc.                                                              | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1739000 | PA      | $1579777.16   | 0.15%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR1 Trust                                                   | Tricon American Homes 2020-SFR1 Trust                                                   | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4575334.50   | 0.42%             | 2026-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Safran                                                                                  | Safran                                                                                  | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       12140 | NS      | $1524334.38   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PB Fintech Limited                                                                      | PB Fintech Limited                                                                      | CUSIP: N/A<br>LEI: 98450083AC6B01HF1F87       | Long             | EC               | CORP              | IN        |      152639 | NS      | $830781.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group Funding (Switzerland) AG                                                      | UBS Group Funding (Switzerland) AG                                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | US        |      200000 | PA      | $197286.00    | 0.02%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kismet Acquisition Three Corp.                                                          | Kismet Acquisition Three Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       25431 | NS      | $253547.07    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19664 | PA      | $17345.27     | 0.00%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Travel Leaders Group, LLC                                                               | Travel Leaders Group, LLC                                                               | CUSIP: 89416FAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      435335 | PA      | $397400.15    | 0.04%             | 2024-01-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Zephyrus Capital Aviation Partners 2018-1 LLC                                           | Zephyrus Capital Aviation Partners 2018-1 LLC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      767028 | PA      | $648397.02    | 0.06%             | 2038-10-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                                                 | BSREP Commercial Mortgage Trust 2021-DC                                                 | CUSIP: 05591UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $297293.89    | 0.03%             | 2023-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| B. Riley Principal 250 Merger Corp.                                                     | B. Riley Principal 250 Merger Corp.                                                     | CUSIP: 05602L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16718 | NS      | $166678.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      979000 | PA      | $876548.63    | 0.08%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Chefs' Warehouse, Inc.                                                              | The Chefs' Warehouse, Inc.                                                              | CUSIP: 163086AD3<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     1474000 | PA      | $1501077.38   | 0.14%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cutera, Inc.                                                                            | Cutera, Inc.                                                                            | CUSIP: 232109AF5<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |      279000 | PA      | $284504.67    | 0.03%             | 2029-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                                              | Grupo Bimbo S.A.B. de C.V.                                                              | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | EC               | CORP              | MX        |      185100 | NS      | $782328.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                                                | Grupo Financiero Banorte, S.A.B. de C.V.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      202100 | NS      | $1451046.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380QDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     5596933 | PA      | $389144.69    | 0.04%             | 2070-06-19      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc.                               | Hannon Armstrong Sustainable Infrastructure Capital, Inc.                               | CUSIP: 41068X100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5550 | NS      | $-160839.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hayfin US XII Ltd                                                                       | Hayfin US XII Ltd                                                                       | CUSIP: 42088QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490000 | PA      | $449734.25    | 0.04%             | 2034-07-20      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                                | Herbalife Nutrition Ltd.                                                                | CUSIP: 42703MAD5<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | US        |      574000 | PA      | $533838.37    | 0.05%             | 2024-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                                | Herbalife Nutrition Ltd.                                                                | CUSIP: 42703MAE3<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | US        |      780000 | PA      | $816652.20    | 0.08%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Match Group FinanceCo 2, Inc.                                                           | Match Group FinanceCo 2, Inc.                                                           | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |     2098000 | PA      | $1863099.53   | 0.17%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| iStar Inc.                                                                              | iStar Inc.                                                                              | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |      662000 | PA      | $649887.05    | 0.06%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | CUSIP: 46635TBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      334000 | PA      | $121975.50    | 0.01%             | 2046-02-16      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                                     | HeidelbergCement AG                                                                     | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       13100 | NS      | $750571.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XIV, Ltd.                                                          | Madison Park Funding XIV, Ltd.                                                          | CUSIP: 55818TAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $430648.00    | 0.04%             | 2030-10-22      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Accton Technology Corporation                                                           | Accton Technology Corporation                                                           | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |      459000 | NS      | $3494684.14   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiamen Xiangyu Co., Ltd.                                                                | Xiamen Xiangyu Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      169900 | NS      | $250732.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                  | DBS Group Holdings Ltd                                                                  | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       79800 | NS      | $2015579.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                              | Samsung Electronics Co Ltd                                                              | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |       27645 | NS      | $1104051.01   | 0.10%             | 2500-12-31      | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Artera Services, LLC                                                                    | Artera Services, LLC                                                                    | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |       80000 | PA      | $66762.35     | 0.01%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc.                                                                 | Sirius XM Holdings Inc.                                                                 | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |      -90152 | NS      | $-526487.68   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp.                                                                | Sizzle Acquisition Corp.                                                                | CUSIP: 83014E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27383 | NS      | $279854.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TLG Acquisition One Corp.                                                               | TLG Acquisition One Corp.                                                               | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13417 | NS      | $136585.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9107.23      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33950.90     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                                     | Unity Software Inc.                                                                     | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     1539000 | PA      | $1150348.64   | 0.11%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Univar Solutions Inc.                                                                   | Univar Solutions Inc.                                                                   | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       44010 | NS      | $1399518.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                                                          | Virgin Galactic Holdings, Inc.                                                          | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |      253000 | PA      | $114093.39    | 0.01%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Werner Enterprises, Inc.                                                                | Werner Enterprises, Inc.                                                                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Short            | EC               | CORP              | US        |      -35332 | NS      | $-1422466.32  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Xometry, Inc.                                                                           | Xometry, Inc.                                                                           | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |      -16813 | NS      | $-541882.99   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Xometry, Inc.                                                                           | Xometry, Inc.                                                                           | CUSIP: 98423FAA7<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |     1444000 | PA      | $1218754.77   | 0.11%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                        | Delivery Hero SE                                                                        | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |        7140 | NS      | $344505.31    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DHC Acquisition Corporation                                                             | DHC Acquisition Corporation                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       29938 | NS      | $301775.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HPX Corp.                                                                               | HPX Corp.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       20642 | NS      | $6811.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp.                                                                  | Ares Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       94857 | NS      | $955209.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition Corp. I                                                   | Macondray Capital Acquisition Corp. I                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       19175 | NS      | $189257.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McDermott International, Inc.                                                           | McDermott International, Inc.                                                           | CUSIP: N/A<br>LEI: ZAKWBIG8QLOPMZ888610       | Long             | EC               | CORP              | BM        |      458935 | NS      | $146859.12    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Newcourt Acquisition Corp.                                                              | Newcourt Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8049 | NS      | $82180.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrive Acquisition Corporation                                                          | Thrive Acquisition Corporation                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       27975 | NS      | $289261.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Portage Fintech Acquisition Corporation                                                 | Portage Fintech Acquisition Corporation                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26571 | NS      | $266507.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 7 Acquisition Corporation                                                               | 7 Acquisition Corporation                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       14080 | NS      | $145024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp.                                                                              | Slam Corp.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       62242 | NS      | $628644.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Two                                                                                     | Two                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         202 | NS      | $2034.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpar Europe                                                                           | Simpar Europe                                                                           | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | US        |      200000 | PA      | $151165.69    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Athena Consumer Acquisition Corp.                                                       | Athena Consumer Acquisition Corp.                                                       | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |        1979 | NS      | $230.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen, Inc.                                                                          | Heliogen, Inc.                                                                          | CUSIP: 04687C105<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |        9739 | NS      | $97876.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp. II                                                   | Atlantic Coastal Acquisition Corp. II                                                   | CUSIP: 04845A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4548 | NS      | $46298.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Systems, Inc.                                                                   | Allison Systems, Inc.                                                                   | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Short            | EC               | CORP              | US        |      -40852 | NS      | $-1699443.20  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corp.                                                             | Altenergy Acquisition Corp.                                                             | CUSIP: 02157M207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5935 | NS      | $60537.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                                    | AMSR 2020-SFR5 Trust                                                                    | CUSIP: 03217JAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4458386.00   | 0.41%             | 2025-11-19      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Ault Disruptive Technologies Corporation                                                | Ault Disruptive Technologies Corporation                                                | CUSIP: 05150A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11028 | NS      | $113257.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Incorporated                                                             | Coupa Software Incorporated                                                             | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Short            | EC               | CORP              | US        |       -1523 | NS      | $-120575.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                                                           | Apellis Pharmaceuticals, Inc.                                                           | CUSIP: 03753UAB2<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | DBT              | CORP              | US        |     1571000 | PA      | $2422042.12   | 0.22%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bluerock Homes Trust, Inc.                                                              | Bluerock Homes Trust, Inc.                                                              | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1428 | NS      | $30367.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                         | EQT Corporation                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101275.74    | 0.01%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                         | EQT Corporation                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42390.08     | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |       -5389 | NS      | $-3013151.57  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2006-12                                           | CWABS Asset-Backed Certificates Trust 2006-12                                           | CUSIP: 12667AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      252008 | PA      | $219639.76    | 0.02%             | 2036-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Eagle Bulk Shipping Inc.                                                                | Eagle Bulk Shipping Inc.                                                                | CUSIP: 269442AB5<br>LEI: 549300EC4INNZBWR8W37 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $3179858.24   | 0.29%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380Q2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    20905008 | PA      | $520158.41    | 0.05%             | 2071-05-20      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                             | Bank of America Corporation                                                             | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96419.78     | 0.01%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      620000 | PA      | $300437.41    | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                                      | California Institute of Technology                                                      | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |       90000 | PA      | $57506.71     | 0.01%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                                                        | Cloudflare, Inc.                                                                        | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      849000 | PA      | $692558.17    | 0.06%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47157.50     | 0.00%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380QNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4478134 | PA      | $424276.34    | 0.04%             | 2070-11-20      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2621877 | PA      | $338215.30    | 0.03%             | 2050-12-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382UAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     7108753 | PA      | $162012.03    | 0.02%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                                                                | Bloom Energy Corporation                                                                | CUSIP: 093712AH0<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     2157000 | PA      | $2896851.00   | 0.27%             | 2025-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       60000 | PA      | $50135.70     | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2658904 | PA      | $109247.99    | 0.01%             | 2048-08-20      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 2013-2, Ltd.                                                        | HPS Loan Management 2013-2, Ltd.                                                        | CUSIP: 44330FAA3<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $803004.00    | 0.07%             | 2029-10-22      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103414.44    | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                          | Citigroup Inc.                                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       46190 | NS      | $2089173.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals, Inc.                                                                      | I3 Verticals, Inc.                                                                      | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Short            | EC               | CORP              | US        |      -12411 | NS      | $-302083.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Lehman Mortgage Trust 2007-2                                                            | Lehman Mortgage Trust 2007-2                                                            | CUSIP: 52521DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10754512 | PA      | $2160580.44   | 0.20%             | 2037-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings, Inc.                                                     | Clearwater Analytics Holdings, Inc.                                                     | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      242992 | NS      | $4556100.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $663239.53    | 0.06%             | 2500-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                           | Liberty Broadband Corporation                                                           | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1677649.54   | 0.16%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corporation                                                               | Liberty Media Corporation                                                               | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $635207.81    | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: 402ESCAQ0<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |      180000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: N/A<br>LEI: 254900DJRGZBUZ3F5038       | Long             | DBT              | CORP              | US        |       89000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      680000 | PA      | $597631.76    | 0.06%             | 2500-12-31      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                              | CrowdStrike Holdings, Inc.                                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |      -27756 | NS      | $-2922429.24  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust 2021-5                                                   | Pagaya AI Debt Selection Trust 2021-5                                                   | CUSIP: 69547EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $613139.25    | 0.06%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2022-3 Ltd                                                   | Palmer Square Loan Funding 2022-3 Ltd                                                   | CUSIP: 69690CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $242029.75    | 0.02%             | 2023-11-15      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                                     | JPMBB Commercial Mortgage Securities Trust 2014-C24                                     | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10054419 | PA      | $108393.67    | 0.01%             | 2047-11-18      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Power & Digital Infrastructure Acquisition II Corp.                                     | Power & Digital Infrastructure Acquisition II Corp.                                     | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1787 | NS      | $18030.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLP Trust 2021-NYC                                                                     | DOLP Trust 2021-NYC                                                                     | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $195789.30    | 0.02%             | 2031-05-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Danimer Scientific, Inc.                                                                | Danimer Scientific, Inc.                                                                | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |      763000 | PA      | $287882.95    | 0.03%             | 2026-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $129500.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                         | Park Aerospace Holdings Limited                                                         | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19949.96     | 0.00%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                               | Park River Holdings, Inc.                                                               | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $33962.93     | 0.00%             | 2029-02-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Peabody Energy Corporation                                                              | Peabody Energy Corporation                                                              | CUSIP: 704551AC4<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $3776231.25   | 0.35%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                   | Delta Air Lines, Inc.                                                                   | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113867.53    | 0.01%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      150000 | PA      | $129666.48    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                                | Radiology Partners, Inc.                                                                | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      230000 | PA      | $129342.14    | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                               | Snap Inc.                                                                               | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     3537000 | PA      | $2398422.02   | 0.22%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust 2010-4                                                     | RBSSP Resecuritization Trust 2010-4                                                     | CUSIP: 74927DAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182862 | PA      | $173998.70    | 0.02%             | 2036-02-26      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                        | SkyMiles IP Ltd.                                                                        | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136461.04    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd                                                               | Sound Point CLO XXXII Ltd                                                               | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $393138.00    | 0.04%             | 2034-10-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust 2020-SH1                                                | Spruce Hill Mortgage Loan Trust 2020-SH1                                                | CUSIP: 85209FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $984920.88    | 0.09%             | 2024-02-29      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20367.31     | 0.00%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153303.47    | 0.01%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                        | SkyMiles IP Ltd.                                                                        | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103610.00    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51963.92     | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partners III, Inc.                                               | Thunder Bridge Capital Partners III, Inc.                                               | CUSIP: 88605T118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3735 | NS      | $286.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheel Pros, Inc.                                                                        | Wheel Pros, Inc.                                                                        | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $110635.02    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31787.28     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24259.17     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BLQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    34805000 | PA      | $422926.00    | 0.04%             | 2030-05-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137ATC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      128565 | PA      | $70652.58     | 0.01%             | 2042-08-15      | Floating      | 0.22%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-2 Ltd                                                                        | TSTAT 2022-2 Ltd                                                                        | CUSIP: 87300FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $244734.00    | 0.02%             | 2031-01-21      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      420000 | PA      | $295706.25    | 0.03%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                                | YPF S.A.                                                                                | CUSIP: 984245AL4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | US        |      240000 | PA      | $201890.72    | 0.02%             | 2025-07-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                                                      | Wiwynn Corporation                                                                      | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |       44000 | NS      | $1141352.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IV                                                       | Willis Engine Structured Trust IV                                                       | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      747552 | PA      | $586627.13    | 0.05%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                          | Willis-Knighton Medical Center                                                          | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $53477.53     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137AUQX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       77281 | PA      | $38691.84     | 0.00%             | 2042-10-15      | Floating      | 0.16%                 | No            |                  2 | On Loan: No      |
| Flame Acquisition Corp.                                                                 | Flame Acquisition Corp.                                                                 | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26653 | NS      | $267862.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thanachart Capital Public Company Limited                                               | Thanachart Capital Public Company Limited                                               | CUSIP: N/A<br>LEI: 529900VNNYCFS81B3436       | Long             | EC               | CORP              | TH        |      189600 | NS      | $232876.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                               | Commonwealth of Australia                                                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      560000 | PA      | $302946.72    | 0.03%             | 2041-05-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                                         | Wolfspeed, Inc.                                                                         | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       85000 | PA      | $76833.20     | 0.01%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                               | XPO, Inc.                                                                               | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5051.55      | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                           | Ministry of Finance of the Russian Federation                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   104230000 | PA      | $381587.80    | 0.04%             | 2029-05-23      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AON Public Limited Company                                                              | AON Public Limited Company                                                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |        7473 | NS      | $2242946.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                                                           | Zscaler, Inc.                                                                           | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -14304 | NS      | $-1600617.60  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17035000000 | PA      | $1178197.17   | 0.11%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                      | Ford Motor Company                                                                      | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1526503.13   | 0.14%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2021-GSA3                                                  | GS Mortgage Securities Trust 2021-GSA3                                                  | CUSIP: 36263UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3608000 | PA      | $302663.94    | 0.03%             | 2054-12-17      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                           | Ministry of Finance of the Russian Federation                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    94046000 | PA      | $344304.00    | 0.03%             | 2039-03-16      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                                    | Urzad Rady Ministrow                                                                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    15280000 | PA      | $2289201.27   | 0.21%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Blueriver Acquisition Corp.                                                             | Blueriver Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       27168 | NS      | $273853.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition Corp.                                                      | Inflection Point Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       50553 | NS      | $506541.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4825553 | PA      | $318213.86    | 0.03%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Hawaiian Brand Intellectual Property, Ltd.                                              | Hawaiian Brand Intellectual Property, Ltd.                                              | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9047.94      | 0.00%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Guacolda S.A.                                                         | Empresa Electrica Guacolda S.A.                                                         | CUSIP: N/A<br>LEI: 5299008J94I4A64AEC04       | Long             | DBT              | CORP              | US        |      250000 | PA      | $65000.00     | 0.01%             | 2025-04-30      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                               | Commonwealth of Australia                                                               | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     2010000 | PA      | $1085186.40   | 0.10%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Jaws Juggernaut Acquisition Corp.                                                       | Jaws Juggernaut Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       32590 | NS      | $327529.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Acquisition Corp. II                                                               | Ross Acquisition Corp. II                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        2488 | NS      | $25103.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Tech, Inc.                                                                        | Array Tech, Inc.                                                                        | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |      -61529 | NS      | $-1189355.57  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Pphm, Inc.                                                                              | Pphm, Inc.                                                                              | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Short            | EC               | CORP              | US        |      -51230 | NS      | $-705437.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                                                   | Health Catalyst, Inc.                                                                   | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |     1396000 | PA      | $1211464.16   | 0.11%             | 2025-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                                | Herbalife Nutrition Ltd.                                                                | CUSIP: 42704MAA0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | US        |      112000 | PA      | $99442.57     | 0.01%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquisition Corp.                                                       | Screaming Eagle Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       59495 | NS      | $591677.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneBridge Acquisition Corporation                                                     | StoneBridge Acquisition Corporation                                                     | CUSIP: N/A<br>LEI: 5493000AJ4C5DLO2PK42       | Long             | EC               | CORP              | KY        |       24052 | NS      | $247254.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Incorporated                                                           | Bentley Systems, Incorporated                                                           | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |       -4470 | NS      | $-165211.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CSAIL 2016-C6 Commercial Mortgage Trust                                                 | CUSIP: 12636MAV0<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $775688.90    | 0.07%             | 2026-05-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ALSP Orchid Acquisition Corporation I                                                   | ALSP Orchid Acquisition Corporation I                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       31115 | NS      | $318617.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                                                              | AON Public Limited Company                                                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | IE        |       -2466 | NS      | $-740145.24   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Highlands Holdings Bond Issuer Limited                                                  | Highlands Holdings Bond Issuer Limited                                                  | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | PA      | $521303.44    | 0.05%             | 2025-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| The Home Depot, Inc.                                                                    | The Home Depot, Inc.                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       13014 | NS      | $4110602.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp.                                                                    | SVF Investment Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       70196 | NS      | $709681.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UPL Corporation Limited                                                                 | UPL Corporation Limited                                                                 | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | US        |      400000 | PA      | $276500.00    | 0.03%             | 2500-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2004-2A                    | Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2004-2A                    | CUSIP: 16678RBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204049 | PA      | $159273.93    | 0.01%             | 2035-05-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Series 2007 AHL3                                          | Citigroup Mortgage Loan Trust Series 2007 AHL3                                          | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2548043 | PA      | $1808870.80   | 0.17%             | 2045-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| The Home Depot, Inc.                                                                    | The Home Depot, Inc.                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -19510 | NS      | $-6162428.60  | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv, Inc.                                                                            | Inotiv, Inc.                                                                            | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |      -10856 | NS      | $-53628.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Waverley Capital Acquisition Corp. 1                                                    | Waverley Capital Acquisition Corp. 1                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8319 | NS      | $83356.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxus Acquisition Corp                                                                   | Oxus Acquisition Corp                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        6419 | NS      | $66308.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                            | Connecticut Avenue Securities Trust 2022-R03                                            | CUSIP: 20753XAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $982274.00    | 0.09%             | 2042-03-25      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 20754CAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      116123 | PA      | $115318.65    | 0.01%             | 2040-01-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                                     | JPMBB Commercial Mortgage Securities Trust 2014-C23                                     | CUSIP: 46643AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $536317.02    | 0.05%             | 2024-10-18      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co., Ltd.                                                                 | Hyundai Mobis Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |        3362 | NS      | $533496.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp.                                                             | Pyrophyte Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       21824 | NS      | $225441.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp. II                                                      | Spring Valley Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        3589 | NS      | $37074.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 20754HAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      110018 | PA      | $111597.11    | 0.01%             | 2039-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                            | Connecticut Avenue Securities Trust 2021-R01                                            | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1250000 | PA      | $1069462.88   | 0.10%             | 2041-12-26      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Korean Air Lines Co., Ltd.                                                              | Korean Air Lines Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 988400C2UFBF4B660C58       | Long             | EC               | CORP              | KR        |       21232 | NS      | $387253.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp.                                                                                | LG Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       19090 | NS      | $1181017.60   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co., Ltd.                                                                      | Nintendo Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |       15380 | NS      | $644748.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc.                                                                | Shaw Communications Inc.                                                                | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |       65537 | NS      | $1886154.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources, Inc.                                                             | Continental Resources, Inc.                                                             | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74144.60     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                         | EQT Corporation                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207178.67    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Shelter Acquisition Corporation I                                                       | Shelter Acquisition Corporation I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2185 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sound Point CLO XXIII                                                                   | Sound Point CLO XXIII                                                                   | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $397961.50    | 0.04%             | 2034-07-17      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                                                      | Elmwood CLO IX Ltd                                                                      | CUSIP: 29003VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $454399.50    | 0.04%             | 2034-07-20      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137AJR89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     3773473 | PA      | $336770.74    | 0.03%             | 2041-12-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                                                    | Sportsman's Warehouse Holdings, Inc.                                                    | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       11897 | NS      | $111950.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify USA Inc.                                                                        | Spotify USA Inc.                                                                        | CUSIP: 84921RAB6<br>LEI: 2138001WXZQOPMPA3D50 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1175691.54   | 0.11%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fisker Group Inc.                                                                       | Fisker Group Inc.                                                                       | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Short            | EC               | CORP              | US        |      -55709 | NS      | $-405004.43   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380YTQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1598670 | PA      | $149323.42    | 0.01%             | 2048-08-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |      470000 | PA      | $370716.92    | 0.03%             | 2026-03-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                            | The Williams Companies, Inc.                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      140000 | PA      | $165407.98    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                             | Ionis Pharmaceuticals, Inc.                                                             | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      398000 | PA      | $369291.86    | 0.03%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                                           | iShares iBoxx $ High Yield Corporate Bond ETF                                           | CUSIP: 464288513<br>LEI: 5493002YECWEEITPWL97 | Short            | EC               | RF                | US        |     -128336 | NS      | $-9449379.68  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                                         | Wolfspeed, Inc.                                                                         | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |        -520 | NS      | $-35900.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yamana Gold Inc.                                                                        | Yamana Gold Inc.                                                                        | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $74925.63     | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                             | JetBlue Airways Corporation                                                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |      -16700 | NS      | $-108216.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co.                                                         | Khosla Ventures Acquisition Co.                                                         | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       37268 | NS      | $371934.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithium Americas Corp.                                                                  | Lithium Americas Corp.                                                                  | CUSIP: 53680QAB4<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | US        |     1048000 | PA      | $839055.00    | 0.08%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd                                                            | Madison Park Funding XLV Ltd                                                            | CUSIP: 55820DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $454870.00    | 0.04%             | 2034-07-17      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                        | Delivery Hero SE                                                                        | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |       -7823 | NS      | $-377460.09   | -0.03%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Elliott Opportunity II Corp.                                                            | Elliott Opportunity II Corp.                                                            | CUSIP: N/A<br>LEI: 549300796AMMETN58424       | Long             | EC               | CORP              | KY        |       50486 | NS      | $508898.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                  | Nissan Motor Co., Ltd.                                                                  | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |      330000 | PA      | $279874.58    | 0.03%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NuVasive, Inc.                                                                          | NuVasive, Inc.                                                                          | CUSIP: 670704AJ4<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |      573000 | PA      | $499480.09    | 0.05%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Global Partner Acquisition Corporation II                                               | Global Partner Acquisition Corporation II                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5049 | NS      | $50944.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition Corp.                                                      | Medicus Sciences Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       15425 | NS      | $154712.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                                                          | NuVasive, Inc.                                                                          | CUSIP: 670704AL9<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1721972.83   | 0.16%             | 2023-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                   | Octagon Investment Partners XVI, Ltd.                                                   | CUSIP: 67590DAE6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $244354.50    | 0.02%             | 2030-07-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Plum Acquisition Corp. I                                                                | Plum Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        9186 | NS      | $92594.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportunities Corp.                                              | Rocket Internet Growth Opportunities Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26253 | NS      | $265155.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon 57 Ltd                                                                          | Octagon 57 Ltd                                                                          | CUSIP: 67592YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1348002.00   | 0.12%             | 2034-10-16      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| PennyMac Mortgage Investment Trust                                                      | PennyMac Mortgage Investment Trust                                                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Short            | EC               | CORP              | US        |      -38530 | NS      | $-477386.70   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Silver Spike Acquisition Corp II                                                        | Silver Spike Acquisition Corp II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1410 | NS      | $14226.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Spike Acquisition Corp II                                                        | Silver Spike Acquisition Corp II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         352 | NS      | $10.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      250000 | PA      | $160157.50    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                        | Sands China Ltd.                                                                        | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |      200000 | PA      | $169764.94    | 0.02%             | 2027-03-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Social Capital Suvretta Holdings Corp. IV                                               | Social Capital Suvretta Holdings Corp. IV                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       43932 | NS      | $441516.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TKB Critical Technologies 1                                                             | TKB Critical Technologies 1                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26822 | NS      | $276534.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                                                              | TEGNA Inc.                                                                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       95374 | NS      | $2020975.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Canada                                                                          | Telesat Canada                                                                          | CUSIP: 87952VAR7<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | US        |      155000 | PA      | $72442.00     | 0.01%             | 2026-12-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       96036 | PA      | $84711.82     | 0.01%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                                   | Prime Security Services Borrower, LLC                                                   | CUSIP: 03765VAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128586 | PA      | $127313.11    | 0.01%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                | Tencent Holdings Limited                                                                | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |      200000 | PA      | $126887.36    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Tesla Inc.                                                                              | Tesla Inc.                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       50760 | NS      | $6252616.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cengage Learning, Inc.                                                                  | Cengage Learning, Inc.                                                                  | CUSIP: 15134NAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      183150 | PA      | $164320.35    | 0.02%             | 2026-06-29      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                              | The Arab Republic of Egypt                                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | US        |      230000 | PA      | $205851.84    | 0.02%             | 2025-10-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                                           | ALEN 2021-ACEN Mortgage Trust                                                           | CUSIP: 01449NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      819000 | PA      | $611269.17    | 0.06%             | 2023-04-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                                                                          | Tullow Oil PLC                                                                          | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | US        |      200000 | PA      | $159974.62    | 0.01%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Wayfair Inc.                                                                            | Wayfair Inc.                                                                            | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |      -14377 | NS      | $-472859.53   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sendas Distribuidora S/A                                                                | Sendas Distribuidora S/A                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      556500 | NS      | $2053182.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Yto Express Co., Ltd. Dalian Branch                                            | Shanghai Yto Express Co., Ltd. Dalian Branch                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      981404 | NS      | $2833870.72   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                            | Presidence de la Republique de Cote d'Ivoire                                            | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $177500.00    | 0.02%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LIG Nex1 Co., Ltd.                                                                      | LIG Nex1 Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 988400VTP0QVY3OIY652       | Long             | EC               | CORP              | KR        |       11636 | NS      | $852813.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen B.V.                                                                              | Adyen B.V.                                                                              | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        2675 | NS      | $3711861.47   | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enphys Acquisition Corp.                                                                | Enphys Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: 549300KNB8BMJ5TPCU58       | Long             | EC               | CORP              | KY        |      171365 | NS      | $1718790.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMF Global Ventures Corp. I                                                            | LAMF Global Ventures Corp. I                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       14525 | NS      | $148881.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LDH Growth Corp I                                                                       | LDH Growth Corp I                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       20673 | NS      | $208177.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leo Holdings Corp. II                                                                   | Leo Holdings Corp. II                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       65627 | NS      | $662176.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldwide Webb Acquisition Corporation                                                  | Worldwide Webb Acquisition Corporation                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       11144 | NS      | $113223.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPAC Acquisition Corp.                                                                  | XPAC Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5199 | NS      | $51990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEL Energy VI S.a r.l.                                                                  | FEL Energy VI S.a r.l.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      184790 | PA      | $158494.37    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                           | Alibaba Group Holding Limited                                                           | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       30300 | NS      | $2669127.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Limited                                                           | Alibaba Group Holding Limited                                                           | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | US        |      200000 | PA      | $120239.24    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                                       | DCert Buyer, Inc.                                                                       | CUSIP: 24022KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $181800.00    | 0.02%             | 2029-02-16      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                             | DG Investment Intermediate Holdings 2, Inc.                                             | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190000 | PA      | $166882.70    | 0.02%             | 2029-03-18      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Altra Industrial Motion Corp.                                                           | Altra Industrial Motion Corp.                                                           | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |       15778 | NS      | $942735.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20585.06     | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center, LLC                                                           | Edelman Financial Center, LLC                                                           | CUSIP: 27943UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       28860 | PA      | $26861.22     | 0.00%             | 2028-03-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Atlas Purchaser, Inc.                                                                   | Atlas Purchaser, Inc.                                                                   | CUSIP: 04939JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      379225 | PA      | $264589.07    | 0.02%             | 2024-12-31      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BB6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     5815673 | PA      | $315911.42    | 0.03%             | 2050-10-25      | Floating      | 0.17%                 | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion S.A.                                                             | Frigorifico Concepcion S.A.                                                             | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | US        |      250000 | PA      | $201706.47    | 0.02%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382YHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     7583735 | PA      | $599169.64    | 0.06%             | 2071-11-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38383AXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     4648492 | PA      | $544283.58    | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       80000 | PA      | $73369.72     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anzu Special Acquisition Corp I                                                         | Anzu Special Acquisition Corp I                                                         | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21582 | NS      | $217978.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust                                                                       | Invesco QQQ Trust                                                                       | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Short            | EC               | RF                | US        |        -291 | NS      | $-77487.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Energy Partners, L.P.                                                     | Kinder Morgan Energy Partners, L.P.                                                     | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10651.59     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                                | Marriott Vacations Worldwide Corporation                                                | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      556000 | PA      | $546590.26    | 0.05%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR4 Trust                                                                    | AMSR 2020-SFR4 Trust                                                                    | CUSIP: 66981FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3700000 | PA      | $3334310.50   | 0.31%             | 2025-11-19      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      300000 | PA      | $245203.01    | 0.02%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                          | Cheniere Energy Partners, L.P.                                                          | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39825.54     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      190000 | PA      | $150451.50    | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PetIQ, Inc.                                                                             | PetIQ, Inc.                                                                             | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Short            | EC               | CORP              | US        |      -16232 | NS      | $-149659.04   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      350000 | PA      | $244534.99    | 0.02%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |      150000 | PA      | $101369.70    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PetIQ, Inc.                                                                             | PetIQ, Inc.                                                                             | CUSIP: 71639TAB2<br>LEI: 549300GROACFGKVYOX14 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1190848.21   | 0.11%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125451.81    | 0.01%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                   | Las Vegas Sands Corp.                                                                   | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9204.40      | 0.00%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Livent Corporation                                                                      | Livent Corporation                                                                      | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Short            | EC               | CORP              | US        |     -166118 | NS      | $-3300764.66  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      180000 | PA      | $161802.21    | 0.01%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limited                                                        | Pioneer Aircraft Finance Limited                                                        | CUSIP: 72353PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1040182 | PA      | $478956.81    | 0.04%             | 2026-06-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Priveterra Acquisition Corp.                                                            | Priveterra Acquisition Corp.                                                            | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19956 | NS      | $200657.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q-Si Operations Inc.                                                                    | Q-Si Operations Inc.                                                                    | CUSIP: 74765K113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13237 | NS      | $3309.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                                                           | Magnite, Inc.                                                                           | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Short            | EC               | CORP              | US        |       -2699 | NS      | $-28582.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                                                         | MaxLinear, Inc.                                                                         | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Short            | EC               | CORP              | US        |      -14895 | NS      | $-505685.25   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Mediaalpha, Inc.                                                                        | Mediaalpha, Inc.                                                                        | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      184569 | NS      | $1836461.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                             | CUSIP: 61766RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      569000 | PA      | $379510.20    | 0.04%             | 2026-10-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                             | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                             | CUSIP: 61767EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $241085.99    | 0.02%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                          | Mosaic Solar Loan Trust 2020-1                                                          | CUSIP: 61946NAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      542917 | PA      | $448128.30    | 0.04%             | 2046-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      560000 | PA      | $311850.00    | 0.03%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2350000 | PA      | $1679882.93   | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Radius Global Infrastructure, Inc.                                                      | Radius Global Infrastructure, Inc.                                                      | CUSIP: 750481AA1<br>LEI: 213800NT341MQ5USBX63 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1530188.93   | 0.14%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAMP Series 2006-RZ3 Trust                                                              | RAMP Series 2006-RZ3 Trust                                                              | CUSIP: 75156MAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175264 | PA      | $165909.17    | 0.02%             | 2036-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     2994000 | PA      | $3720074.94   | 0.34%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                                  | SPDR S&P 500 ETF Trust                                                                  | CUSIP: 78462F103<br>LEI: 5493004JVD6CQEEJSS37 | Short            | EC               | RF                | US        |      -35290 | NS      | $-13495954.70 | -1.25%            |  |  |  | No            |                  1 | On Loan: No      |
| SOFI Professional Loan Program 2018-C Trust                                             | SOFI Professional Loan Program 2018-C Trust                                             | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       50000 | PA      | $702121.85    | 0.07%             | 2048-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                        | Salesforce, Inc.                                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       34833 | NS      | $4618507.47   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Limited                                                                             | Sea Limited                                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |       -8393 | NS      | $-436687.79   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Shapeways Holdings, Inc.                                                                | Shapeways Holdings, Inc.                                                                | CUSIP: 81947T110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       61389 | NS      | $1037.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                              | Starwood Mortgage Residential Trust 2021-4                                              | CUSIP: 85573PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3767000 | PA      | $2309836.63   | 0.21%             | 2056-08-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                                      | TKC Holdings, Inc.                                                                      | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $79165.71     | 0.01%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                        | Teva Pharmaceutical Finance Netherlands III B.V.                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |      560000 | PA      | $501318.12    | 0.05%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partners IV, Inc.                                                | Thunder Bridge Capital Partners IV, Inc.                                                | CUSIP: 88605L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22850 | NS      | $229414.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc.                                                                             | Altaba Inc.                                                                             | CUSIP: N/A<br>LEI: 549300ZJC0V1K2ZCKG85       | Long             | EC               | CORP              | US        |     1829320 | NS      | $6850803.40   | 0.63%             |  |  |  | No            |                  3 | On Loan: No      |
| American Airlines Group Inc.                                                            | American Airlines Group Inc.                                                            | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -71638 | NS      | $-911235.36   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      750000 | PA      | $645585.90    | 0.06%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8600000 | PA      | $8629562.50   | 0.80%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                             | Transcontinental Gas Pipe Line Company, LLC                                             | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $74705.45     | 0.01%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                          | TransDigm Inc.                                                                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70429.11     | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc.                                                            | American Airlines Group Inc.                                                            | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1773091.16   | 0.16%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amprius Technologies, Inc.                                                              | Amprius Technologies, Inc.                                                              | CUSIP: 03214Q116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15314 | NS      | $4442.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                                                     | Triumph Group, Inc.                                                                     | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |      185000 | PA      | $174879.24    | 0.02%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      300000 | PA      | $220972.80    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                                      | Apache Corporation                                                                      | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      210000 | PA      | $174170.33    | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                                      | Apache Corporation                                                                      | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |       80000 | PA      | $65044.87     | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15600000 | PA      | $15912000.00  | 1.47%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc.                                                                     | Unity Software Inc.                                                                     | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |        -373 | NS      | $-10664.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAC Capital Trust XIV                                                                   | BAC Capital Trust XIV                                                                   | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |      610000 | PA      | $470697.59    | 0.04%             | 2500-12-31      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                            | Barclays PLC                                                                            | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $233100.00    | 0.02%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMS-Osram AG                                                                            | AMS-Osram AG                                                                            | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Short            | EC               | CORP              | AT        |      -19924 | NS      | $-146233.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 14243000000 | PA      | $915284.87    | 0.08%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912796XS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    26300000 | PA      | $26255524.07  | 2.43%             | 2023-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1190000 | PA      | $709909.38    | 0.07%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                 | Braskem Idesa, S.A.P.I.                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $214423.53    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 8, Ltd.                                               | GoldenTree Loan Management US CLO 8, Ltd.                                               | CUSIP: 38136QAJ8<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $249034.80    | 0.02%             | 2034-10-20      | Floating      | 12.29%                | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                        | European Bank for Reconstruction and Development                                        | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | ID        |  3761000000 | PA      | $231315.69    | 0.02%             | 2026-10-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FTAC Athena Acquisition Corp.                                                           | FTAC Athena Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       20110 | NS      | $203312.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       90000 | PA      | $64687.50     | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                               | Varex Imaging Corporation                                                               | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Short            | EC               | CORP              | US        |      -84827 | NS      | $-1721988.10  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                           | The Goldman Sachs Group, Inc.                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      120000 | PA      | $128226.22    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health, Inc.                                                        | Hackensack Meridian Health, Inc.                                                        | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |       90000 | PA      | $76045.70     | 0.01%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                           | Velocity Commercial Capital Loan Trust 2018-2                                           | CUSIP: 92259BAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      348165 | PA      | $275342.80    | 0.03%             | 2027-08-25      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Williams Partners L.P.                                                                  | Williams Partners L.P.                                                                  | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      120000 | PA      | $105100.79    | 0.01%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                             | Halozyme Therapeutics, Inc.                                                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |      -10195 | NS      | $-580095.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                                                      | KKR Real Estate Finance Trust Inc.                                                      | CUSIP: 48251KAB6<br>LEI: 549300K23AYZDZ2REL62 | Long             | DBT              | CORP              | US        |      581000 | PA      | $581598.43    | 0.05%             | 2023-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Samsung C&T Corporation                                                                 | Samsung C&T Corporation                                                                 | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |        9030 | NS      | $813212.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                           | Ministry of Finance of the Russian Federation                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    79260000 | PA      | $290172.20    | 0.03%             | 2034-05-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaman Corporation                                                                       | Kaman Corporation                                                                       | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2838155.55   | 0.26%             | 2024-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shoprite Holdings                                                                       | Shoprite Holdings                                                                       | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |       46355 | NS      | $619493.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| The Central People's Government of the People's Republic of China                       | The Central People's Government of the People's Republic of China                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $292503.99    | 0.03%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Bleuacacia Ltd                                                                          | Bleuacacia Ltd                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       50213 | NS      | $504138.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                                                             | Range Resources Corporation                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103051.93    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Realogy Holdings Corp.                                                                  | Realogy Holdings Corp.                                                                  | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Short            | EC               | CORP              | US        |      -21680 | NS      | $-138535.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II, Inc.                                                               | G Squared Ascend II, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7175 | NS      | $72682.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itiquira Acquisition Corp.                                                              | Itiquira Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26801 | NS      | $270422.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Jackson Holdings, Ltd.                                                         | Intelsat Jackson Holdings, Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         323 | NS      | $2180.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Team Health Holdings, Inc.                                                              | Team Health Holdings, Inc.                                                              | CUSIP: 87817JAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      295615 | PA      | $251929.35    | 0.02%             | 2024-01-12      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                                              | Repay Holdings Corporation                                                              | CUSIP: 76029L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15113 | NS      | $-121659.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics, Inc.                                                              | Revance Therapeutics, Inc.                                                              | CUSIP: 761330AB5<br>LEI: 549300N33TFDZHS81H11 | Long             | DBT              | CORP              | US        |     1589000 | PA      | $1478934.74   | 0.14%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                                       | RingCentral, Inc.                                                                       | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     1294000 | PA      | $1119753.84   | 0.10%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2021-2                                                    | SG Residential Mortgage Trust 2021-2                                                    | CUSIP: 78432YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4191000 | PA      | $2428797.66   | 0.22%             | 2023-10-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Minotaur Acquisition, Inc.                                                              | Minotaur Acquisition, Inc.                                                              | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      233259 | PA      | $222528.98    | 0.02%             | 2026-02-27      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                     | Waterbridge Midstream Operating LLC                                                     | CUSIP: 94120XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      253627 | PA      | $243243.04    | 0.02%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                                       | Sunnova Energy International Inc.                                                       | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Short            | EC               | CORP              | US        |      -30592 | NS      | $-550961.92   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco Logistics Partners Operations L.P.                                               | Sunoco Logistics Partners Operations L.P.                                               | CUSIP: 86765BAH2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37889.96     | 0.00%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.                                                | Travelport Finance (Luxembourg) S.a.r.l.                                                | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      353317 | PA      | $353277.67    | 0.03%             | 2025-02-28      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                                                       | Grab Holdings Inc                                                                       | CUSIP: G4123KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      274570 | PA      | $270451.88    | 0.03%             | 2026-01-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Upstart Pass-Through Trust Series 2021-ST9                                              | Upstart Pass-Through Trust Series 2021-ST9                                              | CUSIP: 91683MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $406243.50    | 0.04%             | 2029-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Volt XCII, LLC                                                                          | Volt XCII, LLC                                                                          | CUSIP: 91835MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1510840.00   | 0.14%             | 2024-01-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                                                                 | Astra Acquisition Corp.                                                                 | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      143024 | PA      | $126099.83    | 0.01%             | 2028-10-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                                                         | Envision Healthcare Corporation                                                         | CUSIP: 29373UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      523832 | PA      | $130958.09    | 0.01%             | 2027-03-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                           | Velocity Commercial Capital Loan Trust 2018-2                                           | CUSIP: 92259BAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149865 | PA      | $121320.61    | 0.01%             | 2026-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Veritone, Inc.                                                                          | Veritone, Inc.                                                                          | CUSIP: 92347MAB6<br>LEI: 549300XTAS2FCSL4EL89 | Long             | DBT              | CORP              | US        |      273000 | PA      | $160631.02    | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sierracol Energy Andina, LLC                                                            | Sierracol Energy Andina, LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      200000 | PA      | $154202.78    | 0.01%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Dusit Medical Services Public Company Limited.                                  | Bangkok Dusit Medical Services Public Company Limited.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |     1311200 | NS      | $1099460.72   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                      | Credit Agricole SA                                                                      | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $280605.06    | 0.03%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Embrace Change Acquisition Corp.                                                        | Embrace Change Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8804 | NS      | $90329.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp.                                                                  | Ares Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5320 | NS      | $54104.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                                                | Herbalife Nutrition Ltd.                                                                | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Short            | EC               | CORP              | KY        |      -36470 | NS      | $-542673.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Kensington Capital Acquisition Corp. V                                                  | Kensington Capital Acquisition Corp. V                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       33469 | NS      | $342053.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Digital Mobility Acquisition Corp.                                              | Pegasus Digital Mobility Acquisition Corp.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        4880 | NS      | $50166.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moringa Acquisition Corp.                                                               | Moringa Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        3244 | NS      | $32829.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Energy Reimagined Acquisition Corp.                                             | Project Energy Reimagined Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       14792 | NS      | $148955.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                   | MC Brazil Downstream Trading S.a r.l.                                                   | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | US        |      400000 | PA      | $329660.02    | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                                     | Granite Holdings US Acquisition Co.                                                     | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      117000 | PA      | $116853.75    | 0.01%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    11942183 | PA      | $482793.81    | 0.04%             | 2032-07-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B9EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     9985163 | PA      | $259195.86    | 0.02%             | 2027-12-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     3629989 | PA      | $202090.54    | 0.02%             | 2030-09-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Fisker Group Inc.                                                                       | Fisker Group Inc.                                                                       | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $1147028.04   | 0.11%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOL Equity Finance                                                                      | GOL Equity Finance                                                                      | CUSIP: 36256KAA8<br>LEI: 5299002CCNWVL0PVLP96 | Long             | DBT              | CORP              | US        |     2769000 | PA      | $1260983.22   | 0.12%             | 2024-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GX Acquisition Corp. II                                                                 | GX Acquisition Corp. II                                                                 | CUSIP: 36260F113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2329 | NS      | $1816.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities   | The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities   | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     5652320 | PA      | $223771.41    | 0.02%             | 2051-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Infinera Corporation                                                                    | Infinera Corporation                                                                    | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |      298000 | PA      | $367931.66    | 0.03%             | 2028-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Keycorp Student Loan Trust 200                                                          | Keycorp Student Loan Trust 200                                                          | CUSIP: 493268CL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      349175 | PA      | $325780.03    | 0.03%             | 2038-12-27      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Li Auto Inc.                                                                            | Li Auto Inc.                                                                            | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Short            | EC               | CORP              | KY        |      -63249 | NS      | $-1290279.60  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                                              | Okta, Inc.                                                                              | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |      839000 | PA      | $704702.95    | 0.07%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| 1Life Healthcare, Inc.                                                                  | 1Life Healthcare, Inc.                                                                  | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      230082 | NS      | $3844670.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                                               | Pan American Silver Corp.                                                               | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |      -56944 | NS      | $-930464.96   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure, Inc.                                                      | Radius Global Infrastructure, Inc.                                                      | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Short            | EC               | CORP              | US        |      -38197 | NS      | $-451488.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent A Car S/A                                                                 | Localiza Rent A Car S/A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |         327 | NS      | $3277.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYP Entertainment Corporation                                                           | JYP Entertainment Corporation                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        3490 | NS      | $188007.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co,. Ltd.                                                     | Hankook Tire & Technology Co,. Ltd.                                                     | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |       90309 | NS      | $2212887.38   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Wens Foodstuff Group Co., Ltd.                                                | Guangdong Wens Foodstuff Group Co., Ltd.                                                | CUSIP: N/A<br>LEI: 3003005O7DXT61IXLJ96       | Long             | EC               | CORP              | CN        |     1112240 | NS      | $3136771.19   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                        | Delivery Hero SE                                                                        | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $879395.67    | 0.08%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ABG Acquisition Corp. I                                                                 | ABG Acquisition Corp. I                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       18743 | NS      | $189116.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp.                                                          | African Gold Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       49264 | NS      | $495103.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp.                                                                  | Cartesian Growth Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5242 | NS      | $56351.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend I Inc.                                                                 | G Squared Ascend I Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       42947 | NS      | $433979.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp.                                                             | Jack Creek Investment Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       22511 | NS      | $228036.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp.                                                                | Metals Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5966 | NS      | $59689.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solis IV BV                                                                             | Solis IV BV                                                                             | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145420 | PA      | $127371.92    | 0.01%             | 2029-02-09      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Farfetch US Holdings, Inc                                                               | Farfetch US Holdings, Inc                                                               | CUSIP: 30745BAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      256000 | PA      | $229760.00    | 0.02%             | 2027-09-27      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                          | Nigeria, Federal Government of                                                          | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | US        |      200000 | PA      | $154250.20    | 0.01%             | 2028-09-28      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OCP S.A.                                                                                | OCP S.A.                                                                                | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | US        |      450000 | PA      | $341361.26    | 0.03%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ACCO Brands Corporation                                                                 | ACCO Brands Corporation                                                                 | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Short            | EC               | CORP              | US        |     -199720 | NS      | $-1116434.80  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                      | AerCap Ireland Capital Designated Activity Company                                      | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |      150000 | PA      | $117196.97    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp.                                                             | Arrowroot Acquisition Corp.                                                             | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35228 | NS      | $354041.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowroot Acquisition Corp.                                                             | Arrowroot Acquisition Corp.                                                             | CUSIP: 04282M110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13614 | NS      | $78.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Strategic Investment Corp.                                                      | Artemis Strategic Investment Corp.                                                      | CUSIP: 04303A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20370 | NS      | $208792.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                | Lloyds Banking Group PLC                                                                | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195000.00    | 0.02%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 1Life Healthcare, Inc.                                                                  | 1Life Healthcare, Inc.                                                                  | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1368727.61   | 0.13%             | 2025-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Open Doors Technology Inc.                                                              | Open Doors Technology Inc.                                                              | CUSIP: 683712AA1<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $1097895.04   | 0.10%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Operadora de Servicios Mega SA de CV SOFOM ER.                                          | Operadora de Servicios Mega SA de CV SOFOM ER.                                          | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | US        |      200000 | PA      | $100205.05    | 0.01%             | 2025-02-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Revance Therapeutics, Inc.                                                              | Revance Therapeutics, Inc.                                                              | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Short            | EC               | CORP              | US        |      -33455 | NS      | $-617579.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Professional Loan Program 2018-A LLC                                               | SoFi Professional Loan Program 2018-A LLC                                               | CUSIP: 83406E303<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-CBDO         | CORP              | US        |        6218 | PA      | $111448.06    | 0.01%             | 2042-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Voltronic Power Technology Corporation                                                  | Voltronic Power Technology Corporation                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        2000 | NS      | $100492.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tech-Bank Food Co., Ltd.                                                                | Tech-Bank Food Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     1657300 | NS      | $1456038.31   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso F/80460                                                                     | Fideicomiso F/80460                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      400000 | PA      | $305444.00    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kenya, Government of                                                                    | Kenya, Government of                                                                    | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | US        |      240000 | PA      | $209702.40    | 0.02%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.                                         | Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.                                         | CUSIP: N/A<br>LEI: 5493007GRMPGDJG93Z17       | Long             | DBT              | CORP              | US        |      200000 | PA      | $500.00       | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   247000000 | PA      | $17616.45     | 0.00%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 21167000000 | PA      | $1324883.56   | 0.12%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                        | Delivery Hero SE                                                                        | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1102273.96   | 0.10%             | 2027-01-23      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Cartesian Growth Corporation II                                                         | Cartesian Growth Corporation II                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        9713 | NS      | $99363.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cazoo Group Ltd                                                                         | Cazoo Group Ltd                                                                         | CUSIP: N/A<br>LEI: 549300PNRTNVMGVJY078       | Long             | EC               | CORP              | US        |       30652 | NS      | $248.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                                                                          | Chain Bridge I                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10764 | NS      | $110653.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Peak Acquisition Corp.                                                              | Far Peak Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       50209 | NS      | $504098.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd.                                                                          | Frontline Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Short            | EC               | CORP              | BM        |     -105203 | NS      | $-1277164.42  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                         | Antofagasta PLC                                                                         | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Short            | EC               | CORP              | GB        |       -7675 | NS      | $-144916.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                            | B. A. T. Capital Corporation                                                            | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       70000 | PA      | $49748.38     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2018-CBM                                                                    | BBCMS Trust 2018-CBM                                                                    | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470000 | PA      | $439587.95    | 0.04%             | 2037-07-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| BHP Trust 2019-BXHP                                                                     | BHP Trust 2019-BXHP                                                                     | CUSIP: 05550TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131600 | PA      | $123446.50    | 0.01%             | 2036-08-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B18 Mortgage Trust                                                       | Benchmark 2020-B18 Mortgage Trust                                                       | CUSIP: 08163ABP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      343000 | PA      | $285408.10    | 0.03%             | 2025-08-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-RPL1                                               | BRAVO Residential Funding Trust 2022-RPL1                                               | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318588 | PA      | $283490.03    | 0.03%             | 2025-01-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-2-R Limited                                   | Carlyle Global Market Strategies CLO 2014-2-R Limited                                   | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $798555.00    | 0.07%             | 2031-05-15      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-13                                                 | CHL Mortgage Pass-Through Trust 2007-13                                                 | CUSIP: 17025JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      976298 | PA      | $517975.50    | 0.05%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                                                              | Churchill Capital Corp VII                                                              | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       83490 | NS      | $832395.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Incorporated                                                             | Coupa Software Incorporated                                                             | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |     2108000 | PA      | $2045451.42   | 0.19%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Forest Road Acquisition Corp. II                                                        | Forest Road Acquisition Corp. II                                                        | CUSIP: 34619V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15594 | NS      | $156485.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp.                                                                 | Goal Acquisitions Corp.                                                                 | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47441 | NS      | $477256.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp.                                                                 | Goal Acquisitions Corp.                                                                 | CUSIP: 38021H115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       45463 | NS      | $2195.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                                            | Hawaii Hotel Trust 2019-MAUI                                                            | CUSIP: 41975AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      493000 | PA      | $468380.71    | 0.04%             | 2038-05-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Karyopharm Therapeutics Inc.                                                            | Karyopharm Therapeutics Inc.                                                            | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Short            | EC               | CORP              | US        |      -47065 | NS      | $-160021.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc.                                                            | Karyopharm Therapeutics Inc.                                                            | CUSIP: 48576UAA4<br>LEI: 549300J1VANRCNTYST87 | Long             | DBT              | CORP              | US        |     1658000 | PA      | $1278609.81   | 0.12%             | 2025-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition III Corp.                                                        | M3-Brigade Acquisition III Corp.                                                        | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18737 | NS      | $189993.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiatnakin Phatra Bank Public Company Limited                                            | Kiatnakin Phatra Bank Public Company Limited                                            | CUSIP: N/A<br>LEI: 254900UPQE3MNOEDXK30       | Long             | EC               | CORP              | TH        |      998900 | NS      | $2130218.41   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Limited                                                                   | Bharti Airtel Limited                                                                   | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |       64198 | NS      | $625894.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                           | SK Hynix Inc.                                                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       78961 | NS      | $4693594.52   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                                   | Swire Pacific Limited                                                                   | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |       50344 | NS      | $441523.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Retail Opportunity Investments Corp.                                                    | Retail Opportunity Investments Corp.                                                    | CUSIP: 76131N101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -83646 | NS      | $-1257199.38  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Professional Loan Program 2016-F LLC                                               | Sofi Professional Loan Program 2016-F LLC                                               | CUSIP: 78471A103<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $506688.20    | 0.05%             | 2040-02-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                 | Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                 | CUSIP: 863579JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1275619 | PA      | $1108103.88   | 0.10%             | 2035-01-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Summit Hotel TRS 005, LLC                                                               | Summit Hotel TRS 005, LLC                                                               | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |      645000 | PA      | $551716.88    | 0.05%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Elance, Inc.                                                                            | Elance, Inc.                                                                            | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Short            | EC               | CORP              | US        |       -3619 | NS      | $-37782.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elance, Inc.                                                                            | Elance, Inc.                                                                            | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |     1439000 | PA      | $1075878.42   | 0.10%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                                         | VOC Escrow Ltd.                                                                         | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $68706.67     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ahren Acquisition Corp                                                                  | Ahren Acquisition Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10152 | NS      | $104565.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arya Sciences Acquisition Corp.                                                         | Arya Sciences Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       19354 | NS      | $193733.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kensington Capital Acquisition Corp. V                                                  | Kensington Capital Acquisition Corp. V                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       17659 | NS      | $180033.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp. II                                                            | Peridot Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7606 | NS      | $76820.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FinTech Evolution Acquisition Group                                                     | FinTech Evolution Acquisition Group                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        8189 | NS      | $82708.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Ltd.                                                                 | Maxar Technologies Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2100000 | PA      | $2097753.00   | 0.19%             | 2029-06-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Semper Paratus Acquisition Corp.                                                        | Semper Paratus Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: 549300AC21G4NBK9D322       | Long             | EC               | CORP              | KY        |        7882 | NS      | $81184.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Capital Venture Acquisition Corp. III                                               | 10X Capital Venture Acquisition Corp. III                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       19993 | NS      | $195331.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envision Healthcare Corporation                                                         | Envision Healthcare Corporation                                                         | CUSIP: 29373UAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      213945 | PA      | $72741.26     | 0.01%             | 2027-03-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| TenX Keane Acquisition                                                                  | TenX Keane Acquisition                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10398 | NS      | $105643.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition Company III, Ltd.                                        | Supernova Partners Acquisition Company III, Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       77432 | NS      | $780514.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition Company III, Ltd.                                        | Supernova Partners Acquisition Company III, Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5507 | NS      | $126.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                                                    | TE Connectivity Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       24260 | NS      | $2785048.00   | 0.26%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Level 3 Financing Inc.                                                                  | Level 3 Financing Inc.                                                                  | CUSIP: 52729KAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       53653 | PA      | $51305.23     | 0.00%             | 2027-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Adara Acquisition Corp.                                                                 | Adara Acquisition Corp.                                                                 | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10990 | NS      | $111878.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                                            | Airbnb, Inc.                                                                            | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     1343000 | PA      | $1116360.69   | 0.10%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                         | Ardagh Packaging Finance Public Limited Company                                         | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |      210000 | PA      | $158362.44    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |      599228 | PA      | $164787.70    | 0.02%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                       | Benchmark 2019-B14 Mortgage Trust                                                       | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17458452 | PA      | $550789.72    | 0.05%             | 2062-12-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                       | Benchmark 2021-B31 Mortgage Trust                                                       | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      617000 | PA      | $303415.36    | 0.03%             | 2054-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| XPO Cnw, Inc.                                                                           | XPO Cnw, Inc.                                                                           | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $108658.68    | 0.01%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $113084.78    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                       | CSC Holdings, LLC                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      280000 | PA      | $197632.74    | 0.02%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Canna-Global Acquisition Corp.                                                          | Canna-Global Acquisition Corp.                                                          | CUSIP: 13767K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4825 | NS      | $49263.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canyon Capital CLO 2014-1 Ltd                                                           | Canyon Capital CLO 2014-1 Ltd                                                           | CUSIP: 13875LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $506034.90    | 0.05%             | 2031-01-30      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Coupa Software Incorporated                                                             | Coupa Software Incorporated                                                             | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1476621.36   | 0.14%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B4KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    13165259 | PA      | $306077.78    | 0.03%             | 2029-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                            | Airbnb, Inc.                                                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |        -370 | NS      | $-31635.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: 402ESCAP2<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |       93000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                                      | Helix Energy Solutions Group, Inc.                                                      | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |     2067000 | PA      | $2834890.50   | 0.26%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp. VI                                                    | Hennessy Capital Investment Corp. VI                                                    | CUSIP: 42600H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22477 | NS      | $222072.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Plate Acquisition Corporation                                                      | Home Plate Acquisition Corporation                                                      | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14724 | NS      | $149006.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      161000 | PA      | $150307.91    | 0.01%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7544.17      | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| I3 Verticals, LLC                                                                       | I3 Verticals, LLC                                                                       | CUSIP: 44933TAB2<br>LEI: 549300VET627YPCK1T69 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $901641.40    | 0.08%             | 2025-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Innoviva, Inc.                                                                          | Innoviva, Inc.                                                                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |      -39503 | NS      | $-523414.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39600.48     | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Atlantic Coastal Acquisition Corp.                                                      | Atlantic Coastal Acquisition Corp.                                                      | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |       50118 | NS      | $502182.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Inc.                                                                              | Avaya Inc.                                                                              | CUSIP: 053499AN9<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |     2555000 | PA      | $898394.21    | 0.08%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |      500000 | PA      | $349375.00    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc.                                                             | LPL Financial Holdings Inc.                                                             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       15246 | NS      | $3295727.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                                                                       | LendingTree, Inc.                                                                       | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |     2077000 | PA      | $1508504.33   | 0.14%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8280.20      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $140500.64    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                           | Liberty Broadband Corporation                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     2071000 | PA      | $2039023.76   | 0.19%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp. IV                                                       | Northern Star Investment Corp. IV                                                       | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58448 | NS      | $587402.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cengage Learning, Inc.                                                                  | Cengage Learning, Inc.                                                                  | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |      205000 | PA      | $195251.99    | 0.02%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| The Cooper Companies, Inc.                                                              | The Cooper Companies, Inc.                                                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       10623 | NS      | $3512707.41   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NovaStar Mortgage Funding Trust, Series 2006-3                                          | NovaStar Mortgage Funding Trust, Series 2006-3                                          | CUSIP: 66988WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3545177 | PA      | $1819381.89   | 0.17%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                            | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      230000 | PA      | $187103.58    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Digital Transformation Opportunities Corp.                                              | Digital Transformation Opportunities Corp.                                              | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29595 | NS      | $297281.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                                                            | EZCORP, Inc.                                                                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |     -120246 | NS      | $-980004.90   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc.                                                                            | Shopify Inc.                                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |        -999 | NS      | $-34675.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc.                                                                            | Shopify Inc.                                                                            | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | US        |     1842000 | PA      | $1566431.27   | 0.15%             | 2025-11-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    27049180 | PA      | $183812.70    | 0.02%             | 2029-11-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BKEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     7607128 | PA      | $242033.72    | 0.02%             | 2051-01-25      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| Sierracol Energy Andina, LLC                                                            | Sierracol Energy Andina, LLC                                                            | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $192753.47    | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6730000 | PA      | $6759443.75   | 0.63%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc.                                                                            | Wayfair Inc.                                                                            | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      722000 | PA      | $554434.63    | 0.05%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      101000 | PA      | $97761.07     | 0.01%             | 2500-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138LCTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1478572 | PA      | $1405248.17   | 0.13%             | 2028-01-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138LMBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1154856 | PA      | $1046470.56   | 0.10%             | 2033-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Zillow Group, Inc.                                                                      | Zillow Group, Inc.                                                                      | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |      164000 | PA      | $165849.92    | 0.02%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Zillow Group, Inc.                                                                      | Zillow Group, Inc.                                                                      | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22112.36     | 0.00%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                               | First Horizon Corporation                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      281187 | NS      | $6889081.50   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                                       | FirstEnergy Corp.                                                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       28990 | NS      | $1215840.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                                      | Ford Motor Company                                                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |      -49976 | NS      | $-581220.88   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380XJ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      227095 | PA      | $21661.16     | 0.00%             | 2048-07-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                             | Zoetis Inc.                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       15116 | NS      | $2215249.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Minejesa Capital B.V.                                                                   | Minejesa Capital B.V.                                                                   | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |      450000 | PA      | $351562.50    | 0.03%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Jack Henry & Associates, Inc.                                                           | Jack Henry & Associates, Inc.                                                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       17009 | NS      | $2986100.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Homeward Opportunities Fund Trust 2020-BPL1                                             | Homeward Opportunities Fund Trust 2020-BPL1                                             | CUSIP: 43789YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1421368 | PA      | $1417772.93   | 0.13%             | 2023-08-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Proya Cosmetics Co.,Ltd.                                                                | Proya Cosmetics Co.,Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       45200 | NS      | $1086316.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rianlon Corporation                                                                     | Rianlon Corporation                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      211309 | NS      | $1657691.67   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA Spinco Inc.                                                                         | IAA Spinco Inc.                                                                         | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |         778 | NS      | $31120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Spinco Inc.                                                                         | IAA Spinco Inc.                                                                         | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |      479000 | PA      | $465507.67    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Limited                                                                    | Dye & Durham Limited                                                                    | CUSIP: 267488104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -3053 | NS      | $-37001.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent A Car S/A                                                                 | Localiza Rent A Car S/A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |           1 | NS      | $2.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois, State of                                                                      | Illinois, State of                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      150000 | PA      | $143960.84    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Insmed Incorporated                                                                     | Insmed Incorporated                                                                     | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Short            | EC               | CORP              | US        |      -55285 | NS      | $-1104594.30  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                                                        | Delivery Hero SE                                                                        | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $880883.60    | 0.08%             | 2026-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.Com N.V.                                                              | Just Eat Takeaway.Com N.V.                                                              | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | EC               | CORP              | NL        |       12480 | NS      | $265417.17    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Intuit Inc.                                                                             | Intuit Inc.                                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        6387 | NS      | $2485948.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                                                                      | iRobot Corporation                                                                      | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |        3339 | NS      | $160706.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Strategic Growth Capital II                                                      | Apollo Strategic Growth Capital II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        2232 | NS      | $22431.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kernel Group Holdings, Inc.                                                             | Kernel Group Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       17701 | NS      | $178780.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                                                        | JNL Government Money Market Fund                                                        | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   150931735 | NS      | $150931734.60 | 13.98%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                                     | JPMBB Commercial Mortgage Securities Trust 2014-C26                                     | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      348000 | PA      | $290376.04    | 0.03%             | 2024-12-17      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Alpha Partners Technology Merger Corp.                                                  | Alpha Partners Technology Merger Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         446 | NS      | $4504.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcourt Acquisition Corp.                                                              | Newcourt Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       39097 | NS      | $401526.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | CUSIP: 46651CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $94611.87     | 0.01%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2019-GS7                                                    | Legacy Mortgage Asset Trust 2019-GS7                                                    | CUSIP: 52474MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4153129 | PA      | $3802712.20   | 0.35%             | 2059-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onyx Acquisition Co. I                                                                  | Onyx Acquisition Co. I                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        9665 | NS      | $99549.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp.                                                             | Pyrophyte Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7901 | NS      | $79879.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                                                     | Moody's Corporation                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       11723 | NS      | $3266262.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                                                              | Okta, Inc.                                                                              | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |       -2515 | NS      | $-171849.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corporation                                                                      | Omeros Corporation                                                                      | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Short            | EC               | CORP              | US        |        -897 | NS      | $-2027.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                      | Plains All American Pipeline, L.P.                                                      | CUSIP: 72650RAM4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48592.00     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub, LLC                                                          | Premier Entertainment Sub, LLC                                                          | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |      110000 | PA      | $80936.68     | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sea Limited                                                                             | Sea Limited                                                                             | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | US        |     1399000 | PA      | $1374919.01   | 0.13%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                                    | Shift4 Payments, LLC                                                                    | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -15291 | NS      | $-855225.63   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, LLC                                                                    | Shift4 Payments, LLC                                                                    | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2093000 | PA      | $2071253.73   | 0.19%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Whole Earth Brands, Inc.                                                                | Whole Earth Brands, Inc.                                                                | CUSIP: 96684W126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25683 | NS      | $5907.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                                                            | The Williams Companies, Inc.                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       40000 | PA      | $43487.60     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc.                                                                        | Yamana Gold Inc.                                                                        | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |      356324 | NS      | $1977598.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                               | ZTO Express (Cayman) Inc.                                                               | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Short            | EC               | CORP              | KY        |      -18462 | NS      | $-496073.94   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                               | ZTO Express (Cayman) Inc.                                                               | CUSIP: 98980AAA3<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | US        |      839000 | PA      | $883517.34    | 0.08%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.Com N.V.                                                              | Just Eat Takeaway.Com N.V.                                                              | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Short            | EC               | CORP              | NL        |       -2078 | NS      | $-44193.66    | -0.00%            |  |  |  | Yes           |                  2 | On Loan: No      |
| Constellation Acquisition Corp I                                                        | Constellation Acquisition Corp I                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26736 | NS      | $270300.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESM Acquisition Corporation                                                             | ESM Acquisition Corporation                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |           2 | NS      | $20.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD Acquisition Corp.                                                                   | MSD Acquisition Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       73523 | NS      | $742582.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Motive Capital Corp II                                                                  | Motive Capital Corp II                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        9604 | NS      | $98248.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain & Co I Acquisition Corp                                                        | Mountain & Co I Acquisition Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       26312 | NS      | $273118.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Corp.                                                        | Rigel Resource Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1973 | NS      | $20302.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Pace Beneficial II Corp.                                                            | TPG Pace Beneficial II Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       32361 | NS      | $317946.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Resort Collection, LLC                                                          | Caesars Resort Collection, LLC                                                          | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       64523 | PA      | $64318.71     | 0.01%             | 2024-12-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                                                            | Lealand Finance Company B.V.                                                            | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        7363 | PA      | $4601.68      | 0.00%             | 2024-06-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors Holdings, Inc.                                               | American Tire Distributors Holdings, Inc.                                               | CUSIP: 03021BAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      238800 | PA      | $217308.00    | 0.02%             | 2028-10-07      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                | Presidencia De La Nacion                                                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |       95293 | PA      | $25609.99     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Array Tech, Inc.                                                                        | Array Tech, Inc.                                                                        | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     1687000 | PA      | $1706063.10   | 0.16%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Avadel Finance Cayman Limited                                                           | Avadel Finance Cayman Limited                                                           | CUSIP: 05337YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1013000 | PA      | $1015897.18   | 0.09%             | 2023-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avadel Finance Cayman Limited                                                           | Avadel Finance Cayman Limited                                                           | CUSIP: 05337YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      888000 | PA      | $853190.40    | 0.08%             | 2023-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                                   | BX Commercial Mortgage Trust 2019-IMC                                                   | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481000 | PA      | $446809.70    | 0.04%             | 2034-04-17      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      220000 | PA      | $106045.77    | 0.01%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CF Acquisition Corp. VII                                                                | CF Acquisition Corp. VII                                                                | CUSIP: 12521H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           4 | NS      | $40.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF 2019-CF2 Mortgage Trust                                                              | CF 2019-CF2 Mortgage Trust                                                              | CUSIP: 12528YAR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3079600 | PA      | $142843.55    | 0.01%             | 2052-11-18      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| C5 Acquisition Corporation                                                              | C5 Acquisition Corporation                                                              | CUSIP: 12530D204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3476 | NS      | $35559.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CWT Travel Group Incorporated                                                           | CWT Travel Group Incorporated                                                           | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52282 | PA      | $44461.60     | 0.00%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG, LLC                                                                        | Cameron LNG, LLC                                                                        | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16256.75     | 0.00%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                   | Las Vegas Sands Corp.                                                                   | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113419.20    | 0.01%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Logistics Innovation Technologies Corp.                                                 | Logistics Innovation Technologies Corp.                                                 | CUSIP: 54141L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       29891 | NS      | $301899.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                                                                       | Lucid Group, Inc.                                                                       | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2149000 | PA      | $1121810.24   | 0.10%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Magnite, Inc.                                                                           | Magnite, Inc.                                                                           | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |      533000 | PA      | $409112.15    | 0.04%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MannKind Corporation                                                                    | MannKind Corporation                                                                    | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Short            | EC               | CORP              | US        |     -584875 | NS      | $-3082291.25  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Milos CLO, Ltd.                                                                         | Milos CLO, Ltd.                                                                         | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $432890.50    | 0.04%             | 2030-10-21      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| MoneyGram International, Inc.                                                           | MoneyGram International, Inc.                                                           | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |      111130 | NS      | $1210205.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Technologies Inc.                                                             | Moneylion Technologies Inc.                                                             | CUSIP: 60938K114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40481 | NS      | $1663.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                                                | NextGen Healthcare, Inc.                                                                | CUSIP: 65343CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1495353.60   | 0.14%             | 2027-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4            | Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4            | CUSIP: 65535VSF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6915048 | PA      | $959138.57    | 0.09%             | 2036-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      360000 | PA      | $291903.73    | 0.03%             | 2045-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| The Beauty Health Company                                                               | The Beauty Health Company                                                               | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Short            | EC               | CORP              | US        |      -16409 | NS      | $-149321.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Beauty Health Company                                                               | The Beauty Health Company                                                               | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |     1776000 | PA      | $1341178.37   | 0.12%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| The ODP Corporation                                                                     | The ODP Corporation                                                                     | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Short            | EC               | CORP              | US        |      -35953 | NS      | $-1637299.62  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                                 | Uber Technologies, Inc.                                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       22600 | NS      | $558898.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UEP Penonome II S.A.                                                                    | UEP Penonome II S.A.                                                                    | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | US        |      184656 | PA      | $134797.43    | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                   | Treasury, United States Department of                                                   | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      610000 | PA      | $403648.47    | 0.04%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orion Incorporation                                                                     | Orion Incorporation                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        6334 | NS      | $644313.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Limited                                                               | Vedanta Resources Limited                                                               | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $125750.00    | 0.01%             | 2024-08-09      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Tecila Sociedad Anonima                                                                 | Tecila Sociedad Anonima                                                                 | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | CORP              | US        |      350000 | PA      | $200375.00    | 0.02%             | 2047-12-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Provincia de Buenos Aires                                                | Gobierno de la Provincia de Buenos Aires                                                | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | US        |      925091 | PA      | $322625.49    | 0.03%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altair Engineering Inc.                                                                 | Altair Engineering Inc.                                                                 | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Short            | EC               | CORP              | US        |       -8457 | NS      | $-384539.79   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      125244 | NS      | $10520496.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                                                      | American International Group, Inc.                                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       54960 | NS      | $3475670.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                    | Analog Devices, Inc.                                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       19923 | NS      | $3267969.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                                                | Arbor Realty Trust, Inc.                                                                | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               | CORP              | US        |      -35949 | NS      | $-474167.31   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp.                                                      | Atlantic Coastal Acquisition Corp.                                                      | CUSIP: 048453112<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |        5377 | NS      | $268.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                                                              | Bank of Hawaii Corporation                                                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       32007 | NS      | $2482462.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Belong Acquisition Corp.                                                                | Belong Acquisition Corp.                                                                | CUSIP: 08069M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2624 | NS      | $25951.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                        | Benchmark 2018-B4 Mortgage Trust                                                        | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377000 | PA      | $263061.97    | 0.02%             | 2028-07-17      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Blackline, Inc.                                                                         | Blackline, Inc.                                                                         | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     1119000 | PA      | $954104.16    | 0.09%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C5 Commercial Mortgage Trust                                                 | CSAIL 2016-C5 Commercial Mortgage Trust                                                 | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      344000 | PA      | $308479.01    | 0.03%             | 2025-11-18      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-2, Ltd.                                                             | Carlyle US CLO 2020-2, Ltd.                                                             | CUSIP: 14315HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1323363.00   | 0.12%             | 2035-01-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                                            | Charter Communications, Inc.                                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        5087 | NS      | $1725001.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    12738525 | PA      | $403429.08    | 0.04%             | 2031-11-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Fix Price Group Ltd                                                                     | Fix Price Group Ltd                                                                     | CUSIP: 33835G205<br>LEI: 549300EXJV1RPGZNH608 | Long             | EC               | CORP              | VG        |       38376 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gol Linhas Aereas Inteligentes S.A.                                                     | Gol Linhas Aereas Inteligentes S.A.                                                     | CUSIP: 38045R206<br>LEI: 5299002CCNWVL0PVLP96 | Short            | EC               | CORP              | BR        |      -21932 | NS      | $-58558.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38381E2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     7819943 | PA      | $464308.33    | 0.04%             | 2064-01-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 4-2014, Ltd.                                                        | HPS Loan Management 4-2014, Ltd.                                                        | CUSIP: 40437BAA2<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $812674.00    | 0.08%             | 2031-02-05      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 13-2018 Ltd                                                         | HPS Loan Management 13-2018 Ltd                                                         | CUSIP: 40437MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $733468.50    | 0.07%             | 2030-10-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                             | Ionis Pharmaceuticals, Inc.                                                             | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -3991 | NS      | $-150740.07   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp. II                                                                  | Legato Merger Corp. II                                                                  | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18595 | NS      | $188181.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                                                               | Lennox International Inc.                                                               | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       10692 | NS      | $2557847.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithium Americas Corp.                                                                  | Lithium Americas Corp.                                                                  | CUSIP: 53680Q207<br>LEI: 529900Q9ENG7EHHZ5R75 | Short            | EC               | CORP              | CA        |      -14082 | NS      | $-266853.90   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Crestview Climate Acquisition Corp.                                            | Live Oak Crestview Climate Acquisition Corp.                                            | CUSIP: 538086208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20543 | NS      | $202143.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Mobility Acquisition Corp.                                                     | Live Oak Mobility Acquisition Corp.                                                     | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21368 | NS      | $214855.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                                                                       | Lucid Group, Inc.                                                                       | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14710 | NS      | $-100469.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXVI, Ltd.                                                         | Madison Park Funding XXVI, Ltd.                                                         | CUSIP: 55820AAA7<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $452347.50    | 0.04%             | 2030-07-29      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                       | Masco Corporation                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |      -32274 | NS      | $-1506227.58  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Ecommerce Acquisition Corp.                                                     | Mercury Ecommerce Acquisition Corp.                                                     | CUSIP: 589381102<br>LEI: 549300FXS2LWBI15YP76 | Long             | EC               | CORP              | US        |        2574 | NS      | $25637.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems, Inc.                                                                     | Mitek Systems, Inc.                                                                     | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Short            | EC               | CORP              | US        |      -36086 | NS      | $-349673.34   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                        | Novo Nordisk A/S                                                                        | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       27818 | NS      | $3764888.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                                                          | NuVasive, Inc.                                                                          | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Short            | EC               | CORP              | US        |       -1169 | NS      | $-48209.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Premier Entertainment Sub, LLC                                                          | Premier Entertainment Sub, LLC                                                          | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       85000 | PA      | $59964.84     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corporation                                                              | Repay Holdings Corporation                                                              | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1817000 | PA      | $1326891.51   | 0.12%             | 2026-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASP AMC Merger Sub, Inc.                                                                | ASP AMC Merger Sub, Inc.                                                                | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |      375000 | PA      | $21435.22     | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Resolute Forest Products Inc.                                                           | Resolute Forest Products Inc.                                                           | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      362000 | PA      | $356163.35    | 0.03%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group Holdings, Inc.                                                     | Ryan Specialty Group Holdings, Inc.                                                     | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      129533 | NS      | $5376914.83   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B5NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     8315379 | PA      | $218278.71    | 0.02%             | 2029-06-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2705898 | PA      | $341137.40    | 0.03%             | 2050-10-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Shift Technologies, Inc.                                                                | Shift Technologies, Inc.                                                                | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $214038.27    | 0.02%             | 2026-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Stratim Cloud Acquisition Corp.                                                         | Stratim Cloud Acquisition Corp.                                                         | CUSIP: 86309R206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7244 | NS      | $72512.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings, Inc.                                                                  | Upstart Holdings, Inc.                                                                  | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $780952.51    | 0.07%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                               | Varex Imaging Corporation                                                               | CUSIP: 92214XAB2<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |     2397000 | PA      | $2782173.93   | 0.26%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding, Inc.                                                       | GreenPoint Mortgage Funding, Inc.                                                       | CUSIP: 39538WEE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      363799 | PA      | $255619.38    | 0.02%             | 2045-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Groupon, Inc.                                                                           | Groupon, Inc.                                                                           | CUSIP: 399473AF4<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |     1624000 | PA      | $944763.62    | 0.09%             | 2026-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Williams Rowland Acquisition Corp.                                                      | Williams Rowland Acquisition Corp.                                                      | CUSIP: 96951B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26540 | NS      | $266196.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                                                                | Yum China Holdings, Inc.                                                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       40587 | NS      | $2218079.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                                                           | Guess ?, Inc.                                                                           | CUSIP: 401617AD7<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |     2938000 | PA      | $3075792.20   | 0.28%             | 2024-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: N/A<br>LEI: 254900DJRGZBUZ3F5038       | Long             | DBT              | CORP              | US        |       85000 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 3137AYZ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      635671 | PA      | $539511.51    | 0.05%             | 2033-01-15      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                      | Ford Motor Company                                                                      | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      270000 | PA      | $250143.68    | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                     | Kinder Morgan, Inc.                                                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       68060 | NS      | $1230524.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM XX Limited Partnership                                                              | LCM XX Limited Partnership                                                              | CUSIP: 50190CAC2<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $448044.50    | 0.04%             | 2027-10-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                           | Ford Motor Credit Company LLC                                                           | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178720.73    | 0.02%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp. II                                                             | Fusion Acquisition Corp. II                                                             | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11778 | NS      | $118133.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation                                           | PECF USS Intermediate Holding III Corporation                                           | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $77900.51     | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                         | PRA Group, Inc.                                                                         | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Short            | EC               | CORP              | US        |       -6545 | NS      | $-221090.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                                                         | PRA Group, Inc.                                                                         | CUSIP: 69354NAB2<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     3004000 | PA      | $2999142.53   | 0.28%             | 2023-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                      | Under Armour, Inc.                                                                      | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      300085 | NS      | $3048863.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ScION Tech Growth II                                                                    | ScION Tech Growth II                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       31033 | NS      | $313743.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp IV                                                       | ARYA Sciences Acquisition Corp IV                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        5142 | NS      | $51934.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38380QQG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     5658151 | PA      | $412260.21    | 0.04%             | 2070-09-20      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| iStar Inc.                                                                              | iStar Inc.                                                                              | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1329469.06   | 0.12%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kaixin Auto Holdings                                                                    | Kaixin Auto Holdings                                                                    | CUSIP: N/A<br>LEI: 549300WYFZM867Q8Q259       | Long             | EC               | CORP              | HK        |       65367 | NS      | $1627.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepperlime Health Acquisition Corp.                                                     | Pepperlime Health Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       24696 | NS      | $252393.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Limited                                                                             | ITC Limited                                                                             | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |      200738 | NS      | $805473.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Limited                                                                      | Bajaj Auto Limited                                                                      | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |       17995 | NS      | $787373.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ronshine China Holdings Limited                                                         | Ronshine China Holdings Limited                                                         | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | US        |      200000 | PA      | $14250.00     | 0.00%             | 2024-08-05      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Spree Acquisition Corp. 1 Limited                                                       | Spree Acquisition Corp. 1 Limited                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       29667 | NS      | $303196.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc.                                                                              | iStar Inc.                                                                              | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |      452000 | PA      | $452404.31    | 0.04%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Insmed Incorporated                                                                     | Insmed Incorporated                                                                     | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |     2386000 | PA      | $1934511.54   | 0.18%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Euronav                                                                                 | Euronav                                                                                 | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |       61029 | NS      | $1039934.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXON Co., Ltd.                                                                         | NEXON Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       25690 | NS      | $578455.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| TLGY Acquisition Corporation                                                            | TLGY Acquisition Corporation                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       30172 | NS      | $309263.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                                                                              | Tio Tech A                                                                              | CUSIP: N/A<br>LEI: 9845003AFE50FBFE3940       | Long             | EC               | CORP              | KY        |        3207 | NS      | $32262.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                           | Ministry of Finance of the Russian Federation                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    64530000 | PA      | $236245.42    | 0.02%             | 2033-03-23      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cathay Pacific Airways Limited                                                          | Cathay Pacific Airways Limited                                                          | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | DBT              | CORP              | HK        |    18000000 | PA      | $2484802.29   | 0.23%             | 2026-02-05      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                           | Netflix, Inc.                                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       29601 | NS      | $8728742.88   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                                                         | Porch Group Inc                                                                         | CUSIP: 733245AA2<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |     2113000 | PA      | $1159155.88   | 0.11%             | 2026-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A.                                                                      | Movida Europe S.A.                                                                      | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | US        |      200000 | PA      | $150099.22    | 0.01%             | 2031-02-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                                       | Vantage Specialty Chemicals, Inc.                                                       | CUSIP: 92210XAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      122837 | PA      | $119673.84    | 0.01%             | 2024-10-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Coliseum Acquisition Corp.                                                              | Coliseum Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       12978 | NS      | $130428.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp                                                               | Gesher I Acquisition Corp                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10745 | NS      | $109169.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                                                 | Snap One Holdings Corp.                                                                 | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Short            | EC               | CORP              | US        |      -61794 | NS      | $-457893.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                                                               | Snap Inc.                                                                               | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -19569 | NS      | $-175142.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC                                                   | Charter Communications Operating, LLC                                                   | CUSIP: 16117LBW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      138069 | PA      | $137141.66    | 0.01%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                                                     | Granite Holdings US Acquisition Co.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      119000 | PA      | $118851.25    | 0.01%             | 2026-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Icon Public Limited Company                                                             | Icon Public Limited Company                                                             | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |        3020 | NS      | $586635.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative International Acquisition Corp.                                              | Innovative International Acquisition Corp.                                              | CUSIP: N/A<br>LEI: 549300U6QXNGB66F1K14       | Long             | EC               | CORP              | KY        |       15210 | NS      | $156663.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       65000 | PA      | $50428.95     | 0.00%             | 2028-02-05      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                                                    | Constant Contact Inc                                                                    | CUSIP: 21031HAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      360000 | PA      | $271198.80    | 0.03%             | 2029-02-10      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                       | ASML Holding N.V.                                                                       | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |       -5370 | NS      | $-2934168.00  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| NGD Holdings B.V.                                                                       | NGD Holdings B.V.                                                                       | CUSIP: N/A<br>LEI: 984500ED2ABF0UF46690       | Long             | DBT              | CORP              | US        |      100000 | PA      | $45000.00     | 0.00%             | 2026-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                      | T-Mobile USA, Inc.                                                                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       80000 | PA      | $66047.73     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TTAN 2021-MHC                                                                           | TTAN 2021-MHC                                                                           | CUSIP: 87303TAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      493415 | PA      | $454895.82    | 0.04%             | 2024-03-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| The Vanguard Group, Inc.                                                                | The Vanguard Group, Inc.                                                                | CUSIP: N/A<br>LEI: 549300EW16IGZDA38J20       | Long             | DBT              | CORP              | US        |      250000 | PA      | $160577.50    | 0.01%             | 2050-08-22      | Fixed         | 3.05%                 | No            |                  3 | On Loan: No      |
| Banco Davivienda S.A.                                                                   | Banco Davivienda S.A.                                                                   | CUSIP: N/A<br>LEI: 549300P161V4IPKAQS70       | Long             | DBT              | CORP              | US        |      200000 | PA      | $154141.81    | 0.01%             | 2500-12-31      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                             | Targa Resources Partners LP                                                             | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18847.36     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc.                                                                            | Wayfair Inc.                                                                            | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     2112000 | PA      | $1363891.59   | 0.13%             | 2025-10-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| PT Gajah Tunggal Tbk                                                                    | PT Gajah Tunggal Tbk                                                                    | CUSIP: N/A<br>LEI: 254900M8F4RQGA263684       | Long             | DBT              | CORP              | US        |      200000 | PA      | $152020.48    | 0.01%             | 2026-06-23      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                   | Wells Fargo & Company                                                                   | CUSIP: 95000DBK6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |      838000 | PA      | $738287.22    | 0.07%             | 2026-04-17      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                          | Wells Fargo Commercial Mortgage Trust 2017-RC1                                          | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      484000 | PA      | $348806.46    | 0.03%             | 2027-03-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                         | Western Midstream Operating, LP                                                         | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      610000 | PA      | $504382.09    | 0.05%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                            | The Williams Companies, Inc.                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66605.46     | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Global Partner Acquisition Corporation II                                               | Global Partner Acquisition Corporation II                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       22181 | NS      | $224249.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Partners Technology Merger Corp.                                                  | Alpha Partners Technology Merger Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       20875 | NS      | $209793.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                                                     | Norwegian Cruise Line Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |      -79083 | NS      | $-967975.92   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp. I                                                                | Plum Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       10437 | NS      | $105309.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                                                                             | Pontem Corp                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       91692 | NS      | $927006.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverSPAC Inc.                                                                         | SilverSPAC Inc.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       11966 | NS      | $119899.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finastra USA, Inc.                                                                      | Finastra USA, Inc.                                                                      | CUSIP: 02034DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       17894 | PA      | $15784.20     | 0.00%             | 2024-04-26      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                                       | Vantage Specialty Chemicals, Inc.                                                       | CUSIP: 92210XAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      129472 | PA      | $126137.97    | 0.01%             | 2024-10-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                                                            | Lealand Finance Company B.V.                                                            | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      385873 | PA      | $202031.43    | 0.02%             | 2025-06-30      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                           | Univision Communications Inc.                                                           | CUSIP: 914908BC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      153899 | PA      | $151233.90    | 0.01%             | 2026-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower, LLC                                                                | Sweetwater Borrower, LLC                                                                | CUSIP: 87168EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       78494 | PA      | $72607.33     | 0.01%             | 2024-12-31      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                                                             | Kenan Advantage Group, Inc.                                                             | CUSIP: 48853UBH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      100000 | PA      | $91750.00     | 0.01%             | 2024-12-31      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand, Inc.                                                              | Cornerstone OnDemand, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       33000 | PA      | $29370.00     | 0.00%             | 2026-09-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alpha Holding, S.A. de C.V                                                              | Alpha Holding, S.A. de C.V                                                              | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | US        |      235683 | PA      | $4513.36      | 0.00%             | 2025-02-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Altaba Inc.                                                                             | Altaba Inc.                                                                             | CUSIP: 020ESCAC3<br>LEI: 549300ZJC0V1K2ZCKG85 | Long             | DBT              | CORP              | US        |      250000 | PA      | $0.25         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Altaba Inc.                                                                             | Altaba Inc.                                                                             | CUSIP: 020ESCAD1<br>LEI: 549300ZJC0V1K2ZCKG85 | Long             | DBT              | CORP              | US        |      250000 | PA      | $0.25         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Altair Engineering Inc.                                                                 | Altair Engineering Inc.                                                                 | CUSIP: 021369AB9<br>LEI: 549300FJ89HZ6GU9S994 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $911607.90    | 0.08%             | 2027-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alteryx, Inc.                                                                           | Alteryx, Inc.                                                                           | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |      261000 | PA      | $241120.41    | 0.02%             | 2024-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                              | Altice France Holding S.A.                                                              | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |      200000 | PA      | $157026.71    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd                                                                  | Chenango Park CLO, Ltd                                                                  | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $796636.00    | 0.07%             | 2030-04-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                   | Cheniere Energy, Inc.                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27205.09     | 0.00%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-TBR                                            | Citigroup Commercial Mortgage Trust 2018-TBR                                            | CUSIP: 17326MAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      524000 | PA      | $489031.07    | 0.05%             | 2036-12-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC28                                                  | GS Mortgage Securities Trust 2015-GC28                                                  | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $696621.36    | 0.06%             | 2048-02-12      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Getaround, Inc.                                                                         | Getaround, Inc.                                                                         | CUSIP: 37427G119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         596 | NS      | $27.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                | Government National Mortgage Association                                                | CUSIP: 38382HKF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     3723187 | PA      | $406617.41    | 0.04%             | 2050-08-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                        | Pacific Gas And Electric Company                                                        | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       20000 | PA      | $13563.25     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PennyMac Corp.                                                                          | PennyMac Corp.                                                                          | CUSIP: 70932AAD5<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |     1169000 | PA      | $1056747.94   | 0.10%             | 2024-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      150000 | PA      | $127303.20    | 0.01%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49954.68     | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      150000 | PA      | $115164.39    | 0.01%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Central People's Government of the People's Republic of China                       | The Central People's Government of the People's Republic of China                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1000000 | PA      | $155237.19    | 0.01%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Presidence de la Republique de Cote d'Ivoire                                            | Presidence de la Republique de Cote d'Ivoire                                            | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      290000 | PA      | $243396.02    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TPCO Holding Corp.                                                                      | TPCO Holding Corp.                                                                      | CUSIP: 87270T106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       24589 | NS      | $3632.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Mining Corporation                                                                 | Aris Mining Corporation                                                                 | CUSIP: N/A<br>LEI: 5493001GJ5TILX6L1F82       | Long             | DBT              | CORP              | US        |      200000 | PA      | $156712.52    | 0.01%             | 2026-08-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CW Travel Holdings                                                                      | CW Travel Holdings                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1549 | NS      | $10068.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Enfragen Energia Sur SA.                                                                | Enfragen Energia Sur SA.                                                                | CUSIP: N/A<br>LEI: 5493003ME0392SW30U44       | Long             | DBT              | CORP              | US        |      400000 | PA      | $280370.00    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Theta Capital Pte. Ltd.                                                                 | Theta Capital Pte. Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | US        |      200000 | PA      | $129500.00    | 0.01%             | 2026-10-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bentley Systems, Incorporated                                                           | Bentley Systems, Incorporated                                                           | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      860000 | PA      | $696100.34    | 0.06%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Berry Corporation (Bry)                                                                 | Berry Corporation (Bry)                                                                 | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3652 | NS      | $29216.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                           | Broadcom Inc.                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        3472 | NS      | $1941299.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC                                                                       | CCO Holdings, LLC                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8107.09      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW Corp.                                                                               | CDW Corp.                                                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       22741 | NS      | $4061087.78   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                                                               | Coherus Biosciences, Inc.                                                               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Short            | EC               | CORP              | US        |      -69872 | NS      | $-553386.24   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                                                               | Coherus Biosciences, Inc.                                                               | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |     2517000 | PA      | $1623402.08   | 0.15%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                                          | Collegium Pharmaceutical, Inc.                                                          | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -44073 | NS      | $-1022493.60  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                                          | Collegium Pharmaceutical, Inc.                                                          | CUSIP: 19459JAA2<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1808383.30   | 0.17%             | 2026-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      200000 | PA      | $136733.20    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                     | CommonSpirit Health                                                                     | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       60000 | PA      | $44785.52     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Commscope, Inc.                                                                         | Commscope, Inc.                                                                         | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8075.56      | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Concord Acquisition Corp. II                                                            | Concord Acquisition Corp. II                                                            | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       45161 | NS      | $449126.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                                                               | Coty Inc.                                                                               | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33626.14     | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                  | Credit Suisse Group AG                                                                  | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      210000 | PA      | $169058.44    | 0.02%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3138LMPS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1500000 | PA      | $1402993.05   | 0.13%             | 2030-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Finserv Acquisition Corp. II                                                            | Finserv Acquisition Corp. II                                                            | CUSIP: 31809Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7142 | NS      | $71634.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman Mortgage Trust 2006-5                                                            | Lehman Mortgage Trust 2006-5                                                            | CUSIP: 52520TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      688758 | PA      | $287533.59    | 0.03%             | 2036-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Livent Corporation                                                                      | Livent Corporation                                                                      | CUSIP: 53814LAB4<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | DBT              | CORP              | US        |     1541000 | PA      | $3689539.25   | 0.34%             | 2025-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXII Ltd                                                           | Madison Park Funding XXII Ltd                                                           | CUSIP: 55819VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $435327.50    | 0.04%             | 2033-01-15      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp. III                                                      | Northern Star Investment Corp. III                                                      | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       65916 | NS      | $662455.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Octagon Investment Partners XVI, Ltd.                                                   | Octagon Investment Partners XVI, Ltd.                                                   | CUSIP: 67590DAG1<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $401939.50    | 0.04%             | 2030-07-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 40 Ltd.                                                     | Octagon Investment Partners 40 Ltd.                                                     | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $889086.00    | 0.08%             | 2035-01-20      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| PennyMac Corp.                                                                          | PennyMac Corp.                                                                          | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2026993.03   | 0.19%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      380000 | PA      | $235980.00    | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Phoenix Biotech Acquisition Corp.                                                       | Phoenix Biotech Acquisition Corp.                                                       | CUSIP: 71902K113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2967 | NS      | $116.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                       | Compagnie Financiere Richemont SA                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       30600 | NS      | $25482.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zip Co Limited                                                                          | Zip Co Limited                                                                          | CUSIP: N/A<br>LEI: 254900RM95URFC15G140       | Long             | DBT              | CORP              | AU        |     1200000 | PA      | $193257.95    | 0.02%             | 2028-04-23      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2019-CRE3 Trust                                                                   | AREIT 2019-CRE3 Trust                                                                   | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $327393.82    | 0.03%             | 2036-09-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Achari Ventures Holdings Corp. I                                                        | Achari Ventures Holdings Corp. I                                                        | CUSIP: 00444X101<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |       18028 | NS      | $191277.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                      | Altria Group, Inc.                                                                      | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8941.64      | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amyris, Inc.                                                                            | Amyris, Inc.                                                                            | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Short            | EC               | CORP              | US        |     -117526 | NS      | $-179814.78   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Prospector Capital Corp.                                                                | Prospector Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       63176 | NS      | $627969.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Central People's Government of the People's Republic of China                       | The Central People's Government of the People's Republic of China                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $73138.56     | 0.01%             | 2024-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amyris, Inc.                                                                            | Amyris, Inc.                                                                            | CUSIP: 03236MAJ0<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $657785.44    | 0.06%             | 2026-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                                      | Apache Corporation                                                                      | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37111.81     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jasmine Broadband Internet Infrastructure Fund                                          | Jasmine Broadband Internet Infrastructure Fund                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | TH        |     1107700 | NS      | $257267.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RKP Overseas Finance 2016 (A) Limited                                                   | RKP Overseas Finance 2016 (A) Limited                                                   | CUSIP: N/A<br>LEI: 254900ARRYL5Z9TLGP06       | Long             | DBT              | CORP              | BM        |      200000 | PA      | $92000.00     | 0.01%             | 2500-12-31      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136BBGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     2604889 | PA      | $304279.14    | 0.03%             | 2050-08-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Aurora Cannabis Inc.                                                                    | Aurora Cannabis Inc.                                                                    | CUSIP: 05156XAG3<br>LEI: 549300F6VHCLKCUWDT34 | Long             | DBT              | CORP              | US        |      872000 | PA      | $834843.21    | 0.08%             | 2024-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-B33                                                                           | CSMC 2021-B33                                                                           | CUSIP: 12658WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      338000 | PA      | $257412.21    | 0.02%             | 2031-10-10      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| EVe Mobility Acquisition Corp                                                           | EVe Mobility Acquisition Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       17783 | NS      | $183164.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp.                                                            | Kismet Acquisition Two Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |          47 | NS      | $474.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Impact Acquisition Corp.                                                          | Focus Impact Acquisition Corp.                                                          | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11696 | NS      | $119065.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                  | Federal Home Loan Mortgage Corporation                                                  | CUSIP: 35565WBD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      199310 | PA      | $206992.66    | 0.02%             | 2050-06-27      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                             | CWABS, Inc.                                                                             | CUSIP: 126671YX8<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |       78584 | PA      | $75710.01     | 0.01%             | 2033-08-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                  | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85000 | PA      | $78093.16     | 0.01%             | 2024-05-07      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Lead Edge Growth Opportunities, Ltd                                                     | Lead Edge Growth Opportunities, Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1207 | NS      | $12130.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp. III                                                               | RMG Acquisition Corp. III                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       20681 | NS      | $208878.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR II Meteora Acquisition Corp.                                                        | GSR II Meteora Acquisition Corp.                                                        | CUSIP: 36263W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $60.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR II Meteora Acquisition Corp.                                                        | GSR II Meteora Acquisition Corp.                                                        | CUSIP: 36263W121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $0.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                                                              | Peabody Energy Corporation                                                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Short            | EC               | CORP              | US        |     -114204 | NS      | $-3017269.68  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                                                     | Semtech Corporation                                                                     | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |      -27650 | NS      | $-793278.50   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Rentpath, Inc.                                                                          | Rentpath, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      113748 | PA      | $1137.48      | 0.00%             | 2024-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Gulf Finance, LLC                                                                       | Gulf Finance, LLC                                                                       | CUSIP: 40227UAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      132494 | PA      | $124213.22    | 0.01%             | 2026-08-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                                 | Gran Tierra Energy Inc.                                                                 | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $162616.91    | 0.02%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                                                                | Guidewire Software, Inc.                                                                | CUSIP: 40171VAA8<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     1399000 | PA      | $1299982.98   | 0.12%             | 2025-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                            | The Sherwin-Williams Company                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |       -4004 | NS      | $-950269.32   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel TRS 005, LLC                                                               | Summit Hotel TRS 005, LLC                                                               | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Short            | EC               | CORP              | US        |      -30418 | NS      | $-219617.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                         | Kronos Acquisition Holdings Inc                                                         | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $271327.26    | 0.03%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc.                                                              | Vibrantz Technologies Inc.                                                              | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |      145000 | PA      | $110225.97    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                                     | Toll Brothers, Inc.                                                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               | CORP              | US        |      -20450 | NS      | $-1020864.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Osstem Implant Co., Ltd.                                                                | Osstem Implant Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 9884004U916KOXY14B53       | Long             | EC               | CORP              | KR        |       19533 | NS      | $2132735.24   | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| Post Holdings, Inc.                                                                     | Post Holdings, Inc.                                                                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | EC               | CORP              | US        |       -3724 | NS      | $-336128.24   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Professional Loan Program 2018-A LLC                                               | SoFi Professional Loan Program 2018-A LLC                                               | CUSIP: 83406E105<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-CBDO         | CORP              | US        |       21000 | PA      | $376392.62    | 0.03%             | 2042-02-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fufeng Group Limited                                                                    | Fufeng Group Limited                                                                    | CUSIP: N/A<br>LEI: 549300OQ91X6COVM4483       | Long             | EC               | CORP              | KY        |      601000 | NS      | $364340.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Minerva S.A.                                                                            | Minerva S.A.                                                                            | CUSIP: N/A<br>LEI: 391200UHL6YHY0OA1P30       | Long             | EC               | CORP              | BR        |      117900 | NS      | $288677.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Store Capital Corporation                                                               | Store Capital Corporation                                                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      174593 | NS      | $5597451.58   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                                                  | Veeco Instruments Inc.                                                                  | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |     -135771 | NS      | $-2522625.18  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| StorageVault Canada Inc.                                                                | StorageVault Canada Inc.                                                                | CUSIP: 86212H105<br>LEI: 549300873X4NMO0MB773 | Short            | EC               | CORP              | CA        |       -7219 | NS      | $-32096.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Life Healthcare Group Holdings                                                          | Life Healthcare Group Holdings                                                          | CUSIP: N/A<br>LEI: 529900NEEWARTDD80135       | Long             | EC               | CORP              | ZA        |      152616 | NS      | $151721.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Intertechnology, Inc.                                                            | Vishay Intertechnology, Inc.                                                            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |       -6749 | NS      | $-145575.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                                                            | VMware, Inc.                                                                            | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       42767 | NS      | $5250076.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   329000000 | PA      | $22524.37     | 0.00%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                           | Ministry of Finance of the Russian Federation                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    49633000 | PA      | $181707.25    | 0.02%             | 2027-02-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bumrungrad Hospital Public Company Limited                                              | Bumrungrad Hospital Public Company Limited                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |      134700 | NS      | $825708.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    64330000 | PA      | $2900920.09   | 0.27%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ESGEN Acquisition Corp                                                                  | ESGEN Acquisition Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        6929 | NS      | $71645.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hainan Manaslu Acquisition Corp.                                                        | Hainan Manaslu Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       30000 | NS      | $304800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-Osram AG                                                                            | AMS-Osram AG                                                                            | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     1900000 | PA      | $1403155.90   | 0.13%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Anthemis Digital Acquisitions I Corp.                                                   | Anthemis Digital Acquisitions I Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       17782 | NS      | $182443.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctos Northstar Acquisition Corp.                                                      | Arctos Northstar Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       15250 | NS      | $153872.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendant Digital Acquisition Corp. III                                                 | Ascendant Digital Acquisition Corp. III                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       39427 | NS      | $406886.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp.                                                               | Cartica Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7022 | NS      | $72467.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                                                                  | ESGEN Acquisition Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       17624 | NS      | $182232.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Public Limited Company                                             | Horizon Therapeutics Public Limited Company                                             | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |       48298 | NS      | $5496312.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp.                                                              | Infinite Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        4891 | NS      | $49937.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                                          | Intelsat Jackson Holdings S.A.                                                          | CUSIP: L5137LAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      188970 | PA      | $182086.02    | 0.02%             | 2029-01-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| VTR Finance N.V.                                                                        | VTR Finance N.V.                                                                        | CUSIP: N/A<br>LEI: 213800F4XI4RJB82XM19       | Long             | DBT              | CORP              | US        |      250000 | PA      | $97500.00     | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                                 | Gran Tierra Energy Inc.                                                                 | CUSIP: N/A<br>LEI: 549300IH2S17MAIUCM32       | Long             | DBT              | CORP              | US        |      200000 | PA      | $162616.91    | 0.02%             | 2027-05-23      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Avaya Holdings Corp.                                                                    | Avaya Holdings Corp.                                                                    | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Short            | EC               | CORP              | US        |     -488353 | NS      | $-95717.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Avid SPV, LLC                                                                           | Avid SPV, LLC                                                                           | CUSIP: 05369GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1716000 | PA      | $1626042.13   | 0.15%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                            | B. A. T. Capital Corporation                                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100556.78    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                      | BX Trust 2019-OC11                                                                      | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252000 | PA      | $190404.19    | 0.02%             | 2029-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2018-III                                                                | Barings CLO Ltd 2018-III                                                                | CUSIP: 06760RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $416398.50    | 0.04%             | 2029-07-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |      830000 | PA      | $616275.00    | 0.06%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builder Acquisition Corp.                                                               | Builder Acquisition Corp.                                                               | CUSIP: 12008J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5382 | NS      | $53927.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                                                            | Cutera, Inc.                                                                            | CUSIP: 232109AC2<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |     2041000 | PA      | $2182584.17   | 0.20%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DCP Midstream, LP                                                                       | DCP Midstream, LP                                                                       | CUSIP: 23311RAA4<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132930.06    | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DA32 Life Science Tech Acquisition Corp.                                                | DA32 Life Science Tech Acquisition Corp.                                                | CUSIP: 23312M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7370 | NS      | $72963.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                                                       | D.R. Horton, Inc.                                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |      -12366 | NS      | $-1102305.24  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLP Trust 2021-NYC                                                                     | DOLP Trust 2021-NYC                                                                     | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $211931.14    | 0.02%             | 2031-05-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                                         | Arca Continental S.A.B. de C.V.                                                         | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |      243700 | NS      | $1978964.31   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                             | Federal National Mortgage Association, Inc.                                             | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     9714365 | PA      | $159269.92    | 0.01%             | 2029-05-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Forum Merger IV Corporation                                                             | Forum Merger IV Corporation                                                             | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19125 | NS      | $192206.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Arrow Merger Corp.                                                               | Golden Arrow Merger Corp.                                                               | CUSIP: 380799106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13443 | NS      | $134631.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Arrow Merger Corp.                                                               | Golden Arrow Merger Corp.                                                               | CUSIP: 380799114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4481 | NS      | $29.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interprivate IV Infratech Partners Inc.                                                 | Interprivate IV Infratech Partners Inc.                                                 | CUSIP: 46064T110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1873 | NS      | $74.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                                     | JPMBB Commercial Mortgage Securities Trust 2015-C31                                     | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20246427 | PA      | $356254.10    | 0.03%             | 2048-11-18      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Khosla Ventures Acquisition Co III                                                      | Khosla Ventures Acquisition Co III                                                      | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25172 | NS      | $250587.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman Mortgage Trust 2007-2                                                            | Lehman Mortgage Trust 2007-2                                                            | CUSIP: 52521DAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10859047 | PA      | $1189943.03   | 0.11%             | 2037-03-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                 | MPLX LP                                                                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       70000 | PA      | $55800.37     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Limited                                                          | Cathay Pacific Airways Limited                                                          | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Short            | EC               | CORP              | HK        |    -1544300 | NS      | $-1683139.31  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                                                 | Delta Electronics, Inc.                                                                 | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |       56000 | NS      | $519589.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nanya Technology Corporation                                                            | Nanya Technology Corporation                                                            | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |      225000 | NS      | $375200.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS Ltd                                                              | Navigator Aircraft ABS Ltd                                                              | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279241 | PA      | $201087.92    | 0.02%             | 2028-11-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| nCino, Inc.                                                                             | nCino, Inc.                                                                             | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      123373 | NS      | $3261982.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                                                            | NetApp, Inc.                                                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |      -73015 | NS      | $-4385280.90  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Maruti Suzuki India Limited                                                             | Maruti Suzuki India Limited                                                             | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |       12272 | NS      | $1246158.13   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk.                                                          | PT Bank Mandiri (Persero) Tbk.                                                          | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |     4226100 | NS      | $2685466.81   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                        | Occidental Petroleum Corporation                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      490000 | PA      | $495876.24    | 0.05%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 20-R, Ltd.                                                  | Octagon Investment Partners 20-R, Ltd.                                                  | CUSIP: 67576VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $415116.00    | 0.04%             | 2031-05-12      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                              | Singapore Airlines Limited                                                              | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       46500 | NS      | $192193.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Pershing Square Tontine Holdings, Ltd.                                                  | Pershing Square Tontine Holdings, Ltd.                                                  | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |       30920 | NS      | $3092.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PetSmart, Inc.                                                                          | PetSmart, Inc.                                                                          | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $233224.31    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Biotech Acquisition Corp.                                                       | Phoenix Biotech Acquisition Corp.                                                       | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26210 | NS      | $269963.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                                                         | Plug Power Inc.                                                                         | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |      796000 | PA      | $1985844.88   | 0.18%             | 2025-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pool Corporation                                                                        | Pool Corporation                                                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |      -16285 | NS      | $-4923444.05  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2021-SFR9 Trust                                                    | Progress Residential 2021-SFR9 Trust                                                    | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $3949635.50   | 0.37%             | 2028-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Redwood Trust, Inc.                                                                     | Redwood Trust, Inc.                                                                     | CUSIP: 758075AE5<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |      898000 | PA      | $764973.87    | 0.07%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO, Ltd.                                                                    | Reese Park CLO, Ltd.                                                                    | CUSIP: 758464AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $406829.50    | 0.04%             | 2034-10-16      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| TransUnion                                                                              | TransUnion                                                                              | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       37735 | NS      | $2141461.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                                              | Travere Therapeutics, Inc.                                                              | CUSIP: 89422G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -42505 | NS      | $-893880.15   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.Com N.V.                                                              | Just Eat Takeaway.Com N.V.                                                              | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $668833.97    | 0.06%             | 2026-04-30      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TangShan Port Group Co., Ltd.                                                           | TangShan Port Group Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 300300R1OCOESINHQW02       | Long             | EC               | CORP              | CN        |      664900 | NS      | $261999.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Limited                                                                   | Bharti Airtel Limited                                                                   | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |        8232 | NS      | $43145.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      601000 | PA      | $105147.21    | 0.01%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| African Gold Acquisition Corp.                                                          | African Gold Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1892 | NS      | $18276.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L Catterton Asia Acquisition Corp                                                       | L Catterton Asia Acquisition Corp                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       20232 | NS      | $204343.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerUp Acquisition Corp.                                                               | PowerUp Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         662 | NS      | $6818.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCF Acquisition Corp.                                                                   | RCF Acquisition Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        7930 | NS      | $81361.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                                             | Asurion LLC                                                                             | CUSIP: 04649VAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       48111 | PA      | $46624.69     | 0.00%             | 2024-11-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Edgewater Generation, L.L.C.                                                            | Edgewater Generation, L.L.C.                                                            | CUSIP: 28031FAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      124635 | PA      | $117873.21    | 0.01%             | 2025-11-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                                                            | Lealand Finance Company B.V.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      264000 | PA      | $145200.00    | 0.01%             | 2024-06-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank 2021-BNK32                                                                         | Bank 2021-BNK32                                                                         | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1116387 | PA      | $47767.61     | 0.00%             | 2054-04-17      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                            | Bausch Health Companies Inc.                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $492776.31    | 0.05%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                      | The Boeing Company                                                                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14731.72     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                    | Carnival Corporation                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      120000 | PA      | $85618.84     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credivalores - Crediservicios S.A.                                                      | Credivalores - Crediservicios S.A.                                                      | CUSIP: 22555LAB2<br>LEI: 54930036B12A3G2SIW61 | Long             | DBT              | CORP              | US        |      200000 | PA      | $46689.30     | 0.00%             | 2025-02-07      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Cutera, Inc.                                                                            | Cutera, Inc.                                                                            | CUSIP: 232109AB4<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |      463000 | PA      | $688277.28    | 0.06%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Desktop Metal Operating, Inc.                                                           | Desktop Metal Operating, Inc.                                                           | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Short            | EC               | CORP              | US        |     -469182 | NS      | $-638087.52   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Operating, Inc.                                                           | Desktop Metal Operating, Inc.                                                           | CUSIP: 25058XAC9<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | DBT              | CORP              | US        |      878000 | PA      | $827979.46    | 0.08%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Detroit, City of                                                                        | Detroit, City of                                                                        | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |       60000 | PA      | $43033.79     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                | Devon Energy Corporation                                                                | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       30000 | PA      | $34152.04     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GCM Grosvenor Inc.                                                                      | GCM Grosvenor Inc.                                                                      | CUSIP: 36831E116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39911 | NS      | $17560.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                                                       | Granite Construction Incorporated                                                       | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |      -29472 | NS      | $-1033583.04  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                                                          | The Greenbrier Companies, Inc.                                                          | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |      -12017 | NS      | $-402930.01   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Groupon, Inc.                                                                           | Groupon, Inc.                                                                           | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |       -8187 | NS      | $-70244.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                                                           | Guess ?, Inc.                                                                           | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | US        |      -52755 | NS      | $-1091500.95  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Operating Corporation                                                   | Gulfport Energy Operating Corporation                                                   | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        6800 | NS      | $500752.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | CUSIP: 46651MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      582000 | PA      | $532770.02    | 0.05%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                         | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347000 | PA      | $314950.21    | 0.03%             | 2036-07-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| KLDiscovery                                                                             | KLDiscovery                                                                             | CUSIP: 498455112<br>LEI: 549300ZSG089YPZ24F88 | Long             | EC               | CORP              | US        |       34651 | NS      | $1039.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                                               | Lamar Advertising Company                                                               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       49058 | NS      | $4631075.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                              | Lamb Weston Holdings, Inc.                                                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       75234 | NS      | $6722910.24   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LAVA Medtech Acquisition Corp.                                                          | LAVA Medtech Acquisition Corp.                                                          | CUSIP: 519345102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10049 | NS      | $103303.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                                                      | Lennar Corporation                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |      -11365 | NS      | $-1028532.50  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Magallanes, Inc.                                                                        | Magallanes, Inc.                                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      280000 | PA      | $205599.58    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                         | Old Dominion Freight Line, Inc.                                                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       14633 | NS      | $4152552.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                                         | Primerica, Inc.                                                                         | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       46493 | NS      | $6593637.26   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Kawasan Industri Jababeka Tbk                                                        | PT Kawasan Industri Jababeka Tbk                                                        | CUSIP: 74390MAA2<br>LEI: 254900JFBW45600V8I61 | Long             | DBT              | CORP              | US        |      140000 | PA      | $84094.57     | 0.01%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                                                       | Realogy Group LLC                                                                       | CUSIP: 75606DAP6<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1179165.74   | 0.11%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                        | Sands China Ltd.                                                                        | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |      400000 | PA      | $387181.00    | 0.04%             | 2025-08-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co., Inc.                                                               | Stevens Holding Co., Inc.                                                               | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      393000 | PA      | $395939.71    | 0.04%             | 2026-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Stratim Cloud Acquisition Corp.                                                         | Stratim Cloud Acquisition Corp.                                                         | CUSIP: 86309R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6764 | NS      | $68045.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP                                                             | Targa Resources Partners LP                                                             | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36142.06     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                             | Targa Resources Partners LP                                                             | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8406.64      | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                           | Velocity Commercial Capital Loan Trust 2018-2                                           | CUSIP: 92259BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263982 | PA      | $219071.47    | 0.02%             | 2026-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Zimmer Energy Transition Acquisition Corp.                                              | Zimmer Energy Transition Acquisition Corp.                                              | CUSIP: 989570106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11996 | NS      | $119360.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonnade Acquisition Corp. II                                                          | Colonnade Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2688 | NS      | $60.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dragoneer Growth Opportunities Corp. III                                                | Dragoneer Growth Opportunities Corp. III                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       61880 | NS      | $609518.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                                                               | DP Cap Acquisition Corp I                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       13615 | NS      | $139689.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tailwind International Acquisition Corp.                                                | Tailwind International Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       42195 | NS      | $425747.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                                                       | Aerojet Rocketdyne Holdings, Inc.                                                       | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |       13045 | NS      | $729606.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Limited                                                              | Agnico Eagle Mines Limited                                                              | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |      -13399 | NS      | $-696614.01   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       80000 | PA      | $68945.81     | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      220000 | PA      | $157647.12    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                        | Amazon.com, Inc.                                                                        | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      390000 | PA      | $324606.13    | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Beverage Co Ambev                                                              | American Beverage Co Ambev                                                              | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |     1471536 | NS      | $4002577.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO                                                                 | Bain Capital Credit CLO                                                                 | CUSIP: 05684VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $248277.30    | 0.02%             | 2034-10-20      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK17                                                                         | Bank 2019-BNK17                                                                         | CUSIP: 065403AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1978000 | PA      | $130668.86    | 0.01%             | 2052-04-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2017-APPL                                                                      | BX Trust 2017-APPL                                                                      | CUSIP: 12433PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330425 | PA      | $324817.27    | 0.03%             | 2034-07-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust 2019-MH1                                                         | Cascade MH Asset Trust 2019-MH1                                                         | CUSIP: 14732FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4100000 | PA      | $3738712.51   | 0.35%             | 2024-10-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Cowen Inc.                                                                              | Cowen Inc.                                                                              | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       11061 | NS      | $427175.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                                                            | Cutera, Inc.                                                                            | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Short            | EC               | CORP              | US        |      -46593 | NS      | $-2060342.46  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| dMY Technology Group, Inc. VI                                                           | dMY Technology Group, Inc. VI                                                           | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       43198 | NS      | $434139.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific, Inc.                                                                | Danimer Scientific, Inc.                                                                | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Short            | EC               | CORP              | US        |      -24968 | NS      | $-44692.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Data Knights Acquisition Corporation                                                    | Data Knights Acquisition Corporation                                                    | CUSIP: 237699103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6115 | NS      | $63840.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dealer Tire, LLC                                                                        | Dealer Tire, LLC                                                                        | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |      235000 | PA      | $200243.57    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                      | Deluxe Corporation                                                                      | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Short            | EC               | CORP              | US        |      -78170 | NS      | $-1327326.60  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                                                            | DexCom, Inc.                                                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |      -28316 | NS      | $-3206503.84  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corporation                                                        | Dynavax Technologies Corporation                                                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |     -203252 | NS      | $-2162601.28  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, Inc.                                                                               | 8X8, Inc.                                                                               | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Short            | EC               | CORP              | US        |     -144439 | NS      | $-621087.70   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.                                            | Expeditors International of Washington, Inc.                                            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        8851 | NS      | $919795.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illuminate Buyer LLC                                                                    | Illuminate Buyer LLC                                                                    | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $197776.56    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                 | International Flavors & Fragrances Inc.                                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       23400 | NS      | $2453256.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc.                                                          | Jefferies Financial Group Inc.                                                          | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       60750 | NS      | $2082510.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                                                             | JetBlue Airways Corporation                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     1539000 | PA      | $1126648.04   | 0.10%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Monster Beverage 1990 Corporation                                                       | Monster Beverage 1990 Corporation                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      101889 | NS      | $10344790.17  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Doors Technology Inc.                                                              | Open Doors Technology Inc.                                                              | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |      -35209 | NS      | $-40842.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                 | SMB Private Education Loan Trust 2021-A                                                 | CUSIP: 78448YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         484 | PA      | $1071687.02   | 0.10%             | 2053-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TLG Acquisition One Corp.                                                               | TLG Acquisition One Corp.                                                               | CUSIP: 87257M116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4472 | NS      | $183.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                     | Teachers Insurance & Annuity Association of America                                     | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64025.56     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TechTarget, Inc.                                                                        | TechTarget, Inc.                                                                        | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Short            | EC               | CORP              | US        |       -2763 | NS      | $-121737.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Semiconductor ETF                                                                | VanEck Semiconductor ETF                                                                | CUSIP: 92189F676<br>LEI: 549300ZLFKNTXC51ZN76 | Short            | EC               | RF                | US        |      -25071 | NS      | $-5087908.74  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                           | Velocity Commercial Capital Loan Trust 2019-1                                           | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245951 | PA      | $220202.41    | 0.02%             | 2027-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                           | Velocity Commercial Capital Loan Trust 2019-1                                           | CUSIP: 92257CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423548 | PA      | $357662.91    | 0.03%             | 2028-08-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                     | Vertex Pharmaceuticals Incorporated                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       19465 | NS      | $5621102.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Lake Capital Acquisition Corp.                                                     | Deep Lake Capital Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       14137 | NS      | $142642.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Disruptive Acquisition Corporation I                                                    | Disruptive Acquisition Corporation I                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       13443 | NS      | $135371.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWVL Holdings Corp.                                                                     | SWVL Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |         297 | NS      | $5.91         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCV Acquisition Corp.                                                                   | TCV Acquisition Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       37694 | NS      | $380709.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp. I                                                                 | Valuence Merger Corp. I                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        1788 | NS      | $18684.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akazoo Internet and Digital Appliances Enterprises Services SA                          | Akazoo Internet and Digital Appliances Enterprises Services SA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       83011 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings, Ltd.                                                         | Intelsat Jackson Holdings, Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        3091 | NS      | $74184.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer