# EDGAR Filing Document

**Accession Number:** 0001864843
**File Stem:** 0001752724-23-040616
**Filing Date:** 2023-2
**Character Count:** 301396
**Document Hash:** 577ecf38d03f6b0d866ac42205b38744
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040616.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040616

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ESG Capital Allocation Trust
- **CENTRAL INDEX KEY:** 0001864843
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23701
- **FILM NUMBER:** 23668284

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** (800) 882-0052

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ESG Capital Allocation Trust

- **b. Investment Company Act file number:** 811-23701

- **c. CIK number of Registrant:** 0001864843

- **d. LEI of Registrant:** 549300EWOI5G0PSVIX17

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock ESG Capital Allocation Trust

- **c. LEI of Series:** 549300EWOI5G0PSVIX17

**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:** $1936128443.45

**Total Liabilities:** $233157355.26

**Net Assets:** $1702971088.19

**Delayed Delivery Securities:** $22050192.41

**Cash Not Reported:** $24093239.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 10257.77000000 | **1-Year:** 11310.56000000 | **5-Year:** 135477.57000000 | **10-Year:** 118066.54000000 | **30-Year:** 22878.46000000

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

- **3-Month:** 76411.21000000 | **1-Year:** 2905.73000000 | **5-Year:** 47039.68000000 | **10-Year:** 18959.77000000 | **30-Year:** 11884.72000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.55%                | 6.38%                | -4.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-26706579.42            | $86806731.95                               |
| Month 2  | $-3675636.28             | $109334023.25                              |
| Month 3  | $-12973868.88            | $-48603471.89                              |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1781147.32   | 0.10%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                           | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2113324 | PA      | $1932989.92   | 0.11%             | 2043-03-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | INTUIT INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        17 | NC      | $1445.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $200480.00    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110202.57    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                            | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $743900.00    | 0.04%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                  | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4337302.16   | 0.25%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2130744.45   | 0.13%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | LULULEMON ATHLETICA INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-103.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $62799.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                | DBUBS 2017-BRBK Mortgage Trust                                                   | CUSIP: 23305JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1236658.76   | 0.07%             | 2034-10-10      | Variable      | 3.53%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $1904819.52   | 0.11%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ABBOTT LABORATORIES                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        92 | NC      | $51750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                     | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    120000 | PA      | $90347.15     | 0.01%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -157 | NC      | $-41055.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                     | General Motors Financial Co Inc                                                  | CUSIP: 37046URD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    630000 | PA      | $619915.38    | 0.04%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                          | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2556448.32   | 0.15%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                         | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3500000 | PA      | $2892803.06   | 0.17%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1370 | NC      | $100010.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                   | TRSWAP: JNK US EQUITY                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    836337 | OU      | $-22204.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-2400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $1998203.77   | 0.12%             | 2036-11-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                 | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |     36854 | NS      | $26818373.89  | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| MIP V Waste Holdings, LLC                           | MIP V Waste Holdings, LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |   3058885 | PA      | $3011716.99   | 0.18%             | 2028-12-08      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | MCKESSON CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15 | NC      | $-5287.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212745.24    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                      | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     72370 | NS      | $9595538.30   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                          | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     17317 | NS      | $6740122.74   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                       | Dynatrace Inc                                                                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19308 | NS      | $739496.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares JP Morgan USD Emerging Markets Bond ETF     | iShares JP Morgan USD Emerging Markets Bond ETF                                  | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |    127514 | NS      | $10786409.26  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards                                        | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1344342.80   | 0.08%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-442.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-23267.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                 | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $603987.72    | 0.04%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1370525.93   | 0.08%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES IBOXX HIGH YIELD CORPO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1047 | NC      | $36121.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                             | Fidelity National Information Services Inc                                       | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1955471.90   | 0.11%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2001267.20   | 0.12%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     29162 | NS      | $5069522.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | ICE: (CDX.NA.IG.39.V1)                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4405884 | OU      | $22886.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       194 | NC      | $115430.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $763406.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                                | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1794400.52   | 0.11%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        69 | NC      | $-596860.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EIS BUYER INC                                       | EIS BUYER INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340631 | PA      | $331263.65    | 0.02%             | 2027-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO, LTD                     | Golub Capital Partners CLO 55B LTD                                               | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220129.10    | 0.01%             | 2034-07-20      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| EBAY INC                                            | eBay Inc                                                                         | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1937380.03   | 0.11%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                        | Alphabet Inc                                                                     | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    121000 | PA      | $94691.76     | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   2654000 | PA      | $2433547.11   | 0.14%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                       | Welltower Inc                                                                    | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1750000 | PA      | $1712519.46   | 0.10%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EIS GROUP INC                                       | EIS Group Inc Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3406310 | PA      | $3312636.48   | 0.19%             | 2028-05-01      | Variable      | 4.55%                 | No            |                  3 | On Loan: No      |
| STEM INC                                            | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    275000 | PA      | $172920.00    | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                         | Stratus CLO 2021-1 Ltd                                                           | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $488225.00    | 0.03%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY UNIVERSAL LLC                                | Galaxy Universal LLC 1st Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6240874 | PA      | $6100454.02   | 0.36%             | 2026-11-12      | Floating      | 9.07%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $862627.42    | 0.05%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                            | Volvo AB                                                                         | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    211977 | NS      | $3829067.22   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       720 | NC      | $70200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2902243.73   | 0.17%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VISA INC                                            | Visa Inc                                                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    119000 | PA      | $91148.92     | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                | Redstone Holdco 2 LP 2021 Term Loan                                              | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $688210.00    | 0.04%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | BOOKING HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         5 | NC      | $39050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                     | General Motors Financial Co Inc                                                  | CUSIP: 37046UPE5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   4905000 | PA      | $4873474.49   | 0.29%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 7 Ltd                          | Gulf Stream Meridian 7 Ltd                                                       | CUSIP: 40256JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224951.13    | 0.01%             | 2035-07-15      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    938000 | PA      | $831849.47    | 0.05%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1968382.88   | 0.12%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6679 | NS      | $3541072.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                          | VMware Inc                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1395322.61   | 0.08%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    119000 | PA      | $92333.13     | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     28447 | NS      | $15510773.28  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXXIV Ltd                                                   | CUSIP: 55819GAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238349.08    | 0.01%             | 2032-04-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                     | General Motors Financial Co Inc                                                  | CUSIP: 37046UR52<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   2400000 | PA      | $2364467.21   | 0.14%             | 2023-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2065866.70   | 0.12%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -220 | NC      | $-11880.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4894.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2590202.20   | 0.15%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                | OHA Loan Funding 2013-2 Ltd                                                      | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492219.90    | 0.03%             | 2031-05-23      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        79 | NC      | $21922.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1367762.03   | 0.08%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD             | GoldentTree Loan Management US CLO 1 Ltd                                         | CUSIP: 38138HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $618601.58    | 0.04%             | 2033-01-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                | Waste Management Inc                                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2649839.69   | 0.16%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1561564.80   | 0.09%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1728544.00   | 0.10%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    397883 | NS      | $33263018.80  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                             | RXO Inc                                                                          | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      5166 | NS      | $88855.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     48223 | NS      | $6093458.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    119000 | PA      | $92610.34     | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ariston Holding NV                                  | Ariston Holding NV                                                               | CUSIP: 000000000<br>LEI: 815600CC86D25A205563 | Long             | EC               | CORP              | NL        |    445371 | NS      | $4586307.69   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                 | Xerox Holdings Corp                                                              | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460270.00    | 0.03%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                        | QUALCOMM Inc                                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3774058.62   | 0.22%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -160 | NC      | $-180800.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                    | Schlumberger Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     41949 | NS      | $2242593.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $22357.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEWIRE TECH NOTES + WTS                           | FREEWIRE TECH NOTES + WTS                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250702 | PA      | $2982518.66   | 0.18%             | 2025-03-31      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| HUMANA INC                                          | Humana Inc                                                                       | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2547558.47   | 0.15%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                            | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1126791.64   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                          | Cigna Corp                                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2233629.03   | 0.13%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                             | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2596860.91   | 0.15%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                      | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $1928465.15   | 0.11%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | MCKESSON CORP                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        16 | NC      | $2560.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2961277.20   | 0.17%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                        | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    170408 | NS      | $8603527.37   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                      | Air Products and Chemicals Inc                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     45074 | NS      | $13894511.24  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAR BIDCO, INC.                                   | Altar Bidco, Inc. 2021 2nd Lien Term Loan                                        | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650000 | PA      | $550875.00    | 0.03%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                              | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |    209644 | NS      | $21643788.42  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                  | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2894691.24   | 0.17%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | JAN23 XLF US P @ 35                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     84300 | NC      | $90227.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        | 117739160 | PA      | $113295247.29 | 6.65%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                      | SUMIT 2022-BVUE Mortgage Trust                                                   | CUSIP: 865592AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $447204.88    | 0.03%             | 2041-02-12      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Rohm & Haas Co                                      | Rohm and Haas Co                                                                 | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2791897.43   | 0.16%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-19634.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                      | Home Partners of America 2021-3 Trust                                            | CUSIP: 43730XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3738556 | PA      | $3057927.54   | 0.18%             | 2041-01-17      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RAQ0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483683.10    | 0.03%             | 2031-11-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2451549.30   | 0.14%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FREEWIRE WARRANTS TRANCHE A                         | FREEWIRE WARRANTS TRANCHE A                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    354944 | NS      | $276856.32    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3020032.78   | 0.18%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                  | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1162818.94   | 0.07%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                                                   | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1769246.64   | 0.10%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     66507 | NS      | $36624739.83  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co/The                                                          | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1875673.61   | 0.11%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                            | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    119000 | PA      | $88482.46     | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -91 | NC      | $-23887.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $363.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XYLEM INC                                           | Xylem Inc/NY                                                                     | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2433602.58   | 0.14%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                         | Truist Bank                                                                      | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3869310.74   | 0.23%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TRSWAP: JNK US EQUITY                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   1380756 | OU      | $-29735.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust              | Velocity Commercial Capital Loan Trust 2021-4                                    | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2839989 | PA      | $2165918.74   | 0.13%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                 | New Residential Mortgage Loan Trust 2022-SFR1                                    | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2564758.80   | 0.15%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1541306.25   | 0.09%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $14909.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                      | CarVal CLO VC Ltd                                                                | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $221088.83    | 0.01%             | 2034-10-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P REGIONAL BANKING ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -681 | NC      | $-7150.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                          | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    354387 | NS      | $16539241.29  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    206298 | NS      | $11746429.08  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $121733.54    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                            | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     64168 | NS      | $7508297.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUCE FINCO                                         | Deuce Finco Plc                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    586000 | PA      | $563567.81    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | DYNATRACE INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -103 | NC      | $-5150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Universal LLC                                | Galaxy Universal LLC 2022 Delayed Draw Term Loan                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264536 | PA      | $263557.00    | 0.02%             | 2023-06-24      | Variable      | 10.29%                | No            |                  3 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                             | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   4585000 | PA      | $4449931.54   | 0.26%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ABBOTT LABORATORIES                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -92 | NC      | $-736.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2516.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2379853.17   | 0.14%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                     | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1366120.00   | 0.08%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    110429 | NS      | $5519241.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                        | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $102927.11    | 0.01%             | 2027-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                         | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $102960.72    | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1366887.56   | 0.08%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                    | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1068612.50   | 0.06%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                       | Welltower Inc                                                                    | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1750000 | PA      | $1727756.77   | 0.10%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $93698.89     | 0.01%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD             | GoldentTree Loan Management US CLO 1 Ltd                                         | CUSIP: 38138RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1259320.05   | 0.07%             | 2034-10-20      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     16237 | NS      | $5296184.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ABBOTT LABORATORIES                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -161 | NC      | $-2495.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1618 | NS      | $356930.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -149 | NC      | $-15570.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2804565.39   | 0.16%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                   | Generate CLO 6 Ltd                                                               | CUSIP: 37148JAJ2<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $664406.33    | 0.04%             | 2035-01-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                         | Stratus CLO 2021-3 Ltd                                                           | CUSIP: 86315XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227772.08    | 0.01%             | 2029-12-29      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                               | Freedom Mortgage Corp                                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2222607.59   | 0.13%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1577479.21   | 0.09%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                               | Republic Services Inc                                                            | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2107265.21   | 0.12%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-12567.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2396000 | PA      | $1931080.16   | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF         | iShares iBoxx High Yield Corporate Bond ETF                                      | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |     65458 | NS      | $4819672.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                         | CAP HILL BRANDS PREF EQUITY                                                      | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |   1088268 | NS      | $1719463.44   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| Whitebox CLO III Ltd                                | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAJ5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $935355.70    | 0.05%             | 2034-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                         | Gulf Stream Meridian 1 Ltd                                                       | CUSIP: 402564AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $325109.55    | 0.02%             | 2033-04-15      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                      | Clorox Co/The                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    119000 | PA      | $94744.08     | 0.01%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KB HOME                                             | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $1809616.79   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                            | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    119000 | PA      | $93955.63     | 0.01%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                          | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    975000 | PA      | $940457.96    | 0.06%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                            | International Business Machines Corp                                             | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1384376.51   | 0.08%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares China Large-Cap ETF                         | iShares China Large-Cap ETF                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |     20575 | NS      | $582272.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ALIGN TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -24 | NC      | $-3960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                          | VMware Inc                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $1797748.58   | 0.11%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                          | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238842.85    | 0.01%             | 2034-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103911.68    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                               | Republic Services Inc                                                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797502.33    | 0.05%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $129748.39    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                   | General Mills Inc                                                                | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1919044.29   | 0.11%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | S+P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        32 | NC      | $400.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -536 | NC      | $1019315.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -24 | NC      | $-5148.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | CVS HEALTH CORP                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        76 | NC      | $494.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       715 | NC      | $47547.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 46 Ltd                                        | CUSIP: 64134QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237445.35    | 0.01%             | 2036-01-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5197963.52   | 0.31%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYDROFARM HOLDINGS LLC                              | Hydrofarm Holdings LLC 2021 Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1121670 | PA      | $953419.50    | 0.06%             | 2028-09-27      | Floating      | 9.89%                 | No            |                  3 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1437424.34   | 0.08%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                            | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990566.33    | 0.06%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $352985.00    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                        | Ares LIX CLO Ltd                                                                 | CUSIP: 04018GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $214439.90    | 0.01%             | 2034-04-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| MNTN DIGITAL                                        | MNTN DIGITAL                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     53954 | NS      | $517958.40    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lloyds Banking Group PLC                            | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |  21328960 | NS      | $11639486.93  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -54 | NC      | $-297.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | XPO INC                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        72 | NC      | $3420.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8389 | NS      | $1742898.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-45079.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -25 | NC      | $-4187.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1566405.18   | 0.09%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                               | Norfolk Southern Corp                                                            | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979877.66   | 0.12%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $1969549.64   | 0.12%             | 2036-11-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                           | Aptiv PLC                                                                        | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2605000 | PA      | $1539520.67   | 0.09%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    759759 | NS      | $35154048.93  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1722 | NC      | $1289323.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    267000 | PA      | $209093.04    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co                                                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    231826 | NS      | $21525044.10  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | SCHLUMBERGER LTD                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |       -50 | NC      | $-1850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.200000 28-NOV-2032                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10016026 | OU      | $-307152.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                      | CarVal CLO VC Ltd                                                                | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229743.65    | 0.01%             | 2034-10-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $2445955.22   | 0.14%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | HUMANA INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        15 | NC      | $31425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | TE CONNECTIVITY LTD                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |        75 | NC      | $5812.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                  | Conagra Brands Inc                                                               | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1729448.36   | 0.10%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | CF INDUSTRIES HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -36 | NC      | $-360.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-141703.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $767101.25    | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                   | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15033GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226346.73    | 0.01%             | 2033-07-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| AMGEN INC                                           | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123341.66    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        32 | NC      | $89680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                 | Sherwin-Williams Co/The                                                          | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1923425.08   | 0.11%             | 2024-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXIX LTD                                                    | CUSIP: 55820EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225504.65    | 0.01%             | 2030-10-18      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                               | Republic Services Inc                                                            | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1678015.24   | 0.10%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016749.52   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group, LLC                    | American Auto Auction Group, LLC 2021 Term Loan B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2727450 | PA      | $2097409.05   | 0.12%             | 2027-12-30      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1695071.73   | 0.10%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                   | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968930.90   | 0.12%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2062000 | PA      | $1767468.81   | 0.10%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | BOOKING HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -5 | NC      | $-2825.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881526.05    | 0.05%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                         | Equinor ASA                                                                      | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     24000 | NS      | $859440.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES PWR-MINN                            | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $837856.56    | 0.05%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                    | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1174408.32   | 0.07%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | LULULEMON ATHLETICA INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        19 | NC      | $3116.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3250000 | PA      | $2912501.35   | 0.17%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                            | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    500000 | PA      | $463379.76    | 0.03%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    119000 | PA      | $91521.71     | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                   | Battalion CLO IX Ltd                                                             | CUSIP: 07132EAQ8<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $219687.40    | 0.01%             | 2031-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    179310 | NS      | $43002124.20  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC / APTIV CORP                              | Aptiv PLC / Aptiv Corp                                                           | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1099000 | PA      | $1036348.31   | 0.06%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                          | VMware Inc                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    750000 | PA      | $725933.90    | 0.04%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | HUMANA INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -41 | NC      | $-11070.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                | Align Technology Inc                                                             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1679 | NS      | $354101.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALM Loan Funding                                    | ALM 2020 Ltd                                                                     | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $282435.76    | 0.02%             | 2029-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                   | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483433.25    | 0.03%             | 2033-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                 | Moody's Corp                                                                     | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1124674.20   | 0.07%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | CVS HEALTH CORP                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -76 | NC      | $-24890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    140923 | NS      | $29855946.78  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        24 | NC      | $23880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                           | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |    390709 | NS      | $18018310.27  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                           | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     12183 | NS      | $6200263.42   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                     | AstraZeneca PLC                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    119000 | PA      | $94013.12     | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                         | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4297275 | PA      | $1418100.91   | 0.08%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7626928 | OU      | $681502.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | CVS HEALTH CORP                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       106 | NC      | $5247.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES                               | AvalonBay Communities Inc                                                        | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   3228000 | PA      | $3176080.11   | 0.19%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    144575 | NS      | $14078713.50  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113979.82    | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ABBOTT LABORATORIES                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       161 | NC      | $8694.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | NASDAQ 100 E-MINI MAR23                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       219 | NC      | $-3553669.20  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                             | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      7814 | NS      | $2012651.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CML PARADISE PLAZA                                  | CML Paradise Plaza Term Loan                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5401379 | PA      | $5217256.22   | 0.31%             | 2026-12-07      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS SA                                      | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |   6683706 | OU      | $-58006.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1749486.11   | 0.10%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        52 | NS      | $8740.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust           | Taubman Centers Commercial Mortgage Trust 2022-DPM                               | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410000 | PA      | $2340085.42   | 0.14%             | 2037-05-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                            | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2187183.41   | 0.13%             | 2024-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                             | HCA Inc                                                                          | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496973.25   | 0.15%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3045458.85   | 0.18%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                   | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345570.52    | 0.02%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                         | Equinix Inc                                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2000000 | PA      | $1827992.54   | 0.11%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     31769 | NS      | $4642721.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                                                  | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2890215.08   | 0.17%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                    | TRESTLES CLO V LTD                                                               | CUSIP: 89532VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $863260.90    | 0.05%             | 2034-10-20      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                              | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1257000 | PA      | $1172278.20   | 0.07%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                  | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     95548 | NS      | $6115072.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                           | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     14885 | NS      | $5009249.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                             | Becton Dickinson and Co                                                          | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2574776.73   | 0.15%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       305 | NC      | $446825.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -305 | NC      | $-128100.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                       | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1874658.00   | 0.11%             | 2038-04-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4020000 | PA      | $3899710.87   | 0.23%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $1864768.25   | 0.11%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                               | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108554.29    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                    | Coca-Cola Co/The                                                                 | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    119000 | PA      | $92806.14     | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                   | Kimco Realty Corp                                                                | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    119000 | PA      | $91360.20     | 0.01%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                             | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2052437.79   | 0.12%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2013-2 Ltd                                                     | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241170.98    | 0.01%             | 2031-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    347860 | NS      | $30865617.80  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    165868 | NS      | $11245850.40  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                   | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $26536.33     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                        | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    911000 | PA      | $783116.67    | 0.05%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2603005.15   | 0.15%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invesco QQQ Trust Series 1                          | Invesco QQQ Trust Series 1                                                       | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |     13700 | NS      | $3648036.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     51600 | NS      | $19733388.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimaran CAVU Ltd                                   | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $498567.03    | 0.03%             | 2034-10-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1612119.00   | 0.09%             | 2037-04-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |     25134 | NS      | $2649877.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                          | Cigna Corp                                                                       | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978077.46   | 0.12%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     61880 | NS      | $5766597.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2339571.00   | 0.14%             | 2039-01-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1680886.84   | 0.10%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROOF ACQUISITION CORP I                            | PROOF ACQUISITION CORP I                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     61805 | NS      | $1236.10      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Elmwood CLO IV Ltd                                  | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482750.35    | 0.03%             | 2033-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -202 | NC      | $-117463.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                             | Walt Disney Co/The                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2415587.42   | 0.14%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREED CORP                                          | FREED CORP                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3052499 | PA      | $2938030.61   | 0.17%             | 2023-12-02      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| FORESTAR GROUP INC                                  | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    399000 | PA      | $349799.51    | 0.02%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     86348 | NS      | $7501914.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -126 | NC      | $-441.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Energy Solution Ltd                              | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     26587 | NS      | $9163386.70   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    210626 | NS      | $34854390.48  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                   | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    241384 | NS      | $5574044.26   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                     | Golub Capital Partners CLO 53B Ltd                                               | CUSIP: 38178CAA7<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220800.10    | 0.01%             | 2034-07-20      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                      | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1729940.48   | 0.10%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -715 | NC      | $-10010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                   | CUSIP: 46654EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3789194.40   | 0.22%             | 2038-06-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        88 | NC      | $1672.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON AND CO                             | Becton Dickinson and Co                                                          | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    119000 | PA      | $94104.82     | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                | Whitebox CLO III Ltd                                                             | CUSIP: 96467JAA0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1135241.88   | 0.07%             | 2034-10-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                  | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $447344.42    | 0.03%             | 2026-10-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   3498000 | PA      | $2865806.46   | 0.17%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96925.88     | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        91 | NC      | $12558.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                     | General Motors Financial Co Inc                                                  | CUSIP: 37046UR45<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2463365.63   | 0.14%             | 2023-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                           | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2283472.45   | 0.13%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1698714.29   | 0.10%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                  | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     52312 | NS      | $1735252.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                               | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   3160000 | PA      | $2579347.91   | 0.15%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                | Thomson Reuters Corp                                                             | CUSIP: 884903BQ7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248247.82    | 0.01%             | 2023-11-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                  | SPDR Bloomberg High Yield Bond ETF                                               | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     63634 | NS      | $5727060.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                           | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     74577 | NS      | $8614340.99   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    479000 | PA      | $473568.40    | 0.03%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PROJECT MONTELENA                                   | PROJECT MONTELENA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $2699673.62   | 0.16%             | 2030-06-20      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                   | Cedar Funding IX CLO Ltd                                                         | CUSIP: 15033EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $233203.10    | 0.01%             | 2031-04-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    109275 | OU      | $-2161.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                 | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $13170.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERGE GENOMICS                                      | VERGE GENOMICS                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    269847 | NS      | $1276376.31   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                            | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1089564.34   | 0.06%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    383000 | PA      | $308552.46    | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                            | iShares Russell 2000 ETF                                                         | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |       100 | NS      | $17436.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -157 | NC      | $-199390.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                                          | MFRA Trust                                                                       | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3200904.40   | 0.19%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                        | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2047000 | PA      | $1450912.58   | 0.09%             | 2051-09-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XLIX Ltd                                                    | CUSIP: 55821QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $447075.65    | 0.03%             | 2034-10-19      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| FLYR CONVERTIBLE NOTES                              | FLYR CONVERTIBLE NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2036155 | PA      | $2208209.78   | 0.13%             | 2023-07-20      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Mosaic Solar Loans LLC                              | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409063 | PA      | $343613.21    | 0.02%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  3 | On Loan: No      |
| RYDER SYSTEM INC                                    | Ryder System Inc                                                                 | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1923270.28   | 0.11%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -75 | NC      | $-2025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                              | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2040000 | PA      | $1764872.50   | 0.10%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                              | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    119000 | PA      | $91674.08     | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1665000.00   | 0.10%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -194 | NC      | $-194.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                         | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1748973.83   | 0.10%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                                  | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1584337 | NS      | $4230179.79   | 0.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $965857.22    | 0.06%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                     | San Diego Gas & Electric Co                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854505.05    | 0.05%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    392000 | PA      | $378024.25    | 0.02%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        25 | NC      | $4062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -112 | NC      | $-5936.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                    | WestRock MWV LLC                                                                 | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2247225.38   | 0.13%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1787703.08   | 0.10%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4792189.88   | 0.28%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                     | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1528000 | PA      | $1485745.02   | 0.09%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | LULULEMON ATHLETICA INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        23 | NC      | $586.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-9440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                         | PROLOGIS LP                                                                      | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    119000 | PA      | $94323.17     | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                             | Walt Disney Co/The                                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   3042000 | PA      | $2835206.63   | 0.17%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | AIR PRODUCTS AND CHEMICALS INC                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -108 | NC      | $-67500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                  | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2690591.29   | 0.16%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $913850.56    | 0.05%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |         1 | NC      | $41729.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO STOXX 50 MAR23                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -31 | NC      | $82275.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2120000 | PA      | $1755806.05   | 0.10%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    119000 | PA      | $89435.68     | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                             | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1763518.82   | 0.10%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -305 | NC      | $-97600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      4000 | NS      | $541277.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3300894.43   | 0.19%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                            | International Business Machines Corp                                             | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2949555.23   | 0.17%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | TE CONNECTIVITY LTD                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |       -75 | NC      | $-10875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889388.85    | 0.05%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     89729 | NS      | $23809590.15  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD             | Goldentree Loan Management US CLO 5 Ltd                                          | CUSIP: 38138DAQ9<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243896.23    | 0.01%             | 2032-10-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1791993.66   | 0.11%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                          | FANUC Corp                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     41800 | NS      | $6255223.30   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $445640.60    | 0.03%             | 2030-07-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                        | TICP CLO I-2 LTD                                                                 | CUSIP: 87248VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240649.35    | 0.01%             | 2028-04-26      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                    | CARLYLE US CLO 2018-4 LTD                                                        | CUSIP: 14315RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $483314.15    | 0.03%             | 2031-01-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       483 | NC      | $-756578.39   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     70880 | NS      | $24647102.40  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        42 | NC      | $-28523.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO Ltd.                                | Birch Grove CLO Ltd                                                              | CUSIP: 09075JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470774.70    | 0.03%             | 2031-06-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                 | Carrier Global Corp                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    444000 | PA      | $400227.27    | 0.02%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2556650.40   | 0.15%             | 2039-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                           | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5751 | NS      | $1510442.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    155298 | NS      | $5143469.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                      | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1317000 | PA      | $1317000.00   | 0.08%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    896874 | OU      | $-10092.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Myers Park CLO LTD                                  | Myers Park CLO Ltd                                                               | CUSIP: 62848GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $204728.28    | 0.01%             | 2030-10-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                            | Olympus Water US Holding Corp                                                    | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    705000 | PA      | $671512.50    | 0.04%             | 2027-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                             | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   2440000 | PA      | $2456132.30   | 0.14%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Symbotic Inc                                        | Symbotic Inc                                                                     | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $77610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                            | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1352840.07   | 0.08%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding 2021-4 Ltd                                            | CUSIP: 69702JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471054.45    | 0.03%             | 2029-10-15      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| CITIBANK NA N Y BRH INSTL                           | CITIBANK NA N Y BRH INSTL                                                        | CUSIP: 17330QAB3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2690000 | PA      | $2680410.04   | 0.16%             | 2023-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                  | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    807000 | PA      | $717572.31    | 0.04%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113166.19    | 0.01%             | 2026-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                         | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     88101 | NS      | $1997249.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | SALESFORCE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        56 | NC      | $112.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       146 | NC      | $219.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                           | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     30737 | NS      | $3786183.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                        | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |   1450719 | NS      | $17671422.68  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     24018 | NS      | $7586325.48   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2077554.38   | 0.12%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | S+P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-11200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   3631883 | OU      | $-105252.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                               | AvalonBay Communities Inc                                                        | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   3300000 | PA      | $2589690.31   | 0.15%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| OVG Business Services, LLC                          | OVG Business Services, LLC Initial Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4531230 | PA      | $4214043.90   | 0.25%             | 2028-10-13      | Floating      | 10.64%                | No            |                  3 | On Loan: No      |
| Oak Hill Credit Partners                            | OHA Credit Partners XIII Ltd                                                     | CUSIP: 67110NAP0<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239395.50    | 0.01%             | 2034-10-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | OTIS WORLDWIDE CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       108 | NC      | $1890.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUM                               | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2710418.46   | 0.16%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | XPO LOGISTICS INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -72 | NC      | $-33840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3065000 | PA      | $2671595.76   | 0.16%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                         | Rad CLO 15 Ltd                                                                   | CUSIP: 750100AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $214680.28    | 0.01%             | 2034-01-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                    | Berry Global Inc                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2782000 | PA      | $2478249.42   | 0.15%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ARCHER-DANIELS-MIDLAND CO                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -326 | NC      | $-1630.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                               | Republic Services Inc                                                            | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4119000 | PA      | $3175423.15   | 0.19%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| APOLLO FINCO                                        | Apollo Finco 2021 EUR Term Loan B                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |   3116000 | PA      | $2601706.08   | 0.15%             | 2028-10-01      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                 | Oportun Issuance Trust 2021-C                                                    | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $135573.01    | 0.01%             | 2031-10-08      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | MERCK + CO INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        95 | NC      | $154612.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman CLO XIV Ltd                                                     | CUSIP: 64129JBE9<br>LEI: 549300Z5ZNFT7IECFZ07 | Long             | ABS-CBDO         | CORP              | KY        |    243789 | PA      | $240558.44    | 0.01%             | 2030-01-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                         | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222838.03    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -720 | NC      | $-15120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                | Waste Management Inc                                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   3509000 | PA      | $2743473.26   | 0.16%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SONDER SECURED NOTES                                | SONDER SECURED NOTES                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5398423 | PA      | $4865598.71   | 0.29%             | 2027-01-19      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    220991 | NS      | $24262601.89  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218375.94    | 0.01%             | 2026-04-28      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                        | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112450.01    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $1888353.20   | 0.11%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101251.26    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  49056640 | OU      | $-1006222.59  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SONDER WARRANTS                                     | SONDER WARRANTS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     75255 | NS      | $752.55       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ECOLAB INC                                          | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3192958.00   | 0.19%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                      | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    111099 | NS      | $1038732.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | DYNATRACE INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       103 | NC      | $1545.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $976784.01    | 0.06%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | SWAP/CDSWAP/ICE: (ITRAXX.XO.38.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    841754 | OU      | $-10495.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza Inc                                                               | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |     12529 | NS      | $4340045.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                        | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108337.19    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $618186.66    | 0.04%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6625833.90   | 0.39%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                     | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $654564.08    | 0.04%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P REGIONAL BANKING ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       681 | NC      | $38817.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -146 | NC      | $-146.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-10507.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                        | QUALCOMM Inc                                                                     | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1540420.84   | 0.09%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-39018.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                             | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1936341.86   | 0.11%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                | Elmwood CLO VII Ltd                                                              | CUSIP: 29002RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $725609.00    | 0.04%             | 2034-01-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LESSEN SERIES B PREFERRED                           | LESSEN SERIES B PREFERRED                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    456729 | NS      | $5836996.62   | 0.34%             |  |  |  | No            |                  3 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110938.82    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       194 | NC      | $388.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus CLO                                         | Stratus CLO 2021-1 Ltd                                                           | CUSIP: 863171AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1099769.50   | 0.06%             | 2029-12-29      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-177721.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $3461424.14   | 0.20%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                         | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1568991.60   | 0.09%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     64646 | NS      | $25100102.42  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance America LLC                            | Enel Finance America LLC                                                         | CUSIP: 29279HW68<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    720000 | PA      | $689570.00    | 0.04%             | 2023-09-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $1574953.26   | 0.09%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $8810.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                  | PPG Industries Inc                                                               | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2636688.77   | 0.15%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3454000 | PA      | $2730186.32   | 0.16%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                            | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102434.34    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                            | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112505.86    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-112.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                         | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    384992 | PA      | $168517.29    | 0.01%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                          | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     41310 | NS      | $4677944.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbor Park CLO Ltd                                 | Harbor Park CLO 18-1 Ltd                                                         | CUSIP: 41154YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $214631.08    | 0.01%             | 2031-01-20      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       238 | NC      | $1071.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                          | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     15684 | NS      | $6724671.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4497.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                        | Newmont Corp                                                                     | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1747027.36   | 0.10%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1043287.50   | 0.06%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                    | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1328056.97   | 0.08%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | JAN23 XLF US P @ 31                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -84300 | NC      | $-5880.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       155 | NC      | $58900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                       | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   8990000 | PA      | $9115734.14   | 0.54%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                            | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    792000 | PA      | $641921.16    | 0.04%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                         | Baxalta Inc                                                                      | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1918623.03   | 0.11%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                             | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1781 | NS      | $570596.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                           | Amgen Inc                                                                        | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $1653031.27   | 0.10%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SERVICENOW INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        19 | NC      | $380.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2839175.11   | 0.17%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1942716.03   | 0.11%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | 2Y RTP 4.030000 08-MAR-2023                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | -86623398 | OU      | $-718796.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                 | Sherwin-Williams Co/The                                                          | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2626156.26   | 0.15%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    143973 | NS      | $10741825.53  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                            | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    888000 | PA      | $736708.12    | 0.04%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIVEN SERIES D PREFERRED                            | AIVEN SERIES D PREFERRED                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |     35053 | NS      | $3559982.68   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| FLYR SECURED NOTES WTS                              | FLYR SECURED NOTES WTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1036000 | PA      | $958300.00    | 0.06%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2250000 | PA      | $1963223.01   | 0.12%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5919000 | PA      | $4585309.91   | 0.27%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        75 | NC      | $30562.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES IBOXX HIGH YIELD CORPO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2095 | NC      | $-6285.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                   | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1634017.74   | 0.10%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                            | Baxter International Inc                                                         | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1051988.71   | 0.06%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                           | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224110.20    | 0.01%             | 2035-01-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                            | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1384 | NS      | $145721.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDI Co Ltd                                  | Samsung SDI Co Ltd                                                               | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |     25776 | NS      | $12102924.19  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                       | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1705566.70   | 0.10%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                  | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAE4<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224039.18    | 0.01%             | 2034-10-24      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2164407.50   | 0.13%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $1996.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                              | Mondelez International Inc                                                       | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    119000 | PA      | $91495.79     | 0.01%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                              | AmerisourceBergen Corp                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     12119 | NS      | $2008239.49   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                              | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3380000 | PA      | $2099402.50   | 0.12%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                 | TE Connectivity Ltd                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     49077 | NS      | $5634039.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO Ltd                                        | Ares LVI CLO Ltd                                                                 | CUSIP: 04018PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223062.05    | 0.01%             | 2034-10-25      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3000000 | PA      | $2719532.10   | 0.16%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                        | TICP CLO XIV Ltd                                                                 | CUSIP: 87250DAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $459303.30    | 0.03%             | 2032-10-20      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Rialto Real Estate Fund LP                          | RIAL 2022-FL8 Issuer Ltd                                                         | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3065000 | PA      | $2990669.77   | 0.18%             | 2037-01-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                              | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946894.24   | 0.11%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                 | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    440000 | PA      | $364878.97    | 0.02%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1467003.08   | 0.09%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                              | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1626000 | PA      | $1550289.38   | 0.09%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                          | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     59428 | NS      | $12846550.76  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                 | Mr Cooper Group Inc                                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     14649 | NS      | $587864.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                                | Hermes International                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |      4801 | NS      | $7431234.28   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                         | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1936321.96   | 0.11%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                         | Marble Point CLO XXIII Ltd                                                       | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227808.20    | 0.01%             | 2035-01-22      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1764901.35   | 0.10%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    119000 | PA      | $91831.66     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                             | Becton Dickinson and Co                                                          | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1221495.34   | 0.07%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| AMF MF PORTFOLIO                                    | AMF MF Portfolio Term Loan                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4075000 | PA      | $4020196.55   | 0.24%             | 2028-11-01      | Fixed         | 6.67%                 | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109647.92    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SALESFORCE INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        56 | NC      | $84.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -28 | NC      | $-61222.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE 2022 2 M1                                     | CHNGE Mortgage Trust 2022-2                                                      | CUSIP: 12546YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4111899.00   | 0.24%             | 2067-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1149076.80   | 0.07%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD             | GoldentTree Loan Management US CLO 1 Ltd                                         | CUSIP: 38138RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $934637.20    | 0.05%             | 2034-10-20      | Floating      | 11.99%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       200 | NC      | $-155033.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $400342.97    | 0.02%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                       | Amphenol Corp                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    119000 | PA      | $94274.35     | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1736885.44   | 0.10%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1122008.42   | 0.07%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                  | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887000 | PA      | $735775.72    | 0.04%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                      | Mariner Finance Issuance Trust 2021-B                                            | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $329114.82    | 0.02%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    970000 | PA      | $710273.79    | 0.04%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -194 | NC      | $-19109.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                             | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   3000000 | PA      | $2679555.57   | 0.16%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1813325.68   | 0.11%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                          | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4574666.49   | 0.27%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                        | Newmont Corp                                                                     | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2081831.62   | 0.12%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 2.600000 26-MAY-2032                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2249588 | OU      | $171609.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                         | MetLife Inc                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3007863.96   | 0.18%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                         | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      4050 | NS      | $297675.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                      | Salesforce Inc                                                                   | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1195898.58   | 0.07%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                       | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 896218AA2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $447415.20    | 0.03%             | 2032-07-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                              | American Honda Finance Corp                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $857697.01    | 0.05%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2068111.10   | 0.12%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                          | Sixth Street CLO XVI Ltd                                                         | CUSIP: 83012DAA1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743898.90    | 0.04%             | 2032-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                         | Stratus CLO 2021-2 Ltd                                                           | CUSIP: 86315VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $269324.70    | 0.02%             | 2029-12-28      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                         | Gulf Stream Meridian 1 Ltd                                                       | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489673.90    | 0.03%             | 2033-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TRSWAP: JNK US EQUITY                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    313713 | OU      | $-8483.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1993000 | PA      | $1952591.16   | 0.11%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2334000 | PA      | $1880868.63   | 0.11%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                            | LYB International Finance II BV                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |   1020000 | PA      | $944024.23    | 0.06%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                | FREMF 2018-KW05 Trust                                                            | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1923000 | PA      | $1583048.41   | 0.09%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| OAFIT A NOTE UPSIZE (PT2)                           | OAFIT A NOTE UPSIZE (PT2)                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    690000 | PA      | $458041.93    | 0.03%             | 2026-03-28      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Telefonica Emisiones SAU                            | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $240880.89    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HP INC                                              | HP Inc                                                                           | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $885207.21    | 0.05%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXXVIII Ltd                                                 | CUSIP: 55821KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $475696.45    | 0.03%             | 2034-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                   | Lam Research Corp                                                                | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3096250.60   | 0.18%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886030.10   | 0.11%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAP SE                                              | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      6500 | NS      | $670735.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Avenue Institutional Advisers CLO              | Park Avenue Institutional Advisers CLO Ltd 2021-2                                | CUSIP: 70018QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1460141.60   | 0.09%             | 2034-07-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                         | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   6020000 | PA      | $5626105.86   | 0.33%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                          | CF Industries Holdings Inc                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     37585 | NS      | $3202242.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                  | Vodafone Group PLC                                                               | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1968152.42   | 0.12%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | UNITED PARCEL SERVICE INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -79 | NC      | $-1027.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                          | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     50389 | NS      | $6946184.22   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                    | TotalEnergies SE                                                                 | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     44000 | NS      | $2731520.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | E-MINI RUSS 2000 MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -51 | NC      | $161180.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | INTUIT INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-13090.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                  | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1789882.84   | 0.11%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                               | Texas Instruments Inc                                                            | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2809875.12   | 0.16%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2897743.29   | 0.17%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                            | International Business Machines Corp                                             | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    605000 | PA      | $393699.71    | 0.02%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Biotech ETF                                | SPDR S&P Biotech ETF                                                             | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             | EC               | RF                | US        |     40000 | NS      | $3320000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                  | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     10800 | NS      | $2591568.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                            | CSX Corp                                                                         | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   6485000 | PA      | $6079652.61   | 0.36%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                  | 1Y RTP 4.500000 07-MAR-2023                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        | -85272000 | OU      | $-397292.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                    | Kilroy Realty LP                                                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    119000 | PA      | $84494.78     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                      | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430574 | PA      | $1986994.58   | 0.12%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                             | XPO Inc                                                                          | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      5166 | NS      | $171976.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-751582.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    119000 | PA      | $92632.41     | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                     | Republic Finance Issuance Trust 2020-A                                           | CUSIP: 76042EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $553216.74    | 0.03%             | 2030-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       160 | NC      | $240.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6128 | NS      | $479883.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       157 | NC      | $89882.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                            | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1959 | NS      | $738601.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                 | American Express Co                                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    616000 | PA      | $581425.18    | 0.03%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | LULULEMON ATHLETICA INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-18285.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      6036 | NS      | $2264224.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -79 | NC      | $-5451.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                               | Republic Services Inc                                                            | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2884444.95   | 0.17%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1912022.81   | 0.11%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                          | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     28035 | NS      | $14359246.65  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BG ENERGY CAPITAL PLC                               | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $242951.10    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | S+P500 EMINI FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       275 | NC      | $-2221170.94  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ENERGY SELECT SECTOR SPDR FUND                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        95 | NC      | $3230.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $112253.01    | 0.01%             | 2024-12-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1370 | NC      | $-20550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KraneShares CSI China Internet ETF                  | KraneShares CSI China Internet ETF                                               | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |     14430 | NS      | $435786.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                        | Fortive Corp                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     49893 | NS      | $3205625.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                                 | Cie de Saint-Gobain                                                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |    310548 | NS      | $15192255.80  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240715.38    | 0.01%             | 2032-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-19274.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZERO MASS WATER INC                                 | ZERO MASS WATER INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6084 | NS      | $223161.12    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Apple Inc                                           | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     35000 | NS      | $4547550.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1353000 | PA      | $1149299.30   | 0.07%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -155 | NC      | $-24257.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                         | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4F1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1827563 | PA      | $591167.42    | 0.03%             | 2051-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                           | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1218749.61   | 0.07%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                 | Elmwood CLO II Ltd                                                               | CUSIP: 29001RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $689835.98    | 0.04%             | 2034-04-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| INFORMA PLC                                         | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109136.28    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        16 | NC      | $11280.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XXIV Funding Ltd.                           | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230817.65    | 0.01%             | 2035-01-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                | Boston Properties LP                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    119000 | PA      | $90469.94     | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2270000 | PA      | $2150347.17   | 0.13%             | 2038-04-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| DEEP INSTINCT LTD                                   | DEEP INSTINCT LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    523592 | NS      | $3597077.04   | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROOF ACQUISITION CORP                              | PROOF ACQUISITION CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     24722 | NS      | $27935.86     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                              | ADOBE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        17 | NC      | $51.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                            | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $229381.36    | 0.01%             | 2024-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2380311.23   | 0.14%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd           | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    117211 | NS      | $8731047.39   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1107828.42   | 0.07%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                           | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   5346114 | NS      | $5346113.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                               | Rivian Automotive Inc                                                            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67729 | NS      | $1248245.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-20938.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                          | Alcoa Corp                                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      3261 | NS      | $148277.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | OTIS WORLDWIDE CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -108 | NC      | $-1080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    418000 | PA      | $409199.09    | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $859520.00    | 0.05%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                          | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1560754.60   | 0.09%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                  | Tricon Residential 2022-SFR2 Trust                                               | CUSIP: 89616QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1093751.40   | 0.06%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Signal Parent, Inc                                  | Signal Parent, Inc Term Loan B                                                   | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    989950 | PA      | $589841.77    | 0.03%             | 2028-04-03      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                  | Elmwood CLO I Ltd                                                                | CUSIP: 290015AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247470.55    | 0.01%             | 2033-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAN0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |    245096 | PA      | $241910.16    | 0.01%             | 2030-10-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                      | Pikes Peak Clo 11                                                                | CUSIP: 72132KAA3<br>LEI: 5493008O059R6VFBVX94 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1464207.60   | 0.09%             | 2034-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | KLA CORP                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-6880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | HUMANA INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        53 | NC      | $8082.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                           | Amgen Inc                                                                        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1750202.77   | 0.10%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd                  | Octagon 54 Ltd                                                                   | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1387855.35   | 0.08%             | 2034-07-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $852291.40    | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | KLA CORP                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        32 | NC      | $19840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1158759.70   | 0.07%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | DEXCOM INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       118 | NC      | $172280.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Loan ETF                             | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    985000 | NS      | $20222050.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2192269.83   | 0.13%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                       | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    159400 | NS      | $1760315.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                     | DR Horton Inc                                                                    | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2876563.66   | 0.17%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                 | Gilead Sciences Inc                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    119000 | PA      | $94363.90     | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                 | Gilead Sciences Inc                                                              | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1676029.48   | 0.10%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLYR WARRANTS                                       | FLYR WARRANTS                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      5576 | NS      | $82134.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SALT PAY CO LTD                                     | SALT PAY CO LTD                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       566 | NS      | $532849.38    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bank of America N.A.                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $8249.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | VISA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -194 | NC      | $-67415.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                            | Baxter International Inc                                                         | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1910595.39   | 0.11%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                               | Sixth Street CLO XVII Ltd                                                        | CUSIP: 83012GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $653129.70    | 0.04%             | 2034-01-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1190752.90   | 0.07%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-227.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    119000 | PA      | $90902.65     | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       313 | NS      | $630782.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | SERVICENOW INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -19 | NC      | $-117895.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VERSA NETWORKS INC                                  | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    195273 | NS      | $503804.34    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    149215 | NS      | $16555404.25  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLTA SERIES C                                      | VOLTA SERIES C                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      2492 | NS      | $319360.30    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $89332.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ALIGN TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        24 | NC      | $4140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1812358.74   | 0.11%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $742216.21    | 0.04%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     57698 | NS      | $21108236.32  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                           | Bunge Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      1404 | NS      | $140077.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                      | JPN 10Y BOND(OSE) MAR23                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -58 | NC      | $1172774.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO Ltd                                        | TICP CLO IX Ltd                                                                  | CUSIP: 87249AAG0<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237298.10    | 0.01%             | 2031-01-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      9690 | NS      | $381301.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     96157 | NS      | $8077188.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                               | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |    153726 | NS      | $21588446.41  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIFY HEALTH                                      | CLARIFY HEALTH                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318926 | NS      | $2487622.80   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $1802770.30   | 0.11%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ENERGY SELECT SECTOR SPDR FUND                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -95 | NC      | $-4750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                            | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    199586 | NS      | $6065794.78   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113490.19    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                             | Becton Dickinson and Co                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3812372.02   | 0.22%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                               | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1056558.89   | 0.06%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEEP INSTINCT LTD                                   | DEEP INSTINCT LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |     36915 | NS      | $214845.30    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $1986830.68   | 0.12%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                              | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1968776.68   | 0.12%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-6763.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1125816.15   | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    119000 | PA      | $92653.47     | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $452825.15    | 0.03%             | 2035-01-19      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                            | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $1746048.97   | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -72 | NC      | $-9900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | HUMANA INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                     | General Motors Financial Co Inc                                                  | CUSIP: 37046UPD7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   4905000 | PA      | $4874190.47   | 0.29%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        32 | NC      | $152320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYMBOTIC CORP CLASS A LEGENDED                      | SYMBOTIC CORP CLASS A LEGENDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21464 | NS      | $256280.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                            | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $118700.28    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -10 | NC      | $93588.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XVII Funding Ltd                            | Regatta XVII Funding Ltd                                                         | CUSIP: 75888DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228272.90    | 0.01%             | 2033-10-15      | Floating      | 11.69%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1094915.83   | 0.06%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3103353.64   | 0.18%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                               | Freedom Mortgage Corp                                                            | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1202440.00   | 0.07%             | 2024-11-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1753502.68   | 0.10%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                     | Weyerhaeuser Co                                                                  | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   1000000 | PA      | $835724.43    | 0.05%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                        | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     22000 | NS      | $860200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                              | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |    267052 | NS      | $17463830.13  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                          | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |    242500 | NS      | $5949488.87   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                    | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1365770.00   | 0.08%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       252 | NC      | $5418.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OAFIT A NOTE UPSIZE                                 | OAFIT A NOTE UPSIZE                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   7570000 | PA      | $5063839.91   | 0.30%             | 2024-01-21      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Mill City Solar Loan Ltd.                           | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1381432 | PA      | $1288871.13   | 0.08%             | 2043-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | MERCK + CO INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -151 | NC      | $-171762.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                              | ASTRAZENECA PLC                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |       117 | NC      | $66690.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                                   | Toyota Motor Corp                                                                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1685661.04   | 0.10%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $3826523.82   | 0.22%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    119000 | PA      | $90210.16     | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $731.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                    | Symphony CLO XXIII Ltd                                                           | CUSIP: 87167PAE0<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $456267.40    | 0.03%             | 2034-01-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109681.03    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock ESG Capital Allocation Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer