# EDGAR Filing Document

**Accession Number:** 0001020425
**File Stem:** 0001752724-23-044982
**Filing Date:** 2023-2
**Character Count:** 778263
**Document Hash:** 46b9d33d9616ac429941960401b3874e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044982.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044982

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LITMAN GREGORY FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001020425
- **IRS NUMBER:** 931215604
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07763
- **FILM NUMBER:** 23680249

**BUSINESS ADDRESS:**
- **STREET 1:** 1676 N. CALIFORNIA BLVD.
- **STREET 2:** SUITE 500
- **CITY:** WALNUT CREEK
- **STATE:** CA
- **ZIP:** 94596
- **BUSINESS PHONE:** (925) 254-8999

**MAIL ADDRESS:**
- **STREET 1:** 1676 N. CALIFORNIA BLVD.
- **STREET 2:** SUITE 500
- **CITY:** WALNUT CREEK
- **STATE:** CA
- **ZIP:** 94596

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980807

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19961226

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERS SELECT EQUITY FUND
- **DATE OF NAME CHANGE:** 19961213

## Series and Classes Contracts Data

### iMGP Alternative Strategies Fund (Series ID: S000033728)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000103965 | Institutional Class | MASFX           |
| C000103966 | Investor Class      | MASNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LITMAN GREGORY FUNDS TRUST

- **b. Investment Company Act file number:** 811-07763

- **c. CIK number of Registrant:** 0001020425

- **d. LEI of Registrant:** 549300RB4CD8N2IPVU55

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

  - **Street Address 1:** 1676 N. CALIFORNIA BLVD.

  - **City:** WALNUT CREEK

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94596

  - **Telephone number:** 925-254-8999

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

- **a. Name of Series:** iMGP Alternative Strategies Fund

- **b. EDGAR series identifier (if any):** S000033728

- **c. LEI of Series:** 5493000UX4PWLJLQ2737

**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:** $1033639313.94

**Total Liabilities:** $16674542.88

**Net Assets:** $1016964771.06

**Delayed Delivery Securities:** $1152096.29

**Cash Not Reported:** $8752573.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -125.49000000 | **1-Year:** -4540.82000000 | **5-Year:** -16879.04000000 | **10-Year:** -24211.99000000 | **30-Year:** -4010.83000000

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

- **3-Month:** -612.61000000 | **1-Year:** -17728.28000000 | **5-Year:** -49519.61000000 | **10-Year:** -30326.21000000 | **30-Year:** -6164.56000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000103966 | 0.97%                | 0.00%                | -0.11%               |
| Class ID C000103965 | 1.07%                | 0.00%                | -0.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7137940.31             | $13455246.00                               |
| Month 2  | $-586818.36              | $17856696.00                               |
| Month 3  | $2575090.34              | $-6842727.28                               |

**Designated Index Information**

- **Index Name:** 65% US Agg / 35% Russell 3000

- **Index Identifier:** 65% LBUSTRUU / 35% RAY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cano Health Inc                                | Cano Health Inc                                                                                                                  | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      82957 | NS      | $113651.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                        | Long: SNNGS     TRS GBP R E SNN LN RE / Short: SNNGS     TRS GBP P V 01MSONIO SONIO/N+45BPS                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |    1054359 | OU      | $1897.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     365000 | PA      | $304410.00    | 0.03%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11440793 | PA      | $445610.87    | 0.04%             | 2050-08-20      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                    | Swedish Orphan Biovitrum AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      65964 | NS      | $1365977.82   | 0.13%             |  |  |  | No            |                  1 | 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        |     300000 | PA      | $258382.50    | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2013-II Ltd                                                                                                         | CUSIP: 12549BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     205000 | PA      | $193543.58    | 0.02%             | 2030-10-18      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3964293 CDS USD R V 03MEVENT SP3964293PRO CCPCORPORATE / Short: BP3964293 CDS USD P F  1.00000 SP3964293FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $-125267.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22860238 | PA      | $184626.14    | 0.02%             | 2029-11-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust            | CitiMortgage Alternative Loan Trust Series 2006-A5                                                                               | CUSIP: 18974BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149391 | PA      | $9431.77      | 0.00%             | 2036-10-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                           | Cengage Learning Inc                                                                                                             | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |     460000 | PA      | $439408.10    | 0.04%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lead Edge Growth Opportunities Ltd             | Lead Edge Growth Opportunities Ltd                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1510 | NS      | $15553.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382HKF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6741057 | PA      | $666352.76    | 0.07%             | 2050-08-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2019-1 Ltd                                                                                                              | CUSIP: 92917QAE1<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $409317.50    | 0.04%             | 2031-04-15      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 2254W0PC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972112 | PA      | $550894.67    | 0.05%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3966644 CDS EUR R V 03MEVENT SP3966644PRO CCPCORPORATE / Short: BP3966644 CDS EUR P F  5.00000 SP3966644FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3800000 | OU      | $-449004.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973349 CDS USD R F  1.00000 SP3973349FEE CCPCORPORATE / Short: SP3973349 CDS USD P V 03MEVENT SP3973349PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $6772.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967869 CDS USD R V 03MEVENT SP3967869PRO CCPCORPORATE / Short: BP3967869 CDS USD P F  1.00000 SP3967869FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3200000 | OU      | $63071.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3963999 CDS USD R V 03MEVENT SP3963999PRO CCPCORPORATE / Short: BP3963999 CDS USD P F  1.00000 SP3963999FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $-51424.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                           | Colombia Government International Bond                                                                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     500000 | PA      | $341674.64    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTRA ZOGENIX INC                             | CONTRA ZOGENIX INC                                                                                                               | CUSIP: 989CVR014<br>LEI: N/A                  | N/A              | DE               |  | US        |      67864 | NS      | $49886.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2021-NQM1                                                                                                                   | CUSIP: 126407AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $691463.63    | 0.07%             | 2065-05-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3966150 CDS USD R F  5.00000 SP3966150FEE CCPCORPORATE / Short: SP3966150 CDS USD P V 03MEVENT SP3966150PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7100000 | OU      | $1112551.04   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                 | HarborView Mortgage Loan Trust 2004-11                                                                                           | CUSIP: 41161PKA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184684 | PA      | $153246.46    | 0.02%             | 2035-01-19      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        726 | NS      | $34586.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38377QY84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     199822 | PA      | $192034.41    | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2021-7                                                                                                | CUSIP: 92538QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1204175.60   | 0.12%             | 2066-10-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ESM Acquisition Corp                           | ESM Acquisition Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          2 | NS      | $20.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9472465 | PA      | $524376.74    | 0.05%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970740 CDS USD R F  1.00000 SP3970740FEE CCPCORPORATE / Short: SP3970740 CDS USD P V 03MEVENT SP3970740PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $-239088.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                        | Booz Allen Hamilton Inc                                                                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     915000 | PA      | $806653.87    | 0.08%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flame Acquisition Corp                         | Flame Acquisition Corp                                                                                                           | CUSIP: 33850F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13902 | NS      | $139715.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2019-G                                                                                 | CUSIP: 63941JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $144128.88    | 0.01%             | 2068-10-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                  | BlackRock Inc                                                                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |         56 | NS      | $39683.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970076 CDS USD R F  5.00000 SP3970076FEE CCPCORPORATE / Short: SP3970076 CDS USD P V 03MEVENT SP3970076PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $71659.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                | Barings BDC Inc                                                                                                                  | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     405000 | PA      | $344281.07    | 0.03%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR3                                                                                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355000 | PA      | $303591.46    | 0.03%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974340 CDS USD R V 03MEVENT SP3974340PRO CCPCORPORATE / Short: BP3974340 CDS USD P F  1.00000 SP3974340FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-5634.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962437 CDS USD R V 03MEVENT SP3962437PRO CCPCORPORATE / Short: BP3962437 CDS USD P F  1.00000 SP3962437FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8400000 | OU      | $172961.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                       | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     691000 | PA      | $636621.76    | 0.06%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $47845.00     | 0.00%             | 2025-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                      | United Parcel Service Inc                                                                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        423 | NS      | $73534.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968321 CDS USD R F  1.00000 SP3968321FEE CCPCORPORATE / Short: SP3968321 CDS USD P V 03MEVENT SP3968321PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3600000 | OU      | $8084.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mason Industrial Technology Inc                | Mason Industrial Technology Inc                                                                                                  | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10143 | NS      | $101125.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverbed Technology, Inc.                      | Riverbed Technology, Inc. 2021 PIK Exit Term Loan                                                                                | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |     559492 | PA      | $241840.62    | 0.02%             | 2026-12-07      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                             | UEP Penonome II SA                                                                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     369311 | PA      | $273752.05    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Biote Corp                                     | Biote Corp                                                                                                                       | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               |  | US        |         24 | NS      | $7.39         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        173 | NS      | $46163.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                            | Viavi Solutions Inc                                                                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1125044.99   | 0.11%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 3136B5NQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6928646 | PA      | $652770.60    | 0.06%             | 2049-07-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                    | Embarq Corp                                                                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $432164.63    | 0.04%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31396VSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     322416 | PA      | $22615.01     | 0.00%             | 2037-05-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380QNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7023125 | PA      | $400099.72    | 0.04%             | 2070-11-20      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities  | First Horizon Alternative Mortgage Securities Trust 2007-FA4                                                                     | CUSIP: 32052WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215036 | PA      | $90052.45     | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2020-SFR3 Trust                                                                                             | CUSIP: 74333AAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     255000 | PA      | $223718.00    | 0.02%             | 2027-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | ABBOTT LABORATORIES                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-672.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART INC/PETSMART FI                       | PetSmart Inc / PetSmart Finance Corp                                                                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $470533.75    | 0.05%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974160 CDS EUR R F  1.00000 SP3974160FEE CCPCORPORATE / Short: SP3974160 CDS EUR P V 03MEVENT SP3974160PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-10022.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2005-ALT1                                                                                               | CUSIP: 466247XK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1454028 | PA      | $1141393.46   | 0.11%             | 2035-10-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                             | STORE Capital Corp                                                                                                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |     196175 | NS      | $6289370.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     330000 | PA      | $269161.20    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rogers Corp                                    | Rogers Corp                                                                                                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      22208 | NS      | $2650302.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-13900.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                   | Upstart Securitization Trust 2021-2                                                                                              | CUSIP: 91680F102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1000 | PA      | $223309.43    | 0.02%             | 2031-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                         | China Evergrande Group                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $15147.53     | 0.00%             | 2025-06-28      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | JPN YEN CURR FUT DEC22                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -1 | NC      | $-3017.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VTR FINANCE BV                                 | VTR Finance NV                                                                                                                   | CUSIP: 000000000<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $196232.60    | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SoftBank Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     205000 | PA      | $165537.50    | 0.02%             | 2031-07-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                          | Prospect Capital Corp                                                                                                            | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     722000 | PA      | $555014.93    | 0.05%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                | RingCentral Inc                                                                                                                  | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     300000 | PA      | $237000.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Biffa PLC                                      | Biffa PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 2138008RB4WDK7HYYS91 | Long             | EC               | CORP              | GB        |     310409 | NS      | $1527265.37   | 0.15%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380QQG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10344860 | PA      | $499521.23    | 0.05%             | 2070-09-20      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     500000 | PA      | $393229.06    | 0.04%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 Trust                             | Aaset 2021-1 Trust                                                                                                               | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     341058 | PA      | $273461.16    | 0.03%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973103 CDS EUR R V 03MEVENT SP3973103PRO CCPCORPORATE / Short: BP3973103 CDS EUR P F  1.00000 SP3973103FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $-10790.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA Group PLC                                | AVEVA Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800XHATUM2LFMKG16 | Long             | EC               | CORP              | GB        |      54196 | NS      | $2102989.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                     | FIXED INC CLEARING CORP.REPO                                                                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  247795000 | PA      | $247795000.00 | 24.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974047 CDS USD R V 03MEVENT SP3974047PRO CCPCORPORATE / Short: BP3974047 CDS USD P F  5.00000 SP3974047FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $-39967.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Holdings FP                              | SOUND HOLDINGS FP                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17500 | NS      | $1021015.43   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                     | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1236637.21   | 0.12%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                 | Ziff Davis Inc                                                                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     300000 | PA      | $254386.50    | 0.03%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974294 CDS USD R F  1.00000 SP3974294FEE CCPCORPORATE / Short: SP3974294 CDS USD P V 03MEVENT SP3974294PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $1219.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3962785 CDS EUR R F  1.00000 SP3962785FEE CCPCORPORATE / Short: SP3962785 CDS EUR P V 03MEVENT SP3962785PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8400000 | OU      | $-175091.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962651 CDS USD R V 03MEVENT SP3962651PRO CCPCORPORATE / Short: BP3962651 CDS USD P F  1.00000 SP3962651FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8200000 | OU      | $-3817.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2003-22CB                                                                                                 | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74860 | PA      | $72886.26     | 0.01%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971369 CDS EUR R F  1.00000 SP3971369FEE CCPCORPORATE / Short: SP3971369 CDS EUR P V 03MEVENT SP3971369PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-21858.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137FFBT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6166474 | PA      | $972189.04    | 0.10%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AKEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1335077 | PA      | $98131.75     | 0.01%             | 2042-01-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A24U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302353 | PA      | $288858.41    | 0.03%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     750000 | PA      | $599865.00    | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capital II             | Apollo Strategic Growth Capital II                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       2792 | NS      | $28673.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                              | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $162331.31    | 0.02%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973664 CDS USD R V 03MEVENT SP3973664PRO CCPCORPORATE / Short: BP3973664 CDS USD P F  5.00000 SP3973664FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-78721.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3960536 CDS EUR R V 03MEVENT SP3960536PRO CCPCORPORATE / Short: BP3960536 CDS EUR P F  1.00000 SP3960536FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7750000 | OU      | $-122709.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        242 | NS      | $50110.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                             | Rithm Capital Corp                                                                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    1410000 | PA      | $1267420.31   | 0.12%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loans 2017-2 LLC                                                                                                    | CUSIP: 61946GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     916294 | PA      | $854492.72    | 0.08%             | 2043-06-22      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $1901535.03   | 0.19%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        580 | NS      | $102457.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2270352.48   | 0.22%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2004-HYB4                                                                                        | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4899 | PA      | $4415.07      | 0.00%             | 2034-09-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT INTL LTD                             | MCDERMOTT INTL LTD                                                                                                               | CUSIP: 58004K109<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     590897 | NS      | $189087.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $589.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST               | WFRBS Commercial Mortgage Trust 2014-C20                                                                                         | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $259071.09    | 0.03%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38381E2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15177735 | PA      | $932418.36    | 0.09%             | 2064-01-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2007-A1                                                                                                 | CUSIP: 46630GAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16631 | PA      | $15723.61     | 0.00%             | 2035-07-25      | Variable      | 3.94%                 | No            |                  3 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     500000 | PA      | $360701.07    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RR 2 LTD                                       | RR 2 Ltd                                                                                                                         | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $440332.50    | 0.04%             | 2036-04-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                       | Ionis Pharmaceuticals Inc                                                                                                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     145000 | PA      | $134578.13    | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3961548 CDS EUR R V 03MEVENT SP3961548PRO CCPCORPORATE / Short: BP3961548 CDS EUR P F  1.00000 SP3961548FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $325265.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3231854.25   | 0.32%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972506 CDS EUR R F  1.00000 SP3972506FEE CCPCORPORATE / Short: SP3972506 CDS EUR P V 03MEVENT SP3972506PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1350000 | OU      | $-3552.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altra Industrial Motion Corp                   | Altra Industrial Motion Corp                                                                                                     | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      42227 | NS      | $2523063.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79492.35     | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38375XRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121164 | PA      | $8972.33      | 0.00%             | 2038-08-20      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                               | Enstar Group Ltd                                                                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    2194000 | PA      | $1612682.81   | 0.16%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971088 CDS EUR R V 03MEVENT SP3971088PRO CCPCORPORATE / Short: BP3971088 CDS EUR P F  1.00000 SP3971088FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $144002.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | BROADCOM INC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964361 CDS USD R F  1.00000 SP3964361FEE CCPCORPORATE / Short: SP3964361 CDS USD P V 03MEVENT SP3964361PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $14497.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | DUKE ENERGY CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -3 | NC      | $-645.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377REC4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     355000 | PA      | $317868.63    | 0.03%             | 2027-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust               | IndyMac INDX Mortgage Loan Trust 2005-AR11                                                                                       | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202173 | PA      | $162052.98    | 0.02%             | 2035-08-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28809 | PA      | $1119.90      | 0.00%             | 2040-02-25      | Floating      | 0.41%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        119 | NS      | $63091.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                         | COCA-COLA CO/THE                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -9 | NC      | $-1143.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                    | Aker BP ASA                                                                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     435000 | PA      | $384656.22    | 0.04%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     170000 | PA      | $135042.00    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     520000 | PA      | $440573.32    | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7154536 | PA      | $1156383.41   | 0.11%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ACSU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79948 | PA      | $4023.75      | 0.00%             | 2041-07-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                              | Vibrantz Technologies Inc                                                                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     285000 | PA      | $215070.10    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974621 CDS EUR R V 03MEVENT SP3974621PRO CCPCORPORATE / Short: BP3974621 CDS EUR P F  1.00000 SP3974621FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-3871.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     315000 | PA      | $266950.45    | 0.03%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust         | UBS-Barclays Commercial Mortgage Trust 2013-C5                                                                                   | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $914645.70    | 0.09%             | 2046-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Farfetch US Holdings, Inc                      | Farfetch US Holdings, Inc Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     211000 | PA      | $192010.00    | 0.02%             | 2027-10-20      | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |          1 | NC      | $186.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust         | Residential Asset Securitization Trust 2006-A8                                                                                   | CUSIP: 761119AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     196150 | PA      | $129394.70    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                  | RFMSI Series 2006-S4 Trust                                                                                                       | CUSIP: 762010AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290153 | PA      | $237656.39    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973080 CDS EUR R V 03MEVENT SP3973080PRO CCPCORPORATE / Short: BP3973080 CDS EUR P F  1.00000 SP3973080FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $-9204.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3964866 CDS USD R V 03MEVENT SP3964866PRO CCPCORPORATE / Short: BP3964866 CDS USD P F  5.00000 SP3964866FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7800000 | OU      | $-17506.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                     | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                                                                       | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     224960 | PA      | $184508.56    | 0.02%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                                                                           | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $192270.00    | 0.02%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Magnachip Semiconductor Corp                   | Magnachip Semiconductor Corp                                                                                                     | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      78290 | NS      | $735143.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding Corporation            | Banc of America Funding 2006-B Trust                                                                                             | CUSIP: 058928AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225584 | PA      | $186040.19    | 0.02%             | 2036-03-20      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970188 CDS USD R F  5.00000 SP3970188FEE CCPCORPORATE / Short: SP3970188 CDS USD P V 03MEVENT SP3970188PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $65102.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GX Acquisition Corp II                         | GX Acquisition Corp II                                                                                                           | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8746 | NS      | $87547.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973765 CDS USD R V 03MEVENT SP3973765PRO CCPCORPORATE / Short: BP3973765 CDS USD P F  5.00000 SP3973765FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $-67158.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                     | Amdocs Ltd                                                                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     430000 | PA      | $350934.43    | 0.03%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                       | Nufarm Australia Ltd / Nufarm Americas Inc                                                                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     644000 | PA      | $558888.96    | 0.05%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESC CB144A INTELSAT JA                         | ESC CB144A INTELSAT JA                                                                                                           | CUSIP: 458ESCAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     825000 | PA      | $0.01         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963652 CDS EUR R F  1.00000 SP3963652FEE CCPCORPORATE / Short: SP3963652 CDS EUR P V 03MEVENT SP3963652PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8150000 | OU      | $-36772.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                       | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1005000 | PA      | $141182.48    | 0.01%             | 2024-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                           | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     240000 | PA      | $199014.98    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $28152.31     | 0.00%             | 2025-07-23      | Fixed         | 9.95%                 | Yes           |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                            | Banco Davivienda SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $231750.00    | 0.02%             | 2031-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968062 CDS EUR R F  1.00000 SP3968062FEE CCPCORPORATE / Short: SP3968062 CDS EUR P V 03MEVENT SP3968062PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3250000 | OU      | $55211.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                    | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2                                                                        | CUSIP: 590219AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2938 | PA      | $2845.27      | 0.00%             | 2036-05-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | DOLLAR INDEX DEC22                                                                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |          3 | NC      | $-10583.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                               | Wells Fargo & Co                                                                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      53910 | NS      | $2225943.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971134 CDS EUR R V 03MEVENT SP3971134PRO CCPCORPORATE / Short: BP3971134 CDS EUR P F  1.00000 SP3971134FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1050000 | OU      | $10809.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | DEVON ENERGY CORP                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-55.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     955000 | PA      | $708344.51    | 0.07%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PJ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22233 | PA      | $1350.82      | 0.00%             | 2037-11-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                        | United Airlines 2020-1 Class B Pass Through Trust                                                                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     121920 | PA      | $116186.24    | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972999 CDS EUR R V 03MEVENT SP3972999PRO CCPCORPORATE / Short: BP3972999 CDS EUR P F  1.00000 SP3972999FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $1551.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |          1 | NC      | $480.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                           | Commercial Metals Co                                                                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78423.44     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973024 CDS EUR R V 03MEVENT SP3973024PRO CCPCORPORATE / Short: BP3973024 CDS EUR P F  1.00000 SP3973024FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $18706.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973967 CDS USD R F  5.00000 SP3973967FEE CCPCORPORATE / Short: SP3973967 CDS USD P V 03MEVENT SP3973967PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $79079.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | JOHNSON + JOHNSON                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-652.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973888 CDS EUR R F  5.00000 SP3973888FEE CCPCORPORATE / Short: SP3973888 CDS EUR P V 03MEVENT SP3973888PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     900000 | OU      | $175278.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Colonnade Acquisition Corp II                  | Colonnade Acquisition Corp II                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       2780 | NS      | $170.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3970436 CDS EUR R V 03MEVENT SP3970436PRO CCPCORPORATE / Short: BP3970436 CDS EUR P F  1.00000 SP3970436FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2850000 | OU      | $-11080.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2018-TWR                                                                                       | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1503000 | PA      | $1205886.66   | 0.12%             | 2031-07-15      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                             | NextEra Energy Inc                                                                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        851 | NS      | $71143.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.              | Vantage Specialty Chemicals, Inc. 2017 1st Lien Term Loan                                                                        | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |     469704 | PA      | $459781.48    | 0.05%             | 2024-10-28      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31396YN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     944827 | PA      | $68181.09     | 0.01%             | 2038-04-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     395000 | PA      | $393427.90    | 0.04%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1215000 | PA      | $909190.58    | 0.09%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969074 CDS EUR R F  1.00000 SP3969074FEE CCPCORPORATE / Short: SP3969074 CDS EUR P V 03MEVENT SP3969074PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-3231.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO, Ltd.                     | Unity-Peace Park CLO Ltd                                                                                                         | CUSIP: 913319AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     500000 | PA      | $452083.50    | 0.04%             | 2035-04-20      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SoftBank Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $498627.00    | 0.05%             | 2028-07-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos Inc                          | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $111533.49    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2013-PEMB                                                                                      | CUSIP: 36197VAE8<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $931355.78    | 0.09%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| LIGHTNING EMOTORS INC                          | Lightning eMotors Inc                                                                                                            | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |     257000 | PA      | $52685.00     | 0.01%             | 2024-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | E-MINI RUSS 2000 DEC22                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          2 | NC      | $-11809.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A9AP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     766729 | PA      | $63000.85     | 0.01%             | 2042-10-25      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-123045.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974092 CDS USD R V 03MEVENT SP3974092PRO CCPCORPORATE / Short: BP3974092 CDS USD P F  1.00000 SP3974092FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $7398.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974586 CDS EUR R V 03MEVENT SP3974586PRO CCPCORPORATE / Short: BP3974586 CDS EUR P F  1.00000 SP3974586FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $430.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XLV Ltd                                                                                                     | CUSIP: 55820DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $459870.00    | 0.05%             | 2034-07-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2019-PLND                                                                                         | CUSIP: 61691XAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1508000 | PA      | $1018608.01   | 0.10%             | 2036-05-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Silver Spike Acquisition Corp II               | Silver Spike Acquisition Corp II                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        440 | NS      | $13.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Coastal Acquisition Corp              | Atlantic Coastal Acquisition Corp                                                                                                | CUSIP: 048453112<br>LEI: 549300DD1GOILOBIY455 | N/A              | DE               |  | US        |       5560 | NS      | $278.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974441 CDS EUR R F  1.00000 SP3974441FEE CCPCORPORATE / Short: SP3974441 CDS EUR P V 03MEVENT SP3974441PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-11205.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Education Funding Trust                        | Education Funding Trust Trust                                                                                                    | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     293782 | PA      | $271485.19    | 0.03%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92607 | PA      | $7735.65      | 0.00%             | 2036-08-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398FQA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144785 | PA      | $6135.12      | 0.00%             | 2036-09-25      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     305000 | PA      | $157329.06    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MERCK + CO INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -3 | NC      | $-654.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                          | Waste Connections Inc                                                                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     425000 | PA      | $340492.15    | 0.03%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                | iHeartMedia Inc                                                                                                                  | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24160 | NS      | $148100.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackhawk Network Holdings, Inc                | Blackhawk Network Holdings, Inc 2018 2nd Lien Term Loan                                                                          | CUSIP: 05549YAB8<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     125000 | PA      | $107718.75    | 0.01%             | 2026-06-15      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                             | Eldorado Gold Corp                                                                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    1660000 | PA      | $1454379.05   | 0.14%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S FARMING REALTY TRUST                       | U.S FARMING REALTY TRUST LIMITED PARTNERSHIP                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1300000 | NS      | $1356862.00   | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| KALEYRA INC                                    | Kaleyra Inc                                                                                                                      | CUSIP: 483379AA1<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $932063.03    | 0.09%             | 2026-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVEO Pharmaceuticals Inc                       | AVEO Pharmaceuticals Inc                                                                                                         | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |      67297 | NS      | $1006090.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XVII LP                                                                                                                      | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $743537.00    | 0.07%             | 2031-10-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        720 | NS      | $116359.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Master Issuer LLC               | Planet Fitness Master Issuer LLC                                                                                                 | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     756600 | PA      | $630069.24    | 0.06%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973316 CDS USD R F  5.00000 SP3973316FEE CCPCORPORATE / Short: SP3973316 CDS USD P V 03MEVENT SP3973316PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-122402.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust     | JPMBB Commercial Mortgage Securities Trust 2015-C27                                                                              | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78000 | PA      | $63607.59     | 0.01%             | 2048-02-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                             | Teladoc Health Inc                                                                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |     865000 | PA      | $668813.50    | 0.07%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ESCROW ALTEGRITY INC                           | ESCROW ALTEGRITY INC                                                                                                             | CUSIP: 021ESC017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     114390 | NS      | $423243.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Ferguson PLC                                   | Ferguson PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |       9510 | NS      | $1207484.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $514615.16    | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD            | Octagon Investment Partners XVI Ltd                                                                                              | CUSIP: 67590DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $274354.50    | 0.03%             | 2030-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974418 CDS USD R V 03MEVENT SP3974418PRO CCPCORPORATE / Short: BP3974418 CDS USD P F  1.00000 SP3974418FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-244.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3975071 CDS EUR R V 03MEVENT SP3975071PRO CCPCORPORATE / Short: BP3975071 CDS EUR P F  1.00000 SP3975071FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3850000 | OU      | $-90746.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1567977.38   | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382YHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14596417 | PA      | $845367.53    | 0.08%             | 2071-11-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Ares Acquisition Corp                          | Ares Acquisition Corp                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       6668 | NS      | $67813.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                       | Provincia de Buenos Aires/Government Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   15545000 | PA      | $92853.13     | 0.01%             | 2025-04-12      | Fixed         | 72.91%                | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                                  | Cable One Inc                                                                                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3952.50      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                         | GSAA Home Equity Trust 2006-10                                                                                                   | CUSIP: 362375AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     545360 | PA      | $145522.16    | 0.01%             | 2036-06-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27068948 | PA      | $1629853.86   | 0.16%             | 2032-07-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust         | Residential Asset Securitization Trust 2007-A1                                                                                   | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226561 | PA      | $78389.38     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973990 CDS USD R F  5.00000 SP3973990FEE CCPCORPORATE / Short: SP3973990 CDS USD P V 03MEVENT SP3973990PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $66403.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970380 CDS EUR R F  1.00000 SP3970380FEE CCPCORPORATE / Short: SP3970380 CDS EUR P V 03MEVENT SP3970380PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2850000 | OU      | $-17510.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963876 CDS USD R F  1.00000 SP3963876FEE CCPCORPORATE / Short: SP3963876 CDS USD P V 03MEVENT SP3963876PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $49782.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                            | Emera US Finance LP                                                                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2604000 | PA      | $2052054.60   | 0.20%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                            | Xerox Holdings Corp                                                                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     580000 | PA      | $465203.71    | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1520535.53   | 0.15%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust            | CitiMortgage Alternative Loan Trust Series 2007-A6                                                                               | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1343191 | PA      | $1149842.35   | 0.11%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp                     | FTAC Hera Acquisition Corp                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1678 | NS      | $16939.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962066 CDS USD R V 03MEVENT SP3962066PRO CCPCORPORATE / Short: BP3962066 CDS USD P F  5.00000 SP3962066FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7350000 | OU      | $-874131.24   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Flame Acquisition Corp                         | Flame Acquisition Corp                                                                                                           | CUSIP: 33850F116<br>LEI: N/A                  | N/A              | DE               |  | US        |       6951 | NS      | $5074.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2470418 | PA      | $1752796.86   | 0.17%             | 2037-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                         | SLM Private Credit Student Loan Trust 2003-A                                                                                     | CUSIP: 78443CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134000 | PA      | $130872.57    | 0.01%             | 2032-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973204 CDS USD R F  1.00000 SP3973204FEE CCPCORPORATE / Short: SP3973204 CDS USD P V 03MEVENT SP3973204PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $-7883.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | THL Credit Wind River 2014-2 CLO Ltd                                                                                             | CUSIP: 87245LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $75918.00     | 0.01%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3970335 CDS USD R V 03MEVENT SP3970335PRO CCPCORPORATE / Short: BP3970335 CDS USD P F  5.00000 SP3970335FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2650000 | OU      | $-351937.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3960929 CDS USD R F  1.00000 SP3960929FEE CCPCORPORATE / Short: SP3960929 CDS USD P V 03MEVENT SP3960929PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $142589.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C7                                                                                          | CUSIP: 92936TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $162000.00    | 0.02%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD                         | Canyon CLO 2021-4 Ltd                                                                                                            | CUSIP: 13877QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $892211.00    | 0.09%             | 2034-10-15      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Vivint Smart Home Inc                          | Vivint Smart Home Inc                                                                                                            | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     191716 | NS      | $2281420.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS                          | Dick's Sporting Goods Inc                                                                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     921000 | PA      | $723790.88    | 0.07%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                       | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $37999.95     | 0.00%             | 2027-01-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974070 CDS USD R V 03MEVENT SP3974070PRO CCPCORPORATE / Short: BP3974070 CDS USD P F  1.00000 SP3974070FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $41080.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969502 CDS EUR R V 03MEVENT SP3969502PRO CCPCORPORATE / Short: BP3969502 CDS EUR P F  1.00000 SP3969502FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5000000 | OU      | $136618.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR10 Trust                                                                                            | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3499187 | PA      | $2880816.99   | 0.28%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                             | Battalion Oil Corp                                                                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      18829 | NS      | $182829.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    2179000 | PA      | $2021839.63   | 0.20%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     685000 | PA      | $616330.79    | 0.06%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AGNT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14996 | PA      | $11415.59     | 0.00%             | 2041-10-15      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969670 CDS EUR R F  5.00000 SP3969670FEE CCPCORPORATE / Short: SP3969670 CDS EUR P V 03MEVENT SP3969670PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2800000 | OU      | $341478.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382JPV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6007003 | PA      | $782439.16    | 0.08%             | 2050-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                           | CWT Travel Group Inc                                                                                                             | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     124674 | PA      | $105985.37    | 0.01%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                             | Logan Group Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $45000.00     | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Byju's Alpha, Inc.                             | Byju's Alpha, Inc. Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: 254900EAJ040Y8AVVN71 | Long             | LON              | CORP              | US        |     321750 | PA      | $259467.24    | 0.03%             | 2026-11-24      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2020-GSL           | Legacy Mortgage Asset Trust 2020-GS1                                                                                             | CUSIP: 52474PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     758376 | PA      | $754482.94    | 0.07%             | 2059-10-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                        | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     325000 | PA      | $292500.00    | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3965777 CDS USD R V 03MEVENT SP3965777PRO CCPCORPORATE / Short: BP3965777 CDS USD P F  1.00000 SP3965777FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7900000 | OU      | $-200744.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                   | Ecopetrol SA                                                                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     500000 | PA      | $349417.17    | 0.03%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968747 CDS USD R V 03MEVENT SP3968747PRO CCPCORPORATE / Short: BP3968747 CDS USD P F  5.00000 SP3968747FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-384429.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc                                                                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         87 | NS      | $47910.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA GROUP LTD                                  | HTA Group Ltd/Mauritius                                                                                                          | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     875000 | PA      | $813750.00    | 0.08%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Theta Capital Pte Ltd                          | Theta Capital Pte Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $130040.00    | 0.01%             | 2026-10-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                         | HORIZON THERAPEUTICS PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         51 | NC      | $1912.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         67 | NS      | $30585.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Landcadia Holdings IV Inc                      | Landcadia Holdings IV Inc                                                                                                        | CUSIP: 51477A203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16705 | NS      | $167885.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972641 CDS USD R F  1.00000 SP3972641FEE CCPCORPORATE / Short: SP3972641 CDS USD P V 03MEVENT SP3972641PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $5366.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                                                                      | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $70960.48     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                        | ASP Unifrax Holdings Inc                                                                                                         | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     260000 | PA      | $165360.00    | 0.02%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     400000 | PA      | $329042.71    | 0.03%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                    | SREIT Trust 2021-MFP2                                                                                                            | CUSIP: 85236WCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $601585.47    | 0.06%             | 2036-11-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                      | Holcim AG                                                                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      78250 | NS      | $4053895.26   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PT PERTAMINA (PERSERO)                         | Pertamina Persero PT                                                                                                             | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $216779.81    | 0.02%             | 2060-02-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| M/I HOMES INC                                  | M/I Homes Inc                                                                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     540000 | PA      | $436705.22    | 0.04%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970852 CDS USD R F  1.00000 SP3970852FEE CCPCORPORATE / Short: SP3970852 CDS USD P V 03MEVENT SP3970852PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-358387.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     800000 | PA      | $597170.47    | 0.06%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V. EQUITY                       | BRIGHT BIDCO B.V. EQUITY                                                                                                         | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |       3818 | NS      | $71110.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                          | Uber Technologies Inc                                                                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      23770 | NS      | $587832.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971437 CDS EUR R F  1.00000 SP3971437FEE CCPCORPORATE / Short: SP3971437 CDS EUR P V 03MEVENT SP3971437PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-8395.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAPS LTD                                       | MAPS 2018-1 Ltd                                                                                                                  | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     406840 | PA      | $363706.86    | 0.04%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31398KZS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47780 | PA      | $3059.28      | 0.00%             | 2039-11-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4044.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                        | AI Candelaria Spain SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     250000 | PA      | $190520.00    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                            | Block Financial LLC                                                                                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $59736.98     | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2595000 | PA      | $2542289.06   | 0.25%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust               | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                                                        | CUSIP: 45660NU45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116816 | PA      | $101011.30    | 0.01%             | 2034-09-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967926 CDS USD R V 03MEVENT SP3967926PRO CCPCORPORATE / Short: BP3967926 CDS USD P F  1.00000 SP3967926FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $-195.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RKPF OVERSEAS 2019 E LTD                       | RKPF Overseas 2019 E Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900XA3OBXDNCGJ520 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $141387.98    | 0.01%             | 2024-11-18      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974575 CDS EUR R V 03MEVENT SP3974575PRO CCPCORPORATE / Short: BP3974575 CDS EUR P F  1.00000 SP3974575FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-7670.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                                                                 | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     650000 | PA      | $580392.11    | 0.06%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                                                              | CUSIP: 83368RAY8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     895000 | PA      | $706877.04    | 0.07%             | 2035-07-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                         | Mexico City Airport Trust                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     600000 | PA      | $463407.00    | 0.05%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968129 CDS EUR R V 03MEVENT SP3968129PRO CCPCORPORATE / Short: BP3968129 CDS EUR P F  1.00000 SP3968129FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4800000 | OU      | $132059.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-197.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3964787 CDS USD R V 03MEVENT SP3964787PRO CCPCORPORATE / Short: BP3964787 CDS USD P F  5.00000 SP3964787FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8200000 | OU      | $1188935.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398FC82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30869 | PA      | $1305.63      | 0.00%             | 2037-04-25      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                                 | CUSIP: 9128282D1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     645000 | PA      | $630588.57    | 0.06%             | 2023-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | CAD CURRENCY FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -12 | NC      | $-1560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3965722 CDS USD R F  1.00000 SP3965722FEE CCPCORPORATE / Short: SP3965722 CDS USD P V 03MEVENT SP3965722PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $-16693.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2234000 | PA      | $1747198.49   | 0.17%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ACJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92434 | PA      | $6486.73      | 0.00%             | 2041-06-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                       | Triton Water Holdings Inc                                                                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     270000 | PA      | $216928.79    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                               | Air Methods Corp                                                                                                                 | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |     460000 | PA      | $25086.10     | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     219000 | PA      | $204020.87    | 0.02%             | 2032-05-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3963854 CDS EUR R V 03MEVENT SP3963854PRO CCPCORPORATE / Short: BP3963854 CDS EUR P F  1.00000 SP3963854FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $-66420.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                            | Kenbourne Invest SA                                                                                                              | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |     513000 | PA      | $489199.37    | 0.05%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-27002.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2020-3                                                                                                       | CUSIP: 26253AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $252401.59    | 0.02%             | 2026-06-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.           | Octagon Investment Partners 29 Ltd                                                                                               | CUSIP: 67591KAE9<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $882832.00    | 0.09%             | 2033-01-24      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                          | Lehman Mortgage Trust 2007-1                                                                                                     | CUSIP: 52521FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     894987 | PA      | $855873.78    | 0.08%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bristol Park CLO, Ltd.                         | Bristol Park CLO LTD                                                                                                             | CUSIP: 11014PAN5<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |     260000 | PA      | $247586.04    | 0.02%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                                                               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $177288.00    | 0.02%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US LONG BOND(CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -140 | NC      | $264033.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Alternative Loan Trust         | Banc of America Alternative Loan Trust 2006-7                                                                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     508203 | PA      | $149472.21    | 0.01%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | Long: SPES00FS  CDS USD R V 03MEVENT SPES00FS_PRO SOVEREIGN / Short: SPES00FS  CDS USD P F  1.00000 SPES00FS_FEE SOVEREIGN       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    3710000 | OU      | $-4616.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973574 CDS USD R V 03MEVENT SP3973574PRO CCPCORPORATE / Short: BP3973574 CDS USD P F  1.00000 SP3973574FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-5443.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3962729 CDS USD R F  1.00000 SP3962729FEE CCPCORPORATE / Short: SP3962729 CDS USD P V 03MEVENT SP3962729PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8300000 | OU      | $-118601.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                                                                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       1506 | NS      | $49547.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                          | McGraw-Hill Education Inc                                                                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     335000 | PA      | $282014.73    | 0.03%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $2048750.00   | 0.20%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TLG Acquisition One Corp                       | TLG Acquisition One Corp                                                                                                         | CUSIP: 87257M116<br>LEI: N/A                  | N/A              | DE               |  | US        |       5576 | NS      | $228.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972719 CDS EUR R V 03MEVENT SP3972719PRO CCPCORPORATE / Short: BP3972719 CDS EUR P F  5.00000 SP3972719FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1950000 | OU      | $-161698.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968275 CDS USD R V 03MEVENT SP3968275PRO CCPCORPORATE / Short: BP3968275 CDS USD P F  5.00000 SP3968275FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-156914.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | USERTESTING INC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         82 | NC      | $410.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973642 CDS USD R V 03MEVENT SP3973642PRO CCPCORPORATE / Short: BP3973642 CDS USD P F  1.00000 SP3973642FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $9029.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd             | Octagon Investment Partners 26 Ltd                                                                                               | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $732231.00    | 0.07%             | 2030-07-15      | Floating      | 12.17%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974508 CDS EUR R V 03MEVENT SP3974508PRO CCPCORPORATE / Short: BP3974508 CDS EUR P F  5.00000 SP3974508FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-60978.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                | Prestige Auto Receivables Trust 2019-1                                                                                           | CUSIP: 74113NAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     330000 | PA      | $324017.93    | 0.03%             | 2026-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon CLO 2018-1 Ltd                                                                                                            | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $396344.50    | 0.04%             | 2031-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-F                                                                                 | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $260816.16    | 0.03%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                                 | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3820000 | PA      | $3802392.17   | 0.37%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      48610 | NS      | $2198630.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B30906022 CDS USD R V 03MEVENT FLO CCPCDX / Short: B30906022 CDS USD P F  5.00000 FIX CCPCDX                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1535000 | OU      | $-9452.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136BLQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67855000 | PA      | $829418.81    | 0.08%             | 2030-05-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961289 CDS EUR R F  5.00000 SP3961289FEE CCPCORPORATE / Short: SP3961289 CDS EUR P V 03MEVENT SP3961289PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4150000 | OU      | $-380230.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B4KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25785814 | PA      | $507137.33    | 0.05%             | 2029-02-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                    | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      80000 | PA      | $51759.42     | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                                                                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $221102.32    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964945 CDS USD R F  5.00000 SP3964945FEE CCPCORPORATE / Short: SP3964945 CDS USD P V 03MEVENT SP3964945PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7800000 | OU      | $-347644.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972731 CDS EUR R V 03MEVENT SP3972731PRO CCPCORPORATE / Short: BP3972731 CDS EUR P F  1.00000 SP3972731FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-6193.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     430000 | PA      | $339390.40    | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                  | FirstCash Inc                                                                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     850000 | PA      | $757660.28    | 0.07%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-N4                                                                                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $136342.17    | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGL CLO 3 Ltd.                                 | AGL CLO 3 LTD                                                                                                                    | CUSIP: 00119MAG4<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |     320000 | PA      | $303290.24    | 0.03%             | 2033-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120488 | PA      | $5693.80      | 0.00%             | 2040-03-25      | Floating      | 0.56%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969535 CDS USD R F  5.00000 SP3969535FEE CCPCORPORATE / Short: SP3969535 CDS USD P V 03MEVENT SP3969535PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1350000 | OU      | $30306.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2014-USA OA LLC                                                                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1475000 | PA      | $826609.32    | 0.08%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Disruptive Acquisition Corp I                  | Disruptive Acquisition Corp I                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      13902 | NS      | $146874.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediaco Holding Inc                            | Mediaco Holding Inc Delayed Draw Term Loan                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       8987 | PA      | $8357.60      | 0.00%             | 2024-11-21      | Floating      | 11.16%                | No            |                  3 | On Loan: No      |
| Metals Acquisition Corp                        | Metals Acquisition Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       7468 | NS      | $74717.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974351 CDS USD R V 03MEVENT SP3974351PRO CCPCORPORATE / Short: BP3974351 CDS USD P F  1.00000 SP3974351FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $492.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Knight Inc                               | Black Knight Inc                                                                                                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      12184 | NS      | $752362.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          5 | NC      | $-5996.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                                     | Bollore SE                                                                                                                       | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     120875 | NS      | $675103.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Micro Focus International PLC                  | Micro Focus International PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800F8E4X648142844 | Long             | EC               | CORP              | GB        |     228748 | NS      | $1462515.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                       | iHeartCommunications Inc                                                                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     170000 | PA      | $144871.88    | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                           | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     750000 | PA      | $641673.17    | 0.06%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC           | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                                                                        | CUSIP: 83401B106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     133000 | PA      | $1806233.77   | 0.18%             | 2041-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                 | CVR Energy Inc                                                                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $879928.72    | 0.09%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR7 Trust                                                                                             | CUSIP: 74333PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     835000 | PA      | $671160.22    | 0.07%             | 2040-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                | Envision Healthcare Corporation 2022 Third Out Term Loan                                                                         | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    1022394 | PA      | $272636.65    | 0.03%             | 2027-03-31      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR5 Trust                                                                                             | CUSIP: 74333FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $207087.15    | 0.02%             | 2038-07-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential Trust                                                                                                       | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $102798.54    | 0.01%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | CUMMINS INC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-331.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974474 CDS EUR R F  1.00000 SP3974474FEE CCPCORPORATE / Short: SP3974474 CDS EUR P V 03MEVENT SP3974474PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $14516.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                          | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                                                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $343929.08    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AAN25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348972 | PA      | $30055.90     | 0.00%             | 2041-05-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973934 CDS EUR R F  1.00000 SP3973934FEE CCPCORPORATE / Short: SP3973934 CDS EUR P V 03MEVENT SP3973934PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $7887.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2004-16CB                                                                                                 | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42136 | PA      | $40268.64     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                        | ATI Inc                                                                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $921752.99    | 0.09%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT 2019-RPL1 Trust                                                                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46013 | PA      | $43386.29     | 0.00%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                             | First Horizon Corp                                                                                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     271119 | NS      | $6642415.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $113551.45    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                           | Wabash National Corp                                                                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1162785.15   | 0.11%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                          | Tempur Sealy International Inc                                                                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     860000 | PA      | $673857.30    | 0.07%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      98562 | NS      | $3446713.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                                 | CUSIP: 912828S92<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3260000 | PA      | $3195908.66   | 0.31%             | 2023-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                 | MVW 2020-1 LLC                                                                                                                   | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38641 | PA      | $36224.13     | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                        | United Airlines 2019-2 Class B Pass Through Trust                                                                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1255152 | PA      | $1083622.47   | 0.11%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2006-13T1                                                                                                 | CUSIP: 12668BZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2034940 | PA      | $1039260.39   | 0.10%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA SA DE                        | Unifin Financiera SAB de CV                                                                                                      | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     600000 | PA      | $4680.00      | 0.00%             | 2025-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                          | CDI Escrow Issuer Inc                                                                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     863000 | PA      | $775132.90    | 0.08%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397RKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19870 | PA      | $1328.79      | 0.00%             | 2038-02-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust             | Willis Engine Structured Trust V                                                                                                 | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     211065 | PA      | $163095.26    | 0.02%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     480000 | PA      | $399852.00    | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      75000 | PA      | $50119.27     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3966543 CDS USD R F  5.00000 SP3966543FEE CCPCORPORATE / Short: SP3966543 CDS USD P V 03MEVENT SP3966543PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6900000 | OU      | $1158482.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                        | Superior Plus LP / Superior General Partner Inc                                                                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2046000 | PA      | $1752286.47   | 0.17%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XX LP                                                                                                                        | CUSIP: 50190CAC2<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $453044.50    | 0.04%             | 2027-10-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                       | Empresas Publicas de Medellin ESP                                                                                                | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $311508.00    | 0.03%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                                                                       | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     145000 | PA      | $126581.96    | 0.01%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     515000 | PA      | $437500.23    | 0.04%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2011-GC5                                                                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $102919.44    | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                  | Marriott International Inc/MD                                                                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       6840 | NS      | $1018407.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-5                                                                                              | CUSIP: 576434RF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13215 | PA      | $12721.06     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-1                                                                                                | CUSIP: 126378AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650041 | PA      | $84992.40     | 0.01%             | 2022-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974812 CDS EUR R V 03MEVENT SP3974812PRO CCPCORPORATE / Short: BP3974812 CDS EUR P F  1.00000 SP3974812FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $36272.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust               | First Investors Auto Owner Trust 2019-2                                                                                          | CUSIP: 32058RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     365000 | PA      | $353346.10    | 0.03%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                        | Peloton Interactive Inc                                                                                                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      50000 | PA      | $35522.00     | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $923269.07    | 0.09%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR2 Trust                                                                                             | CUSIP: 74333DAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $5978548.80   | 0.59%             | 2038-04-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XX                                                                                                                    | CUSIP: 03765LAV4<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |     265000 | PA      | $253186.04    | 0.02%             | 2031-07-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4890767 | PA      | $74371.45     | 0.01%             | 2051-04-20      | Floating      | 0.32%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $60308.68     | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                | Fontainebleau Miami Beach Trust 2019-FBLU                                                                                        | CUSIP: 34461LAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     574000 | PA      | $508469.23    | 0.05%             | 2036-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973530 CDS USD R F  1.00000 SP3973530FEE CCPCORPORATE / Short: SP3973530 CDS USD P V 03MEVENT SP3973530PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $11310.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                         | China Aoyuan Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $16353.70     | 0.00%             | 2026-03-24      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                    | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310000 | PA      | $294110.42    | 0.03%             | 2047-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974036 CDS USD R V 03MEVENT SP3974036PRO CCPCORPORATE / Short: BP3974036 CDS USD P F  5.00000 SP3974036FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $-36871.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                       | Cia de Minas Buenaventura SAA                                                                                                    | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     360000 | PA      | $312840.00    | 0.03%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     255000 | PA      | $221415.80    | 0.02%             | 2028-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969962 CDS EUR R F  1.00000 SP3969962FEE CCPCORPORATE / Short: SP3969962 CDS EUR P V 03MEVENT SP3969962PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2550000 | OU      | $-95403.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     350000 | PA      | $297032.16    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                             | Ingles Markets Inc                                                                                                               | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     672000 | PA      | $566035.68    | 0.06%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A0R33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1234597 | PA      | $93919.10     | 0.01%             | 2041-09-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust               | IndyMac INDX Mortgage Loan Trust 2006-AR2                                                                                        | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     474796 | PA      | $335510.44    | 0.03%             | 2046-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973473 CDS USD R F  1.00000 SP3973473FEE CCPCORPORATE / Short: SP3973473 CDS USD P V 03MEVENT SP3973473PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $9186.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                               | Antares Holdings LP                                                                                                              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     680000 | PA      | $551473.04    | 0.05%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                        | Astra Acquisition Corp. 2021 2nd Lien Term Loan                                                                                  | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1069743 | PA      | $962768.51    | 0.09%             | 2029-10-25      | Floating      | 13.26%                | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                                                                             | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $127795.84    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $916457.33    | 0.09%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $957111.22    | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                       | Horizon Therapeutics Plc                                                                                                         | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      42440 | NS      | $4829672.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DHC Acquisition Corp                           | DHC Acquisition Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       2337 | NS      | $35.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                                                                  | CUSIP: 95002NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225000 | PA      | $1062381.74   | 0.10%             | 2031-09-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                                                                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      17596 | NS      | $765601.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2007-10                                                                                          | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115995 | PA      | $57226.85     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                | Fair Isaac Corp                                                                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    3296000 | PA      | $2996973.70   | 0.29%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                           | Prime Mortgage Trust 2006-DR1                                                                                                    | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846175 | PA      | $728605.76    | 0.07%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1270410.25   | 0.12%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                         | China Evergrande Group                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $14750.00     | 0.00%             | 2022-04-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -343 | NC      | $421840.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BurTech Acquisition Corp                       | BurTech Acquisition Corp                                                                                                         | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14913 | NS      | $151516.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972472 CDS EUR R F  1.00000 SP3972472FEE CCPCORPORATE / Short: SP3972472 CDS EUR P V 03MEVENT SP3972472PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1300000 | OU      | $-4549.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                 | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     980000 | PA      | $263566.40    | 0.03%             | 2027-11-15      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| NVR INC                                        | NVR Inc                                                                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     600000 | PA      | $506515.75    | 0.05%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971987 CDS USD R V 03MEVENT SP3971987PRO CCPCORPORATE / Short: BP3971987 CDS USD P F  5.00000 SP3971987FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1950000 | OU      | $85635.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                         | SWF Escrow Issuer Corp                                                                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $261337.50    | 0.03%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969939 CDS USD R V 03MEVENT SP3969939PRO CCPCORPORATE / Short: BP3969939 CDS USD P F  1.00000 SP3969939FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3500000 | OU      | $-8539.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Minotaur Acquisition, Inc.                     | Minotaur Acquisition, Inc. Term Loan B                                                                                           | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     451846 | PA      | $433207.73    | 0.04%             | 2026-03-27      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3963113 CDS EUR R V 03MEVENT SP3963113PRO CCPCORPORATE / Short: BP3963113 CDS EUR P F  1.00000 SP3963113FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7800000 | OU      | $-197839.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.com NV                       | Just Eat Takeaway.com NV                                                                                                         | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      29241 | NS      | $617906.63    | 0.06%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38379CFC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2734195 | PA      | $199273.09    | 0.02%             | 2044-06-16      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3963449 CDS USD R V 03MEVENT SP3963449PRO CCPCORPORATE / Short: BP3963449 CDS USD P F  1.00000 SP3963449FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8350000 | OU      | $190050.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GAJAH TUNGGAL TB                               | Gajah Tunggal Tbk PT                                                                                                             | CUSIP: 000000000<br>LEI: 254900M8F4RQGA263684 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $154000.00    | 0.02%             | 2026-06-23      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973361 CDS USD R F  1.00000 SP3973361FEE CCPCORPORATE / Short: SP3973361 CDS USD P V 03MEVENT SP3973361PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $-4608.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398FJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63436 | PA      | $6577.37      | 0.00%             | 2049-11-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                | Aerojet Rocketdyne Holdings Inc                                                                                                  | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      87958 | NS      | $4919490.94   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust Resecuritization 2008-2R                                                                                  | CUSIP: 021482AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2881346 | PA      | $1573817.80   | 0.15%             | 2037-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXIV                                                                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $846462.00    | 0.08%             | 2030-10-20      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                    | KnowBe4 Inc                                                                                                                      | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     104117 | NS      | $2580019.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                           | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    1455000 | PA      | $1537937.32   | 0.15%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3965508 CDS USD R F  5.00000 SP3965508FEE CCPCORPORATE / Short: SP3965508 CDS USD P V 03MEVENT SP3965508PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7050000 | OU      | $1110945.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $183794.80    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     445000 | PA      | $415754.16    | 0.04%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                | Lehman XS Trust Series 2005-6                                                                                                    | CUSIP: 525221DJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1893333 | PA      | $955551.77    | 0.09%             | 2035-11-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382VBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8722412 | PA      | $228189.63    | 0.02%             | 2051-06-20      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                        | Chenango Park CLO Ltd                                                                                                            | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $403318.00    | 0.04%             | 2030-04-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    1940000 | PA      | $182980.80    | 0.02%             | 2027-01-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Retail Property Trust                 | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAN7<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     235000 | PA      | $113396.68    | 0.01%             | 2027-11-15      | Floating      | 7.07%                 | No            |                  3 | On Loan: No      |
| iRobot Corp                                    | iRobot Corp                                                                                                                      | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      45871 | NS      | $2207771.23   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      34767 | NS      | $3067492.41   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE/HLF FINANCING                        | Herbalife Nutrition Ltd / HLF Financing Inc                                                                                      | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     137000 | PA      | $122008.09    | 0.01%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Agile Growth Corp                              | Agile Growth Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      13096 | NS      | $133972.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2021-RPL1 Trust                                                                                                             | CUSIP: 12660KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     490000 | PA      | $463396.72    | 0.05%             | 2060-09-27      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                    | Cie Financiere Richemont SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | N/A              | DE               |  | CH        |      41180 | NS      | $34309.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155000 | PA      | $899514.00    | 0.09%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | PROCTER + GAMBLE CO/THE                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -3 | NC      | $-840.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                                      | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6500000 | PA      | $6324876.55   | 0.62%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972809 CDS USD R V 03MEVENT SP3972809PRO CCPCORPORATE / Short: BP3972809 CDS USD P F  1.00000 SP3972809FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $239.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                         | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     340000 | PA      | $63828.20     | 0.01%             | 2022-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968095 CDS EUR R V 03MEVENT SP3968095PRO CCPCORPORATE / Short: BP3968095 CDS EUR P F  1.00000 SP3968095FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3250000 | OU      | $99782.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                               | Delivery Hero SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $80496.11     | 0.01%             | 2026-04-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare 2020-2 Receivables Funding LLC                                                                                  | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     171268 | PA      | $161702.37    | 0.02%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3970313 CDS USD R V 03MEVENT SP3970313PRO CCPCORPORATE / Short: BP3970313 CDS USD P F  5.00000 SP3970313FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3850000 | OU      | $-59784.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                   | Nexon Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      29263 | NS      | $657590.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR FEB23                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -51 | NC      | $-129966.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Carbon Capital VI Commercial Mortgage          | Carbon Capital VI Commercial Mortgage 2019-FL2 Trust                                                                             | CUSIP: 140817AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     343565 | PA      | $325069.40    | 0.03%             | 2035-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $42713.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Corp                                     | Atlas Corp                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |     162775 | NS      | $2496968.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology Inc                                                                                                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        902 | NS      | $63365.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                           | Colombia Government International Bond                                                                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     300000 | PA      | $205330.69    | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961807 CDS EUR R F  5.00000 SP3961807FEE CCPCORPORATE / Short: SP3961807 CDS EUR P V 03MEVENT SP3961807PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7200000 | OU      | $1075956.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     922000 | PA      | $725396.11    | 0.07%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     366000 | PA      | $351855.93    | 0.03%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     225000 | PA      | $195177.38    | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31398VC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65061 | PA      | $63793.54     | 0.01%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3060320.65   | 0.30%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust           | Castlelake Aircraft Securitization Trust 2018-1                                                                                  | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4300859 | PA      | $2151512.20   | 0.21%             | 2043-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21426426 | PA      | $353465.32    | 0.03%             | 2029-04-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3962684 CDS USD R F  1.00000 SP3962684FEE CCPCORPORATE / Short: SP3962684 CDS USD P V 03MEVENT SP3962684PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5800000 | OU      | $-112350.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EL PASO ENERGY CAP TRST                        | El Paso Energy Capital Trust I                                                                                                   | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        528 | NS      | $23780.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp                                                                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     420000 | PA      | $396438.00    | 0.04%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                          | INTELSAT EMERGENCE SA                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       7971 | NS      | $191304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UpHealth Inc                                   | UpHealth Inc                                                                                                                     | CUSIP: 91532B119<br>LEI: 549300OSKGXG2OH2XE50 | N/A              | DE               |  | US        |       2045 | NS      | $26.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     540000 | PA      | $447109.20    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                       | GMR Hyderabad International Airport Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     735000 | PA      | $725948.48    | 0.07%             | 2024-04-10      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22431 | PA      | $1952.90      | 0.00%             | 2039-11-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3965328 CDS USD R V 03MEVENT SP3965328PRO CCPCORPORATE / Short: BP3965328 CDS USD P F  1.00000 SP3965328FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8550000 | OU      | $737674.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $46501.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                  | PRA Group Inc                                                                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     450000 | PA      | $371911.50    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                              | Vista Outdoor Inc                                                                                                                | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |     300000 | PA      | $220662.00    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     357000 | PA      | $316082.27    | 0.03%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2021-NMR1                                                                                          | CUSIP: 59982HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     305000 | PA      | $240933.56    | 0.02%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970290 CDS USD R F  1.00000 SP3970290FEE CCPCORPORATE / Short: SP3970290 CDS USD P V 03MEVENT SP3970290PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2700000 | OU      | $-26635.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971336 CDS EUR R F  1.00000 SP3971336FEE CCPCORPORATE / Short: SP3971336 CDS EUR P V 03MEVENT SP3971336PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $1848.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                             | Cook Park CLO Ltd                                                                                                                | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $794306.00    | 0.08%             | 2030-04-17      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Avalara Inc                                    | Avalara Inc                                                                                                                      | CUSIP: 05338G106<br>LEI: 549300Q16CMW239SS315 | Long             | EC               | CORP              | US        |      64956 | NS      | $6073386.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX Holdings Inc                             | ECARX Holdings Inc                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       2253 | NS      | $221.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                        | GSR Mortgage Loan Trust 2005-9F                                                                                                  | CUSIP: 362341S26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     505344 | PA      | $255658.34    | 0.03%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XVI-S Ltd                                                                                                   | CUSIP: 64131RAJ7<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $438031.50    | 0.04%             | 2034-04-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR NOTE (CBT)MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -690 | NC      | $661923.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     440000 | PA      | $374202.02    | 0.04%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                                                                      | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     560000 | PA      | $463033.76    | 0.05%             | 2046-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6764744 | PA      | $721689.97    | 0.07%             | 2050-10-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     270000 | PA      | $268550.19    | 0.03%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust 2021-RTL1                                                                                                   | CUSIP: 501894AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3241137.84   | 0.32%             | 2026-02-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     250000 | PA      | $168518.20    | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                 | BCAP LLC 2010-RR6 Trust                                                                                                          | CUSIP: 05533CDC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125409 | PA      | $64354.49     | 0.01%             | 2037-07-26      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973406 CDS USD R F  1.00000 SP3973406FEE CCPCORPORATE / Short: SP3973406 CDS USD P V 03MEVENT SP3973406PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-8758.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health Inc                                                                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        125 | NS      | $64121.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2016-1 Ltd                                                                                                    | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $770802.00    | 0.08%             | 2031-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397GPZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147239 | PA      | $11073.42     | 0.00%             | 2037-04-15      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC           | SoFi Professional Loan Program 2020-ATrust                                                                                       | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     360000 | PA      | $303698.52    | 0.03%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974722 CDS EUR R V 03MEVENT SP3974722PRO CCPCORPORATE / Short: BP3974722 CDS EUR P F  1.00000 SP3974722FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $1292.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPHEALTH INC                                   | UpHealth Inc                                                                                                                     | CUSIP: 91532BAA9<br>LEI: 549300OSKGXG2OH2XE50 | Long             | DBT              | CORP              | US        |     533000 | PA      | $156901.88    | 0.02%             | 2026-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       7100 | NS      | $1122013.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | NASDAQ 100 E-MINI DEC22                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          1 | NC      | $-6209.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     310000 | PA      | $281884.95    | 0.03%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973147 CDS EUR R V 03MEVENT SP3973147PRO CCPCORPORATE / Short: BP3973147 CDS EUR P F  1.00000 SP3973147FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $5310.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     435000 | PA      | $355090.56    | 0.03%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Momentive Global Inc                           | Momentive Global Inc                                                                                                             | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     286704 | NS      | $2006928.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      25000 | PA      | $16588.13     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972922 CDS EUR R V 03MEVENT SP3972922PRO CCPCORPORATE / Short: BP3972922 CDS EUR P F  1.00000 SP3972922FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $-6289.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971561 CDS USD R V 03MEVENT SP3971561PRO CCPCORPORATE / Short: BP3971561 CDS USD P F  5.00000 SP3971561FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $127355.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                | Bentley Systems Inc                                                                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      20000 | PA      | $16380.00     | 0.00%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pine Technology Acquisition Corp               | Pine Technology Acquisition Corp                                                                                                 | CUSIP: 722850112<br>LEI: N/A                  | N/A              | DE               |  | US        |       4343 | NS      | $7.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetwater Borrower, LLC                       | Sweetwater Borrower, LLC Term Loan B                                                                                             | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |     179572 | PA      | $167002.16    | 0.02%             | 2028-08-07      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                                                                | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $80997.77     | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974081 CDS USD R V 03MEVENT SP3974081PRO CCPCORPORATE / Short: BP3974081 CDS USD P F  5.00000 SP3974081FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $7417.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    2523000 | PA      | $1837174.83   | 0.18%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     274000 | PA      | $250353.91    | 0.02%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        691 | NS      | $104727.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974834 CDS USD R F  1.00000 SP3974834FEE CCPCORPORATE / Short: SP3974834 CDS USD P V 03MEVENT SP3974834PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1850000 | OU      | $-35835.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO                       | PECF USS Intermediate Holding III Corp                                                                                           | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |     220000 | PA      | $143217.80    | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     261000 | PA      | $238778.89    | 0.02%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Forest Road Acquisition Corp II                | Forest Road Acquisition Corp II                                                                                                  | CUSIP: 34619V202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16730 | NS      | $168303.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                            | Churchill Downs Inc                                                                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2082685.65   | 0.20%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     160000 | PA      | $125732.80    | 0.01%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited             | Horizon Aircraft Finance I Ltd                                                                                                   | CUSIP: 440405AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100538 | PA      | $1285210.08   | 0.13%             | 2038-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                        | SCF Equipment Leasing 2021-1 LLC                                                                                                 | CUSIP: 783897AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $262237.60    | 0.03%             | 2032-08-20      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust                                                                                   | CUSIP: 863579G36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194745 | PA      | $143658.83    | 0.01%             | 2035-12-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3970357 CDS EUR R V 03MEVENT SP3970357PRO CCPCORPORATE / Short: BP3970357 CDS EUR P F  5.00000 SP3970357FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2500000 | OU      | $-486883.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85012.50     | 0.01%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                    | SMR 2022-IND Mortgage Trust                                                                                                      | CUSIP: 78458MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1205738 | PA      | $1119081.58   | 0.11%             | 2039-02-15      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970694 CDS EUR R F  1.00000 SP3970694FEE CCPCORPORATE / Short: SP3970694 CDS EUR P V 03MEVENT SP3970694PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4400000 | OU      | $-27034.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peridot Acquisition Corp II                    | Peridot Acquisition Corp II                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       7873 | NS      | $79517.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                             | CONTRA ABIOMED INC                                                                                                               | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |      22138 | NS      | $44276.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation             | Chase Mortgage Finance Trust Series 2007-S3                                                                                      | CUSIP: 16163HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1299659 | PA      | $679698.98    | 0.07%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | S+P500 EMINI FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -39 | NC      | $-23920.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3960244 CDS EUR R V 03MEVENT SP3960244PRO CCPCORPORATE / Short: BP3960244 CDS EUR P F  1.00000 SP3960244FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3200000 | OU      | $9849.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                  | Mexarrend SAPI de CV                                                                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $70599.00     | 0.01%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        183 | NS      | $89027.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-5                                                                                              | CUSIP: 576434RG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17654 | PA      | $17190.70     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gulf Finance, LLC                              | Gulf Finance, LLC 2021 Term Loan                                                                                                 | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |     411592 | PA      | $389639.57    | 0.04%             | 2026-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MERIDIAN BIOSCIENCE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        139 | NC      | $1390.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2018-IV                                                                                                          | CUSIP: 06760YAA0<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $427113.50    | 0.04%             | 2030-10-15      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                        | Iron Mountain Information Management Services Inc                                                                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    1750000 | PA      | $1456254.57   | 0.14%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| African Gold Acquisition Corp                  | African Gold Acquisition Corp                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       2368 | NS      | $24390.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                               | Delivery Hero SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |       7510 | NS      | $359821.87    | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-LC4 Mortgage Trust                                                                                                     | CUSIP: 126192AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $39609.44     | 0.00%             | 2044-12-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961357 CDS EUR R F  1.00000 SP3961357FEE CCPCORPORATE / Short: SP3961357 CDS EUR P V 03MEVENT SP3961357PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3150000 | OU      | $-117851.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137ARRY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2664907 | PA      | $157580.73    | 0.02%             | 2041-03-15      | Floating      | 2.38%                 | 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        |    1765000 | PA      | $1523159.70   | 0.15%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                                                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     370000 | PA      | $260295.00    | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B29451384 CDS USD R V 03MEVENT FLO CCPCDX / Short: B29451384 CDS USD P F  5.00000 FIX CCPCDX                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4220000 | OU      | $-25986.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969647 CDS USD R V 03MEVENT SP3969647PRO CCPCORPORATE / Short: BP3969647 CDS USD P F  5.00000 SP3969647FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1950000 | OU      | $86911.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW 2021-1W LLC                                                                                                                  | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     298180 | PA      | $271444.02    | 0.03%             | 2041-01-22      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                                                                   | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $501992.50    | 0.05%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C7                                                                                          | CUSIP: 92936TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152988 | PA      | $110838.36    | 0.01%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 1st Lien Term Loan                                                                                        | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     452668 | PA      | $401553.08    | 0.04%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973710 CDS USD R V 03MEVENT SP3973710PRO CCPCORPORATE / Short: BP3973710 CDS USD P F  1.00000 SP3973710FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $2341.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         19 | NC      | $14851.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     950000 | PA      | $832670.67    | 0.08%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing LLC                                                                                                      | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $249497.01    | 0.02%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974250 CDS EUR R F  1.00000 SP3974250FEE CCPCORPORATE / Short: SP3974250 CDS EUR P V 03MEVENT SP3974250PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-8664.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964686 CDS USD R F  1.00000 SP3964686FEE CCPCORPORATE / Short: SP3964686 CDS USD P V 03MEVENT SP3964686PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    9400000 | OU      | $-982845.48   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                       | Owl Rock Technology Finance Corp                                                                                                 | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     105000 | PA      | $85865.66     | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3961492 CDS EUR R V 03MEVENT SP3961492PRO CCPCORPORATE / Short: BP3961492 CDS EUR P F  5.00000 SP3961492FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4500000 | OU      | $-876390.27   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964440 CDS USD R F  1.00000 SP3964440FEE CCPCORPORATE / Short: SP3964440 CDS USD P V 03MEVENT SP3964440PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8200000 | OU      | $-38393.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Transformation Opportunities Corp      | Digital Transformation Opportunities Corp                                                                                        | CUSIP: 25401K206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        972 | NS      | $9758.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973709 CDS USD R V 03MEVENT SP3973709PRO CCPCORPORATE / Short: BP3973709 CDS USD P F  5.00000 SP3973709FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-42289.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3959994 CDS USD R F  5.00000 SP3959994FEE CCPCORPORATE / Short: SP3959994 CDS USD P V 03MEVENT SP3959994PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8150000 | OU      | $126556.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2020-2                                                                                          | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265000 | PA      | $221966.15    | 0.02%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969142 CDS EUR R V 03MEVENT SP3969142PRO CCPCORPORATE / Short: BP3969142 CDS EUR P F  1.00000 SP3969142FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $-1305.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP, INC.                    | Kenan Advantage Group, Inc. 2021 2nd Lien Term Loan                                                                              | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |     220000 | PA      | $204233.70    | 0.02%             | 2027-09-01      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971640 CDS EUR R F  5.00000 SP3971640FEE CCPCORPORATE / Short: SP3971640 CDS EUR P V 03MEVENT SP3971640PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4100000 | OU      | $500022.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX CORP                                      | IDEX Corp                                                                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |      72000 | PA      | $60217.01     | 0.01%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973417 CDS USD R F  1.00000 SP3973417FEE CCPCORPORATE / Short: SP3973417 CDS USD P V 03MEVENT SP3973417PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $10733.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                    | Diamond Resorts Owner Trust 2019-1                                                                                               | CUSIP: 252722AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85553 | PA      | $83482.32     | 0.01%             | 2032-02-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        142 | NS      | $34405.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | MSCI EMGMKT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         63 | NC      | $-69795.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gilbert Park CLO Ltd                           | Gilbert Park CLO Ltd                                                                                                             | CUSIP: 375414AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $419664.00    | 0.04%             | 2030-10-15      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3967746 CDS EUR R F  1.00000 SP3967746FEE CCPCORPORATE / Short: SP3967746 CDS EUR P V 03MEVENT SP3967746PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8050000 | OU      | $144769.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974766 CDS EUR R F  1.00000 SP3974766FEE CCPCORPORATE / Short: SP3974766 CDS EUR P V 03MEVENT SP3974766PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3850000 | OU      | $-345066.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ATI INC                                        | ATI Inc                                                                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $946955.35    | 0.09%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust Series 2005-15                                                                    | CUSIP: 863579UL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227960 | PA      | $141057.73    | 0.01%             | 2035-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     235000 | PA      | $242277.34    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963023 CDS EUR R F  1.00000 SP3963023FEE CCPCORPORATE / Short: SP3963023 CDS EUR P V 03MEVENT SP3963023PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $-71692.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | DEERE + CO                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-514.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 3 Ltd.                                 | AGL CLO 3 LTD                                                                                                                    | CUSIP: 00119MAJ8<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |     470000 | PA      | $442861.26    | 0.04%             | 2033-01-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                        | Astra Acquisition Corp. 2021 1st Lien Term Loan                                                                                  | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     266783 | PA      | $236769.89    | 0.02%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2004-S1                                                                                                 | CUSIP: 466247EV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182561 | PA      | $175220.70    | 0.02%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        321 | NS      | $76982.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961683 CDS EUR R F  1.00000 SP3961683FEE CCPCORPORATE / Short: SP3961683 CDS EUR P V 03MEVENT SP3961683PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4250000 | OU      | $6995.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     852000 | PA      | $698902.21    | 0.07%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $2277291.85   | 0.22%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                          | Toorak Mortgage Corp 2021-1 Ltd                                                                                                  | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $598475.05    | 0.06%             | 2024-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $142008.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | MSCI EAFE MAR23                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        147 | NC      | $-226966.38   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962549 CDS USD R V 03MEVENT SP3962549PRO CCPCORPORATE / Short: BP3962549 CDS USD P F  5.00000 SP3962549FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7500000 | OU      | $-278533.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust            | CitiMortgage Alternative Loan Trust Series 2006-A5                                                                               | CUSIP: 18974BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151899 | PA      | $126797.08    | 0.01%             | 2036-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        270 | NS      | $57202.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Alternative Loan Trust             | Wells Fargo Alternative Loan 2007-PA2 Trust                                                                                      | CUSIP: 94985FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140401 | PA      | $8260.79      | 0.00%             | 2037-06-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974609 CDS EUR R V 03MEVENT SP3974609PRO CCPCORPORATE / Short: BP3974609 CDS EUR P F  1.00000 SP3974609FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-8991.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust              | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                                       | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197257 | PA      | $144812.49    | 0.01%             | 2031-11-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                | CFCRE Commercial Mortgage Trust 2016-C7                                                                                          | CUSIP: 12532BAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7346000 | PA      | $227141.99    | 0.02%             | 2054-12-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972955 CDS EUR R F  1.00000 SP3972955FEE CCPCORPORATE / Short: SP3972955 CDS EUR P V 03MEVENT SP3972955PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     700000 | OU      | $-2154.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PJG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     140273 | PA      | $10515.93     | 0.00%             | 2037-11-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973912 CDS EUR R F  1.00000 SP3973912FEE CCPCORPORATE / Short: SP3973912 CDS EUR P V 03MEVENT SP3973912PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-25957.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38378VWH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     818800 | PA      | $44496.96     | 0.00%             | 2043-03-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                      | Packaging Corp of America                                                                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        246 | NS      | $31465.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-29261.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974979 CDS USD R V 03MEVENT SP3974979PRO CCPCORPORATE / Short: BP3974979 CDS USD P F  1.00000 SP3974979FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $54150.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31394DRP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193346 | PA      | $3975.72      | 0.00%             | 2035-05-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974003 CDS USD R F  1.00000 SP3974003FEE CCPCORPORATE / Short: SP3974003 CDS USD P V 03MEVENT SP3974003PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2850000 | OU      | $-352208.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C2                                                                                           | CUSIP: 617459AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182512 | PA      | $171473.04    | 0.02%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ross Acquisition Corp II                       | Ross Acquisition Corp II                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       3118 | NS      | $31710.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDURANCE INTERNATIONAL                        | Endurance International Group Holdings Inc                                                                                       | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     590000 | PA      | $406333.00    | 0.04%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2004-J10                                                                                                  | CUSIP: 12667FVB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89346 | PA      | $85410.10     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3965463 CDS USD R F  5.00000 SP3965463FEE CCPCORPORATE / Short: SP3965463 CDS USD P V 03MEVENT SP3965463PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4400000 | OU      | $813685.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | NASDAQ 100 E-MINI MAR23                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         16 | NC      | $-236515.38   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| 2020 CASH EXCH TRUST                           | 2020 Cash Mandatory Exchangeable Trust                                                                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        804 | NS      | $921802.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33278.35     | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 5 Ltd                                                                                                         | CUSIP: 67113GAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     475000 | PA      | $453249.75    | 0.04%             | 2033-04-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Catskill Park CLO, LTD.                        | Catskill Park CLO Ltd                                                                                                            | CUSIP: 149421AA7<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $832213.00    | 0.08%             | 2029-04-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | WALMART INC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -3 | NC      | $-390.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-16304.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     540000 | PA      | $51807.60     | 0.01%             | 2025-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust              | Credit Acceptance Auto Loan Trust 2020-3                                                                                         | CUSIP: 22536BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     275000 | PA      | $259301.79    | 0.03%             | 2030-02-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     725000 | PA      | $455843.75    | 0.04%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3962280 CDS USD R F  1.00000 SP3962280FEE CCPCORPORATE / Short: SP3962280 CDS USD P V 03MEVENT SP3962280PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $52100.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biohaven Ltd                                   | Biohaven Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |       7470 | NS      | $103683.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cologix Data Centers Issuer LLC                | Cologix Data Centers US Issuer LLC                                                                                               | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1269094.50   | 0.12%             | 2051-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Coupa Software Inc                             | Coupa Software Inc                                                                                                               | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      28268 | NS      | $2237977.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974227 CDS EUR R F  1.00000 SP3974227FEE CCPCORPORATE / Short: SP3974227 CDS EUR P V 03MEVENT SP3974227PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-6139.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2021-2 Ltd                                                                                               | CUSIP: 05684RAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $464126.50    | 0.05%             | 2034-07-16      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7337211 | PA      | $261559.09    | 0.03%             | 2030-09-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1032084.63   | 0.10%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                   | Newmont Corp                                                                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        960 | NS      | $45312.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971897 CDS EUR R F  1.00000 SP3971897FEE CCPCORPORATE / Short: SP3971897 CDS EUR P V 03MEVENT SP3971897PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1350000 | OU      | $-6676.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2011-C3                                                                                          | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653255 | PA      | $273452.75    | 0.03%             | 2044-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969568 CDS USD R F  1.00000 SP3969568FEE CCPCORPORATE / Short: SP3969568 CDS USD P V 03MEVENT SP3969568PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1350000 | OU      | $-110917.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust             | Wells Fargo Alternative Loan 2007-PA2 Trust                                                                                      | CUSIP: 94985FAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95306 | PA      | $67666.37     | 0.01%             | 2037-06-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973697 CDS USD R V 03MEVENT SP3973697PRO CCPCORPORATE / Short: BP3973697 CDS USD P F  5.00000 SP3973697FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-78348.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380Q2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39939089 | PA      | $834914.67    | 0.08%             | 2071-05-20      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38375JWD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     360571 | PA      | $17341.67     | 0.00%             | 2037-04-16      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1120000 | PA      | $1046130.40   | 0.10%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                  | Summit Industrial Income REIT                                                                                                    | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               |  | CA        |      36019 | NS      | $603887.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $47216.00     | 0.00%             | 2021-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited               | Kestrel Aircraft Funding Ltd                                                                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     473439 | PA      | $375010.10    | 0.04%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973620 CDS USD R V 03MEVENT SP3973620PRO CCPCORPORATE / Short: BP3973620 CDS USD P F  1.00000 SP3973620FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $7144.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GACP II LP                                     | GACP II LP GACP II LP                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35594 | NS      | $394903.37    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| PowerUp Acquisition Corp                       | PowerUp Acquisition Corp                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        776 | NS      | $8016.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52738.47     | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974924 CDS USD R V 03MEVENT SP3974924PRO CCPCORPORATE / Short: BP3974924 CDS USD P F  1.00000 SP3974924FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-2721.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                       | GMR Hyderabad International Airport Ltd                                                                                          | CUSIP: 36256WAC8<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     580000 | PA      | $542465.30    | 0.05%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $106041.50    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                        | Gulfport Energy Corp                                                                                                             | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |       9327 | PA      | $9105.72      | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3966723 CDS EUR R V 03MEVENT SP3966723PRO CCPCORPORATE / Short: BP3966723 CDS EUR P F  5.00000 SP3966723FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6900000 | OU      | $-1187731.80  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     620000 | PA      | $443777.40    | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974182 CDS EUR R F  1.00000 SP3974182FEE CCPCORPORATE / Short: SP3974182 CDS EUR P V 03MEVENT SP3974182PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-15952.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974384 CDS USD R V 03MEVENT SP3974384PRO CCPCORPORATE / Short: BP3974384 CDS USD P F  1.00000 SP3974384FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-8801.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCAL Aviation Finance Limited                  | AIM Aviation Finance Ltd                                                                                                         | CUSIP: 001406AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     637452 | PA      | $224417.51    | 0.02%             | 2040-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     700000 | PA      | $447958.00    | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     730000 | PA      | $601314.73    | 0.06%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969120 CDS EUR R V 03MEVENT SP3969120PRO CCPCORPORATE / Short: BP3969120 CDS EUR P F  1.00000 SP3969120FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2450000 | OU      | $-35564.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14423.25     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Somfy SA                                       | Somfy SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500D830K8WFLKFS83 | Long             | EC               | CORP              | FR        |       6585 | NS      | $1007523.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hospitality Mortgage Trust                     | HPLY Trust 2019-HIT                                                                                                              | CUSIP: 40443RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     993090 | PA      | $923352.09    | 0.09%             | 2036-11-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3965823 CDS USD R V 03MEVENT SP3965823PRO CCPCORPORATE / Short: BP3965823 CDS USD P F  1.00000 SP3965823FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $-201080.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                    | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     235000 | PA      | $153772.25    | 0.02%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sierra Wireless Inc                            | Sierra Wireless Inc                                                                                                              | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |     205182 | NS      | $5948226.18   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968006 CDS EUR R V 03MEVENT SP3968006PRO CCPCORPORATE / Short: BP3968006 CDS EUR P F  1.00000 SP3968006FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3200000 | OU      | $53733.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterPrivate IV InfraTech Partners Inc         | InterPrivate IV InfraTech Partners Inc                                                                                           | CUSIP: 46064T201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11615 | NS      | $117892.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 24 Ltd                                                                                        | CUSIP: 64130KAA2<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $883248.00    | 0.09%             | 2030-04-19      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      24760 | NS      | $2196954.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C7                                                                                          | CUSIP: 92936TAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     279887 | PA      | $6612.33      | 0.00%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $93115.99     | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     740000 | PA      | $696804.82    | 0.07%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                           | Natura Cosmeticos SA                                                                                                             | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     330000 | PA      | $269680.95    | 0.03%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    1010000 | PA      | $209715.90    | 0.02%             | 2026-01-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                        | AI Candelaria Spain SA                                                                                                           | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     250000 | PA      | $190520.00    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                               | Antares Holdings LP                                                                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     255000 | PA      | $221118.79    | 0.02%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3975026 CDS EUR R F  1.00000 SP3975026FEE CCPCORPORATE / Short: SP3975026 CDS EUR P V 03MEVENT SP3975026PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1850000 | OU      | $-91863.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                    | Cie Financiere Richemont SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       9160 | NS      | $1188361.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman XS Trust                                | Lehman XS Trust Series 2006-2N                                                                                                   | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77370 | PA      | $67105.99     | 0.01%             | 2046-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                        | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     400000 | PA      | $280590.00    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TCW Special Purpose Acquisition Corp           | TCW Special Purpose Acquisition Corp                                                                                             | CUSIP: 87301L114<br>LEI: N/A                  | N/A              | DE               |  | US        |        400 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970986 CDS USD R F  5.00000 SP3970986FEE CCPCORPORATE / Short: SP3970986 CDS USD P V 03MEVENT SP3970986PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $384429.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Coty Inc                                       | Coty Inc                                                                                                                         | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67308.50     | 0.01%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 14 Ltd                                                                                                                 | CUSIP: 00144GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1010000 | PA      | $936362.92    | 0.09%             | 2034-04-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR1                                                                                                   | CUSIP: 74331FAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $118196.44    | 0.01%             | 2038-04-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395308 | PA      | $480054.38    | 0.05%             | 2037-08-25      | Floating      | 13.27%                | No            |                  2 | On Loan: No      |
| Webster Park CLO Ltd                           | Webster Park CLO Ltd                                                                                                             | CUSIP: 948210AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $811966.00    | 0.08%             | 2030-07-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B8UN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12639234 | PA      | $150812.61    | 0.01%             | 2024-10-25      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust                     | CSAB Mortgage-Backed Trust 2006-2                                                                                                | CUSIP: 12627HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1857684 | PA      | $166179.89    | 0.02%             | 2036-09-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                 | BCAP LLC 2011-RR11 Trust                                                                                                         | CUSIP: 05533FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1848597 | PA      | $1204331.05   | 0.12%             | 2035-12-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust Resecuritization 2008-2R                                                                                  | CUSIP: 021482AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     415274 | PA      | $217655.95    | 0.02%             | 2037-08-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969715 CDS USD R F  5.00000 SP3969715FEE CCPCORPORATE / Short: SP3969715 CDS USD P V 03MEVENT SP3969715PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-28680.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 37 Ltd                                                                                        | CUSIP: 64133HAL2<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $469092.50    | 0.05%             | 2031-07-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961245 CDS EUR R F  1.00000 SP3961245FEE CCPCORPORATE / Short: SP3961245 CDS EUR P V 03MEVENT SP3961245PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3200000 | OU      | $50725.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-37.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     630000 | PA      | $643560.43    | 0.06%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30776 | PA      | $1619.96      | 0.00%             | 2038-03-15      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities  | First Horizon Alternative Mortgage Securities Trust 2006-FA6                                                                     | CUSIP: 32052FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     607143 | PA      | $300167.36    | 0.03%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973631 CDS USD R V 03MEVENT SP3973631PRO CCPCORPORATE / Short: BP3973631 CDS USD P F  1.00000 SP3973631FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $1030.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust         | Residential Asset Securitization Trust 2007-A9                                                                                   | CUSIP: 761143AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15386514 | PA      | $4386453.65   | 0.43%             | 2037-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                                                                      | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $16065.19     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                          | Encompass Health Corp                                                                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $947234.00    | 0.09%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                               | Delivery Hero SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1191678.81   | 0.12%             | 2027-01-23      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Securitization Trust             | Willis Engine Structured Trust VI                                                                                                | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1601947 | PA      | $1314232.10   | 0.13%             | 2046-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                             | KWG Group Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |     210000 | PA      | $83475.00     | 0.01%             | 2026-02-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398SPQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143150 | PA      | $1767.85      | 0.00%             | 2025-12-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      80000 | PA      | $68521.20     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                 | Ronshine China Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $14150.00     | 0.00%             | 2023-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964024 CDS USD R F  5.00000 SP3964024FEE CCPCORPORATE / Short: SP3964024 CDS USD P V 03MEVENT SP3964024PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7100000 | OU      | $941189.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                | CFCRE Commercial Mortgage Trust 2016-C7                                                                                          | CUSIP: 12532BAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16323000 | PA      | $517313.41    | 0.05%             | 2054-12-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961964 CDS USD R F  5.00000 SP3961964FEE CCPCORPORATE / Short: SP3961964 CDS USD P V 03MEVENT SP3961964PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4360000 | OU      | $353476.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CAP SA                                         | CAP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $234623.46    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-9 LLC                                                                                                                  | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     341404 | PA      | $309377.20    | 0.03%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                            | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $160350.30    | 0.02%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971875 CDS EUR R F  1.00000 SP3971875FEE CCPCORPORATE / Short: SP3971875 CDS EUR P V 03MEVENT SP3971875PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-3165.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR2 Trust                                                                                             | CUSIP: 74333DAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170000 | PA      | $144221.98    | 0.01%             | 2038-04-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969412 CDS EUR R V 03MEVENT SP3969412PRO CCPCORPORATE / Short: BP3969412 CDS EUR P F  1.00000 SP3969412FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $79238.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        455 | NS      | $64514.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9752623 | PA      | $669994.50    | 0.07%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971730 CDS USD R V 03MEVENT SP3971730PRO CCPCORPORATE / Short: BP3971730 CDS USD P F  1.00000 SP3971730FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $478177.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963595 CDS EUR R F  1.00000 SP3963595FEE CCPCORPORATE / Short: SP3963595 CDS EUR P V 03MEVENT SP3963595PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8150000 | OU      | $-21074.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969456 CDS USD R V 03MEVENT SP3969456PRO CCPCORPORATE / Short: BP3969456 CDS USD P F  1.00000 SP3969456FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3900000 | OU      | $111228.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes         | Greystone CRE Notes 2021-HC2 LTD                                                                                                 | CUSIP: 39809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     355000 | PA      | $345189.82    | 0.03%             | 2039-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     560000 | PA      | $478010.06    | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                            | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     440000 | PA      | $300872.00    | 0.03%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                                                  | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $385150.00    | 0.04%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | ABBVIE INC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-1130.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       1239 | NS      | $78812.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                                                                      | CUSIP: 61766RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1155000 | PA      | $762056.53    | 0.07%             | 2049-11-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3960727 CDS USD R F  1.00000 SP3960727FEE CCPCORPORATE / Short: SP3960727 CDS USD P V 03MEVENT SP3960727PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3950000 | OU      | $-1891.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972405 CDS USD R V 03MEVENT SP3972405PRO CCPCORPORATE / Short: BP3972405 CDS USD P F  1.00000 SP3972405FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2400000 | OU      | $395733.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A2DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6420 | PA      | $4684.70      | 0.00%             | 2041-11-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973518 CDS USD R F  1.00000 SP3973518FEE CCPCORPORATE / Short: SP3973518 CDS USD P V 03MEVENT SP3973518PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-1155.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                         | SierraCol Energy Andina LLC                                                                                                      | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $154159.00    | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Macondray Capital Acquisition Corp I           | Macondray Capital Acquisition Corp I                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      14054 | NS      | $145599.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3964530 CDS USD R V 03MEVENT SP3964530PRO CCPCORPORATE / Short: BP3964530 CDS USD P F  1.00000 SP3964530FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7850000 | OU      | $-117042.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Forest Products Inc                   | Resolute Forest Products Inc                                                                                                     | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     124401 | NS      | $2685817.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                | Yum! Brands Inc                                                                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1816000 | PA      | $1608706.87   | 0.16%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Myovant Sciences Ltd                           | Myovant Sciences Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      94307 | NS      | $2542516.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31396YDA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22300 | PA      | $1777.77      | 0.00%             | 2038-02-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) DEC22                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $14.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2006-1                                                                                            | CUSIP: 225470A94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     247237 | PA      | $148845.12    | 0.01%             | 2036-03-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969478 CDS USD R V 03MEVENT SP3969478PRO CCPCORPORATE / Short: BP3969478 CDS USD P F  1.00000 SP3969478FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4850000 | OU      | $-11833.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                       | Telesat Canada / Telesat LLC                                                                                                     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     310000 | PA      | $142994.56    | 0.01%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     145000 | PA      | $117391.66    | 0.01%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969524 CDS USD R V 03MEVENT SP3969524PRO CCPCORPORATE / Short: BP3969524 CDS USD P F  5.00000 SP3969524FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-54108.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                        | Dealer Tire LLC / DT Issuer LLC                                                                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $498021.18    | 0.05%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust             | Morgan Stanley Mortgage Loan Trust 2005-9AR                                                                                      | CUSIP: 61748HQY0<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |    1330924 | PA      | $1209216.03   | 0.12%             | 2035-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-III Ltd                                                                                                        | CUSIP: 12554UAE8<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $461084.00    | 0.05%             | 2034-10-16      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                           | Gulfport Energy Corp                                                                                                             | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       4030 | NS      | $296769.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B18 Mortgage Trust                                                                                                | CUSIP: 08163ABR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     547000 | PA      | $443343.12    | 0.04%             | 2053-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973978 CDS USD R F  5.00000 SP3973978FEE CCPCORPORATE / Short: SP3973978 CDS USD P V 03MEVENT SP3973978PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-233946.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                     | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1 | NS      | $30.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XIX CLO Ltd                                                                                                               | CUSIP: 36319RAQ3<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $831526.00    | 0.08%             | 2030-07-24      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3960480 CDS EUR R V 03MEVENT SP3960480PRO CCPCORPORATE / Short: BP3960480 CDS EUR P F  1.00000 SP3960480FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5150000 | OU      | $431651.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382QXL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12071448 | PA      | $421638.78    | 0.04%             | 2051-05-20      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation            | Banc of America Funding 2007-4 Trust                                                                                             | CUSIP: 05953YBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22290 | PA      | $19757.38     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                               | ALPHA HOLDING SA                                                                                                                 | CUSIP: 020ESCAC3<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |     566079 | PA      | $0.01         | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caverion Oyj                                   | Caverion Oyj                                                                                                                     | CUSIP: 000000000<br>LEI: 7437007ECQWVPCJIS695 | Long             | EC               | CORP              | FI        |     122617 | NS      | $909174.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMES CHINA HLDG LTD                           | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $67252.00     | 0.01%             | 2026-03-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2021-GSA3                                                                                           | CUSIP: 36263UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5673000 | PA      | $478726.88    | 0.05%             | 2054-12-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                     | Upstart Pass-Through Trust Series 2021-ST8                                                                                       | CUSIP: 91683LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $328305.00    | 0.03%             | 2029-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $1690233.48   | 0.17%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp                 | Silicon Motion Technology Corp                                                                                                   | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |      36646 | NS      | $2381623.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3966374 CDS EUR R F  1.00000 SP3966374FEE CCPCORPORATE / Short: SP3966374 CDS EUR P V 03MEVENT SP3966374PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8050000 | OU      | $-247154.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                           | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $228368.64    | 0.02%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2006-J1                                                                                                   | CUSIP: 12668BKM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     419128 | PA      | $57058.66     | 0.01%             | 2036-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                        | Global Partners LP / GLP Finance Corp                                                                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     882000 | PA      | $809120.34    | 0.08%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities, Inc.             | Citicorp Mortgage Securities Trust Series 2006-7                                                                                 | CUSIP: 17311AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1592047 | PA      | $1327206.08   | 0.13%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $121194.00    | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2014-USA OA LLC                                                                                                             | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     635000 | PA      | $470901.78    | 0.05%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971673 CDS USD R F  1.00000 SP3971673FEE CCPCORPORATE / Short: SP3971673 CDS USD P V 03MEVENT SP3971673PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-555221.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                 | Starwood Retail Property Trust 2014-STAR                                                                                         | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $90287.11     | 0.01%             | 2027-11-15      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| TRIUMPH GROUP INC                              | Triumph Group Inc                                                                                                                | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     345000 | PA      | $326564.66    | 0.03%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 510 Assets Backed Trust                        | 510 Asset Backed 2021-NPL1 Trust                                                                                                 | CUSIP: 33835CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333675 | PA      | $306715.12    | 0.03%             | 2061-06-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust                                                                                   | CUSIP: 863579TM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     483573 | PA      | $310718.75    | 0.03%             | 2035-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973552 CDS USD R F  1.00000 SP3973552FEE CCPCORPORATE / Short: SP3973552 CDS USD P V 03MEVENT SP3973552PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $279.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust                                                   | CUSIP: 93936PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2147323 | PA      | $1264906.94   | 0.12%             | 2037-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1481588.55   | 0.15%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                 | Livongo Health Inc                                                                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |     570000 | PA      | $499485.30    | 0.05%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-28.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                  | JDE Peet's NV                                                                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      55000 | NS      | $1590052.89   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM 2021-1 LLC                                | Slam 2021-1 Ltd                                                                                                                  | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     231081 | PA      | $189557.59    | 0.02%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                      | Adams Outdoor Advertising LP                                                                                                     | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |     811798 | PA      | $771332.37    | 0.08%             | 2048-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     235000 | PA      | $174531.90    | 0.02%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust              | Avid Automobile Receivables Trust 2019-1                                                                                         | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157211 | PA      | $156426.41    | 0.02%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                                                                      | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $21120.84     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2017-IV Ltd                                                                                                         | CUSIP: 12551KAA1<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $433887.00    | 0.04%             | 2030-10-24      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971943 CDS EUR R V 03MEVENT SP3971943PRO CCPCORPORATE / Short: BP3971943 CDS EUR P F  1.00000 SP3971943FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $3231.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A3G45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114404 | PA      | $8971.14      | 0.00%             | 2040-11-15      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                            | Guardant Health Inc                                                                                                              | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     215000 | PA      | $134783.50    | 0.01%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973260 CDS USD R F  1.00000 SP3973260FEE CCPCORPORATE / Short: SP3973260 CDS USD P V 03MEVENT SP3973260PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $-360491.00   | -0.04%            |  |  |  | No            |                  2 | 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        |     160000 | PA      | $130792.49    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp II                     | Fusion Acquisition Corp II                                                                                                       | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2338 | NS      | $23450.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972214 CDS USD R F  1.00000 SP3972214FEE CCPCORPORATE / Short: SP3972214 CDS USD P V 03MEVENT SP3972214PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      50000 | OU      | $563.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968769 CDS USD R V 03MEVENT SP3968769PRO CCPCORPORATE / Short: BP3968769 CDS USD P F  1.00000 SP3968769FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $303218.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | THL Credit Wind River 2018-2 Clo Ltd                                                                                             | CUSIP: 88433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $413976.00    | 0.04%             | 2030-07-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A4MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     227165 | PA      | $3759.23      | 0.00%             | 2040-11-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3959950 CDS USD R F  5.00000 SP3959950FEE CCPCORPORATE / Short: SP3959950 CDS USD P V 03MEVENT SP3959950PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7700000 | OU      | $410332.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     137000 | PA      | $111040.40    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GSR II Meteora Acquisition Corp                | GSR II Meteora Acquisition Corp                                                                                                  | CUSIP: 36263W121<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NS      | $0.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | Activision Blizzard Inc                                                                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     123800 | NS      | $9476890.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     250000 | PA      | $184316.01    | 0.02%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974249 CDS EUR R F  1.00000 SP3974249FEE CCPCORPORATE / Short: SP3974249 CDS EUR P V 03MEVENT SP3974249PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $10933.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970571 CDS USD R F  1.00000 SP3970571FEE CCPCORPORATE / Short: SP3970571 CDS USD P V 03MEVENT SP3970571PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $17011.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pine Technology Acquisition Corp               | Pine Technology Acquisition Corp                                                                                                 | CUSIP: 722850104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13031 | NS      | $131613.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    2652000 | PA      | $2184585.00   | 0.21%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                  | LGI Homes Inc                                                                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     540000 | PA      | $417919.41    | 0.04%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXVIII Ltd                                                                                                 | CUSIP: 55821MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $444668.50    | 0.04%             | 2034-07-17      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     750000 | PA      | $569641.49    | 0.06%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp III              | Northern Star Investment Corp III                                                                                                | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7430 | NS      | $74671.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968949 CDS USD R F  1.00000 SP3968949FEE CCPCORPORATE / Short: SP3968949 CDS USD P V 03MEVENT SP3968949PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4550000 | OU      | $-2179.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                     | GLS Auto Receivables Issuer Trust 2021-4                                                                                         | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $834409.20    | 0.08%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     400000 | PA      | $308001.02    | 0.03%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2029000 | PA      | $1632880.94   | 0.16%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3966767 CDS EUR R F  5.00000 SP3966767FEE CCPCORPORATE / Short: SP3966767 CDS EUR P V 03MEVENT SP3966767PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7050000 | OU      | $584601.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B31 Mortgage Trust                                                                                                | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1637000 | PA      | $817315.47    | 0.08%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                              | Hyatt Hotels Corp                                                                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1222769.85   | 0.12%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 45 Senior Loan Fund                                                                                                       | CUSIP: 26244PAG0<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $224913.43    | 0.02%             | 2030-10-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3960446 CDS EUR R F  1.00000 SP3960446FEE CCPCORPORATE / Short: SP3960446 CDS EUR P V 03MEVENT SP3960446PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3850000 | OU      | $-345066.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust 2018-A                                                                                              | CUSIP: 43284BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      58652 | PA      | $55938.09     | 0.01%             | 2032-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $15713.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                  | Wolfspeed Inc                                                                                                                    | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52020.00     | 0.01%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961560 CDS EUR R F  1.00000 SP3961560FEE CCPCORPORATE / Short: SP3961560 CDS EUR P V 03MEVENT SP3961560PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8600000 | OU      | $-427042.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2012-C10                                                                                         | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1020000 | PA      | $917996.12    | 0.09%             | 2045-12-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     310000 | PA      | $261762.93    | 0.03%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                | MARB BondCo PLC                                                                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     630000 | PA      | $487648.35    | 0.05%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                | Prestige Auto Receivables Trust 2020-1                                                                                           | CUSIP: 74114BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $205842.21    | 0.02%             | 2028-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971583 CDS USD R V 03MEVENT SP3971583PRO CCPCORPORATE / Short: BP3971583 CDS USD P F  1.00000 SP3971583FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $775328.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973170 CDS EUR R V 03MEVENT SP3973170PRO CCPCORPORATE / Short: BP3973170 CDS EUR P F  1.00000 SP3973170FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $11392.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                | Yamana Gold Inc                                                                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $248005.16    | 0.02%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38383FLN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17931131 | PA      | $378235.70    | 0.04%             | 2051-12-20      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | BP CURRENCY FUT MAR23                                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -16 | NC      | $35000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C5 Acquisition Corp                            | C5 Acquisition Corp                                                                                                              | CUSIP: 12530D204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3884 | NS      | $39733.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-361.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust Inc                                                                                                | CUSIP: 17307GYS1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     154486 | PA      | $106201.46    | 0.01%             | 2035-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust 2014-GC21                                                                                    | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     870000 | PA      | $635973.22    | 0.06%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973035 CDS EUR R V 03MEVENT SP3973035PRO CCPCORPORATE / Short: BP3973035 CDS EUR P F  1.00000 SP3973035FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $-4718.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                              | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $129865.05    | 0.01%             | 2026-04-23      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380LVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5929013 | PA      | $193684.26    | 0.02%             | 2069-06-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                                      | CUSIP: 912796YH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3000000 | PA      | $2909999.37   | 0.29%             | 2023-09-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                  | Parkland Corp/Alberta                                                                                                            | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |      77000 | PA      | $63828.77     | 0.01%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation        | Structured Asset Securities Corp                                                                                                 | CUSIP: 86363TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5833590 | PA      | $360910.50    | 0.04%             | 2045-03-28      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $208457.05    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974654 CDS EUR R V 03MEVENT SP3974654PRO CCPCORPORATE / Short: BP3974654 CDS EUR P F  5.00000 SP3974654FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-74719.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                    | Hologic Inc                                                                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      74000 | PA      | $63664.16     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust Inc                                                                                                | CUSIP: 17307GZG6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    1891497 | PA      | $1165717.61   | 0.11%             | 2035-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Commercial Mortgage Trust 2019-IMC                                                                                            | CUSIP: 05608BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1274000 | PA      | $1183601.29   | 0.12%             | 2034-04-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                             | Braskem Idesa SAPI                                                                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     450000 | PA      | $319646.42    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| MAPS LTD                                       | MAPS 2019-1 Ltd                                                                                                                  | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     167343 | PA      | $147099.07    | 0.01%             | 2044-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HomeServe PLC                                  | HomeServe PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800EKBJTGNMXEDF11 | Long             | EC               | CORP              | GB        |      82967 | NS      | $1199385.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2020-A                                                                                          | CUSIP: 68269LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     290000 | PA      | $285703.36    | 0.03%             | 2032-05-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970616 CDS EUR R F  1.00000 SP3970616FEE CCPCORPORATE / Short: SP3970616 CDS EUR P V 03MEVENT SP3970616PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2700000 | OU      | $-101015.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974957 CDS USD R V 03MEVENT SP3974957PRO CCPCORPORATE / Short: BP3974957 CDS USD P F  1.00000 SP3974957FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $303218.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974687 CDS EUR R F  1.00000 SP3974687FEE CCPCORPORATE / Short: SP3974687 CDS EUR P V 03MEVENT SP3974687PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-41907.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-562.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974755 CDS EUR R V 03MEVENT SP3974755PRO CCPCORPORATE / Short: BP3974755 CDS EUR P F  1.00000 SP3974755FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-3931.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                       | National Health Investors Inc                                                                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     395000 | PA      | $286543.72    | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137AJPE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231099 | PA      | $207220.76    | 0.02%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     195000 | PA      | $164544.90    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-39085.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust             | Morgan Stanley Mortgage Loan Trust 2006-7                                                                                        | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |     269097 | PA      | $179107.66    | 0.02%             | 2036-06-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1130220.00   | 0.11%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                             | FEL Energy VI Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |     369580 | PA      | $322458.50    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398N7M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8458 | PA      | $36.99        | 0.00%             | 2040-11-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2021-R01                                                                                     | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170000 | PA      | $160251.52    | 0.02%             | 2041-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971101 CDS EUR R V 03MEVENT SP3971101PRO CCPCORPORATE / Short: BP3971101 CDS EUR P F  1.00000 SP3971101FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-1316.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       3248 | NS      | $957770.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                 | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |     369151 | PA      | $357153.67    | 0.04%             | 2029-02-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)              | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                                                                        | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     765000 | PA      | $705903.75    | 0.07%             | 2027-05-03      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.               | RALI Series 2007-QS8 Trust                                                                                                       | CUSIP: 74922UAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     305911 | PA      | $235110.07    | 0.02%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-8                                                                                              | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73806 | PA      | $70132.13     | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                     | BINOM Securitization Trust 2022-RPL1                                                                                             | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     530000 | PA      | $384848.79    | 0.04%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38377VE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65010 | PA      | $53778.05     | 0.01%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                        | SBA Communications Corp                                                                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      70000 | PA      | $63356.20     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $867270.40    | 0.09%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967577 CDS EUR R V 03MEVENT SP3967577PRO CCPCORPORATE / Short: BP3967577 CDS EUR P F  1.00000 SP3967577FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7700000 | OU      | $12211.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust         | UBS-Barclays Commercial Mortgage Trust 2012-C2                                                                                   | CUSIP: 90269CAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     305000 | PA      | $5604.38      | 0.00%             | 2063-05-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                          | RPM International Inc                                                                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $912211.31    | 0.09%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969793 CDS USD R F  1.00000 SP3969793FEE CCPCORPORATE / Short: SP3969793 CDS USD P V 03MEVENT SP3969793PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $268.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380QDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10161280 | PA      | $441070.70    | 0.04%             | 2070-06-20      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972179 CDS EUR R F  1.00000 SP3972179FEE CCPCORPORATE / Short: SP3972179 CDS EUR P V 03MEVENT SP3972179PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-4284.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $28152.31     | 0.00%             | 2025-01-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                         | BRISTOL-MYERS SQUIBB CO                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2007-19                                                                                                   | CUSIP: 02151ABK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     323569 | PA      | $169005.94    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                   | Virtusa Corp                                                                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     435000 | PA      | $332132.52    | 0.03%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970683 CDS USD R F  5.00000 SP3970683FEE CCPCORPORATE / Short: SP3970683 CDS USD P V 03MEVENT SP3970683PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $33831.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973226 CDS USD R F  1.00000 SP3973226FEE CCPCORPORATE / Short: SP3973226 CDS USD P V 03MEVENT SP3973226PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-10295.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2505000 | PA      | $1537068.65   | 0.15%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                                                                  | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     683000 | PA      | $2283.47      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     300000 | PA      | $261771.20    | 0.03%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                        | Fantasia Holdings Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $16000.00     | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968602 CDS USD R F  5.00000 SP3968602FEE CCPCORPORATE / Short: SP3968602 CDS USD P V 03MEVENT SP3968602PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $65102.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                     | AMSR 2021-SFR1 Trust                                                                                                             | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4008228.50   | 0.39%             | 2038-06-17      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2018-H4                                                                                           | CUSIP: 61691RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     613000 | PA      | $391833.58    | 0.04%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                         | ESC GCB GULFPORT ENERG                                                                                                           | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     137000 | PA      | $0.00         | 0.00%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US LONG BOND(CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          1 | NC      | $-2156.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HPS Investment Partners                        | Highbridge Loan Management 2013-2 Ltd                                                                                            | CUSIP: 44330FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $406502.00    | 0.04%             | 2029-10-20      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                         | SLM Private Credit Student Loan Trust 2003-B                                                                                     | CUSIP: 78443CAP9<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $48827.75     | 0.00%             | 2033-03-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| NYT Mortgage Trust                             | BF 2019-NYT Mortgage Trust                                                                                                       | CUSIP: 62954PAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     666000 | PA      | $544599.26    | 0.05%             | 2035-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                               | Pitney Bowes Inc                                                                                                                 | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     499000 | PA      | $390956.52    | 0.04%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972001 CDS USD R V 03MEVENT SP3972001PRO CCPCORPORATE / Short: BP3972001 CDS USD P F  1.00000 SP3972001FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $104558.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON PLC                                       | ICON PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       3180 | NS      | $617715.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       3844 | NS      | $2149295.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972843 CDS USD R V 03MEVENT SP3972843PRO CCPCORPORATE / Short: BP3972843 CDS USD P F  1.00000 SP3972843FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-122.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TTAN                                           | TTAN 2021-MHC                                                                                                                    | CUSIP: 87303TAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592098 | PA      | $554267.81    | 0.05%             | 2038-03-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                    | Gartner Inc                                                                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1716583.01   | 0.17%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1145000 | PA      | $1003626.85   | 0.10%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $1918450.00   | 0.19%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $135175.50    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO LTD                             | Myers Park CLO Ltd                                                                                                               | CUSIP: 62848GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $868415.00    | 0.09%             | 2030-10-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973495 CDS USD R F  1.00000 SP3973495FEE CCPCORPORATE / Short: SP3973495 CDS USD P V 03MEVENT SP3973495PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3000000 | OU      | $76232.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                         | ESC CB GULFPORT ENERGY                                                                                                           | CUSIP: 402ESCAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $0.00         | 0.00%             | 2023-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     195000 | PA      | $169505.70    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963775 CDS EUR R F  5.00000 SP3963775FEE CCPCORPORATE / Short: SP3963775 CDS EUR P V 03MEVENT SP3963775PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7000000 | OU      | $1060349.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust              | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                                       | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     101034 | PA      | $87191.60     | 0.01%             | 2031-11-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968646 CDS USD R F  1.00000 SP3968646FEE CCPCORPORATE / Short: SP3968646 CDS USD P V 03MEVENT SP3968646PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-28608.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                        | Shaw Communications Inc                                                                                                          | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      41853 | NS      | $1206403.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-42689.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC    | BBCMS Trust 2018-CBM                                                                                                             | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $698648.25    | 0.07%             | 2037-07-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973732 CDS USD R V 03MEVENT SP3973732PRO CCPCORPORATE / Short: BP3973732 CDS USD P F  5.00000 SP3973732FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $-61088.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                               | Genuine Parts Co                                                                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $816142.81    | 0.08%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968668 CDS EUR R V 03MEVENT SP3968668PRO CCPCORPORATE / Short: BP3968668 CDS EUR P F  1.00000 SP3968668FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3200000 | OU      | $88039.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                       | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     358000 | PA      | $340135.80    | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $114160.21    | 0.01%             | 2024-08-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B4AK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1358240 | PA      | $806109.62    | 0.08%             | 2043-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973721 CDS USD R V 03MEVENT SP3973721PRO CCPCORPORATE / Short: BP3973721 CDS USD P F  1.00000 SP3973721FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-894.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |          1 | NC      | $83.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974069 CDS USD R V 03MEVENT SP3974069PRO CCPCORPORATE / Short: BP3974069 CDS USD P F  5.00000 SP3974069FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-66280.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                        | Long: DGHGS     TRS ZAR R E DGH SJ RE / Short: DGHGS     TRS ZAR P V 01MSABOR JIBA1M +150 BPS                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | XX        |   11972483 | OU      | $11435.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2003-9                                                                                              | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17197 | PA      | $16340.79     | 0.00%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Silver Spike Acquisition Corp II               | Silver Spike Acquisition Corp II                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1763 | NS      | $17788.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969175 CDS EUR R V 03MEVENT SP3969175PRO CCPCORPORATE / Short: BP3969175 CDS EUR P F  1.00000 SP3969175FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5350000 | OU      | $16466.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                                                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        168 | NS      | $53064.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3959893 CDS USD R F  1.00000 SP3959893FEE CCPCORPORATE / Short: SP3959893 CDS USD P V 03MEVENT SP3959893PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8600000 | OU      | $-477280.22   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Mediclinic International PLC                   | Mediclinic International PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002S5BSBIZTD5I60 | Long             | EC               | CORP              | GB        |     312323 | NS      | $1878419.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $257422.52    | 0.03%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2020-R01                                                                                     | CUSIP: 20754CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100156 | PA      | $99528.52     | 0.01%             | 2040-01-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39, LTD.           | Octagon Investment Partners 39 Ltd                                                                                               | CUSIP: 67592AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275000 | PA      | $242006.60    | 0.02%             | 2030-10-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                   | Bilibili Inc                                                                                                                     | CUSIP: 090040AF3<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |     315000 | PA      | $233100.00    | 0.02%             | 2026-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRIGHT BIDCO B.V.                              | Bright Bidco B.V. 2022 Exit Term Loan                                                                                            | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |     125427 | PA      | $110166.29    | 0.01%             | 2027-10-31      | Variable      | 12.09%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1240000 | PA      | $903061.87    | 0.09%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    1408000 | PA      | $1160466.56   | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3965430 CDS USD R V 03MEVENT SP3965430PRO CCPCORPORATE / Short: BP3965430 CDS USD P F  1.00000 SP3965430FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $-173882.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | Sound Point CLO XXXII Ltd                                                                                                        | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $398138.00    | 0.04%             | 2034-10-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | Long: ST1000043 TRS USD R V 03MLIBOR SOFR + 0 M / Short: ST1000043 TRS USD P E IBOXXUSDLHY GB00B4K07738                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |   85000000 | OU      | $1009474.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31398JHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111260 | PA      | $4597.75      | 0.00%             | 2036-11-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2005-J1                                                                                                   | CUSIP: 12667FT88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17895 | PA      | $17306.18     | 0.00%             | 2025-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 3136AKXM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1803987 | PA      | $114995.85    | 0.01%             | 2044-08-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                  | SCC Power PLC                                                                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      50007 | PA      | $1991.83      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                    | Aker BP ASA                                                                                                                      | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     300000 | PA      | $264832.75    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3966947 CDS EUR R F  1.00000 SP3966947FEE CCPCORPORATE / Short: SP3966947 CDS EUR P V 03MEVENT SP3966947PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3300000 | OU      | $57172.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972607 CDS USD R F  1.00000 SP3972607FEE CCPCORPORATE / Short: SP3972607 CDS USD P V 03MEVENT SP3972607PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-693.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                         | SierraCol Energy Andina LLC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $154159.00    | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968242 CDS USD R V 03MEVENT SP3968242PRO CCPCORPORATE / Short: BP3968242 CDS USD P F  1.00000 SP3968242FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5150000 | OU      | $101505.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                       | Science Applications International Corp                                                                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1231430.28   | 0.12%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $43833.94     | 0.00%             | 2025-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972674 CDS USD R F  1.00000 SP3972674FEE CCPCORPORATE / Short: SP3972674 CDS USD P V 03MEVENT SP3972674PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $2504.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2007-S3                                                                                                 | CUSIP: 46631NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     553199 | PA      | $307605.46    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                              | Operadora de Servicios Mega SA de CV Sofom ER                                                                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $201208.00    | 0.02%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     260000 | PA      | $186425.12    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust       | Castlelake Aircraft Structured Trust 2019-1                                                                                      | CUSIP: 12563CAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $210000.00    | 0.02%             | 2039-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971796 CDS EUR R V 03MEVENT SP3971796PRO CCPCORPORATE / Short: BP3971796 CDS EUR P F  1.00000 SP3971796FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5500000 | OU      | $137587.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust 2022-1                                                                                                    | CUSIP: 57109KAD7<br>LEI: 549300GIOP3T7X23OV63 | Long             | ABS-O            | CORP              | US        |    1065000 | PA      | $939790.08    | 0.09%             | 2032-04-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969861 CDS EUR R F  1.00000 SP3969861FEE CCPCORPORATE / Short: SP3969861 CDS EUR P V 03MEVENT SP3969861PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     900000 | OU      | $-27632.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                 | Milos CLO Ltd                                                                                                                    | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $437890.50    | 0.04%             | 2030-10-20      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| TLG Acquisition One Corp                       | TLG Acquisition One Corp                                                                                                         | CUSIP: 87257M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16730 | NS      | $170311.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | BP CURRENCY FUT DEC22                                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -1 | NC      | $-2972.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                                                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     700000 | PA      | $492860.06    | 0.05%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972854 CDS USD R V 03MEVENT SP3972854PRO CCPCORPORATE / Short: BP3972854 CDS USD P F  1.00000 SP3972854FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-1536.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Partner Acquisition Corp II             | Global Partner Acquisition Corp II                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       5221 | NS      | $52679.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                                                                  | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     683000 | PA      | $620887.78    | 0.06%             | 2036-07-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2005-23                                                                                          | CUSIP: 126694GU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443572 | PA      | $255570.80    | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | S+P MID 400 EMINI DEC22                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          1 | NC      | $-10756.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust 2020-2                                                                                    | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $292255.38    | 0.03%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | STARBUCKS CORP                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -6 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORP                             | STORE Capital Corp                                                                                                               | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    1000000 | PA      | $739151.57    | 0.07%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                          | Lehman Mortgage Trust 2006-2                                                                                                     | CUSIP: 52520MGL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     582678 | PA      | $582966.29    | 0.06%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 3136A2JC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63151 | PA      | $59454.02     | 0.01%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                           | Vornado Realty Trust                                                                                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |       6130 | NS      | $127565.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                      | PG&E Corp                                                                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      18080 | NS      | $293980.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3965632 CDS USD R V 03MEVENT SP3965632PRO CCPCORPORATE / Short: BP3965632 CDS USD P F  1.00000 SP3965632FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4800000 | OU      | $136896.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969018 CDS USD R V 03MEVENT SP3969018PRO CCPCORPORATE / Short: BP3969018 CDS USD P F  1.00000 SP3969018FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8400000 | OU      | $-84158.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Plum Acquisition Corp I                        | Plum Acquisition Corp I                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      13079 | NS      | $131967.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                           | Rush Enterprises Inc                                                                                                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      29273 | NS      | $1530392.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DCert Buyer, Inc.                              | DCert Buyer, Inc. 2021 2nd Lien Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     485000 | PA      | $444745.00    | 0.04%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     650000 | PA      | $495875.25    | 0.05%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $927247.96    | 0.09%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     918000 | PA      | $687442.88    | 0.07%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3960211 CDS EUR R V 03MEVENT SP3960211PRO CCPCORPORATE / Short: BP3960211 CDS EUR P F  1.00000 SP3960211FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4550000 | OU      | $-9896.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38378NBW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12398946 | PA      | $57462.92     | 0.01%             | 2053-09-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Cineplex Inc                                   | Cineplex Inc                                                                                                                     | CUSIP: 172454100<br>LEI: 549300WDU0AS30W35T75 | Short            | EC               | CORP              | CA        |      -8572 | NS      | $-50987.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                             | Unity Software Inc                                                                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     345000 | PA      | $259957.50    | 0.03%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA UK INVESTMENTS                         | Vedanta Resources Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $126506.24    | 0.01%             | 2024-08-09      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972865 CDS USD R V 03MEVENT SP3972865PRO CCPCORPORATE / Short: BP3972865 CDS USD P F  5.00000 SP3972865FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $-46518.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aveanna Healthcare, LLC                        | Aveanna Healthcare, LLC 2021 2nd Lien Term Loan                                                                                  | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     705000 | PA      | $423000.00    | 0.04%             | 2029-12-10      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                                                                | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     645000 | PA      | $531565.73    | 0.05%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        556 | NS      | $61043.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3963258 CDS EUR R V 03MEVENT SP3963258PRO CCPCORPORATE / Short: BP3963258 CDS EUR P F  1.00000 SP3963258FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7950000 | OU      | $111356.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust          | PRPM 2021-2 LLC                                                                                                                  | CUSIP: 69359UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $345323.28    | 0.03%             | 2026-03-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                      | BPR Trust 2021-NRD                                                                                                               | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     465000 | PA      | $412299.32    | 0.04%             | 2038-12-15      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     640000 | PA      | $435700.21    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust               | IndyMac INDX Mortgage Loan Trust 2006-R1                                                                                         | CUSIP: 45662JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2534550 | PA      | $2071700.40   | 0.20%             | 2035-12-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PNM Resources Inc                              | PNM Resources Inc                                                                                                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     140776 | NS      | $6868461.04   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3966688 CDS EUR R V 03MEVENT SP3966688PRO CCPCORPORATE / Short: BP3966688 CDS EUR P F  1.00000 SP3966688FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    9450000 | OU      | $1385244.80   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                          | Molina Healthcare Inc                                                                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     240000 | PA      | $219446.40    | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397RW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     232993 | PA      | $1076.98      | 0.00%             | 2038-03-15      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972359 CDS USD R V 03MEVENT SP3972359PRO CCPCORPORATE / Short: BP3972359 CDS USD P F  1.00000 SP3972359FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4100000 | OU      | $80057.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                        | Long: MGGTGS    TRS GBP R E MGGT LN RE / Short: MGGTGS    TRS GBP P V 01MSONIO SONIO/N+55BPS                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |    2552827 | OU      | $6952.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2006-9                                                                                           | CUSIP: 126694W20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1975585 | PA      | $998741.98    | 0.10%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlantic Coastal Acquisition Corp              | Atlantic Coastal Acquisition Corp                                                                                                | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |      16681 | NS      | $167143.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVIATHAN BOND LTD                             | Leviathan Bond Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     160000 | PA      | $155760.00    | 0.02%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                         | PIONEER NATURAL RESOURCES CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-596.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974485 CDS EUR R F  1.00000 SP3974485FEE CCPCORPORATE / Short: SP3974485 CDS EUR P V 03MEVENT SP3974485PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-13566.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BigBear.ai Holdings Inc                        | BigBear.ai Holdings Inc                                                                                                          | CUSIP: 08975B117<br>LEI: 549300XGCF2ELN28CS63 | N/A              | DE               |  | US        |       3595 | NS      | $110.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     600000 | PA      | $360800.13    | 0.04%             | 2047-12-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Playtika Holding Corp                          | Playtika Holding Corp 2021 Term Loan                                                                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     474214 | PA      | $453763.74    | 0.04%             | 2028-03-13      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968141 CDS EUR R F  1.00000 SP3968141FEE CCPCORPORATE / Short: SP3968141 CDS EUR P V 03MEVENT SP3968141PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3250000 | OU      | $25161.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | THL Credit Wind River 2017-3 Clo Ltd                                                                                             | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $452634.00    | 0.04%             | 2035-04-15      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust Series 2008-1                                                                     | CUSIP: 86358DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     482382 | PA      | $385332.04    | 0.04%             | 2037-10-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Slam Corp                                      | Slam Corp                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9637 | NS      | $97333.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                                                                    | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     245000 | PA      | $249068.05    | 0.02%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                       | Embraer Netherlands Finance BV                                                                                                   | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     310000 | PA      | $301391.30    | 0.03%             | 2025-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                            | DT Auto Owner Trust 2022-2                                                                                                       | CUSIP: 23345AAG8<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |     545000 | PA      | $514174.09    | 0.05%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                | Atrium XIV LLC                                                                                                                   | CUSIP: 04965HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $671757.00    | 0.07%             | 2030-08-23      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust       | Castlelake Aircraft Structured Trust 2021-1                                                                                      | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     894513 | PA      | $753032.13    | 0.07%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $19482.00     | 0.00%             | 2026-01-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33220 | PA      | $1875.33      | 0.00%             | 2037-11-15      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                                                                      | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $147022.60    | 0.01%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Imago Biosciences Inc                          | Imago Biosciences Inc                                                                                                            | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16982 | NS      | $610502.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398GMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1791326 | PA      | $119389.37    | 0.01%             | 2040-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| LG Corp                                        | LG Corp                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      21880 | NS      | $1351386.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                  | ForgeRock Inc                                                                                                                    | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      55078 | NS      | $1254126.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                               | HF Sinclair Corp                                                                                                                 | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     815000 | PA      | $719419.15    | 0.07%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                   | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $99712.12     | 0.01%             | 2059-11-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                   | Lealand Finance Company B.V. 2020 Super Senior Letter of Credit                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248000 | PA      | $202120.00    | 0.02%             | 2024-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49980 | PA      | $71963.65     | 0.01%             | 2037-08-25      | Floating      | 18.01%                | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                        | Gulfport Energy Corp                                                                                                             | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |         18 | PA      | $9000.00      | 0.00%             | 2022-01-31      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3965856 CDS USD R F  5.00000 SP3965856FEE CCPCORPORATE / Short: SP3965856 CDS USD P V 03MEVENT SP3965856PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7200000 | OU      | $1133590.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962190 CDS USD R V 03MEVENT SP3962190PRO CCPCORPORATE / Short: BP3962190 CDS USD P F  1.00000 SP3962190FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7900000 | OU      | $-118889.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| S-JETS Limited                                 | S-Jets 2017-1 Ltd                                                                                                                | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |     875710 | PA      | $680744.65    | 0.07%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968567 CDS USD R V 03MEVENT SP3968567PRO CCPCORPORATE / Short: BP3968567 CDS USD P F  5.00000 SP3968567FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-456984.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                              | Kinder Morgan Inc                                                                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      71620 | NS      | $1294889.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24484551 | PA      | $545679.84    | 0.05%             | 2031-11-01      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Meridian Bioscience Inc                        | Meridian Bioscience Inc                                                                                                          | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Short            | EC               | CORP              | US        |     -15178 | NS      | $-504061.38   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3970414 CDS EUR R V 03MEVENT SP3970414PRO CCPCORPORATE / Short: BP3970414 CDS EUR P F  1.00000 SP3970414FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3250000 | OU      | $272401.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                         | ESC CB GULFPORT ENERGY                                                                                                           | CUSIP: 402ESCAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     144000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382MM97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5963160 | PA      | $642791.64    | 0.06%             | 2051-01-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                     | LEALAND FINANCE COMPANY BV                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     273000 | PA      | $156975.00    | 0.02%             | 2024-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fillmore Park CLO, Ltd.                        | Fillmore Park CLO Ltd 2018-1A                                                                                                    | CUSIP: 31722QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $447513.50    | 0.04%             | 2030-07-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974373 CDS USD R V 03MEVENT SP3974373PRO CCPCORPORATE / Short: BP3974373 CDS USD P F  1.00000 SP3974373FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-3216.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waterbridge Midstream Operating LLC            | Waterbridge Midstream Operating LLC Term Loan B                                                                                  | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |     473784 | PA      | $456683.11    | 0.04%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2007-13                                                                                          | CUSIP: 17025JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     469694 | PA      | $251951.54    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | NEXTERA ENERGY INC                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -6 | NC      | $-660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Marine Containers Limited            | Textainer Marine Containers VII Ltd                                                                                              | CUSIP: 88315LAE8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |      85622 | PA      | $77710.59     | 0.01%             | 2045-08-21      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245421.40    | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colonnade Acquisition Corp II                  | Colonnade Acquisition Corp II                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      13902 | NS      | $139993.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224000 | PA      | $206285.32    | 0.02%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Swvl Holdings Corp                             | Swvl Holdings Corp                                                                                                               | CUSIP: 000000000<br>LEI: 254900YBV6FCSGOW6E19 | N/A              | DE               |  | VG        |        367 | NS      | $7.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969984 CDS EUR R V 03MEVENT SP3969984PRO CCPCORPORATE / Short: BP3969984 CDS EUR P F  5.00000 SP3969984FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-367399.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     400000 | PA      | $75697.20     | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Coastal Acquisition Corp II           | Atlantic Coastal Acquisition Corp II                                                                                             | CUSIP: 04845A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5085 | NS      | $51765.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monument Circle Acquisition Corp               | Monument Circle Acquisition Corp                                                                                                 | CUSIP: 61531M119<br>LEI: N/A                  | N/A              | DE               |  | US        |        470 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PYXUS HOLDINGS                                 | Pyxus Holdings Inc                                                                                                               | CUSIP: 747328AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245100 | PA      | $194241.75    | 0.02%             | 2024-08-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974148 CDS EUR R F  1.00000 SP3974148FEE CCPCORPORATE / Short: SP3974148 CDS EUR P V 03MEVENT SP3974148PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $10291.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972269 CDS USD R F  1.00000 SP3972269FEE CCPCORPORATE / Short: SP3972269 CDS USD P V 03MEVENT SP3972269PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $-41354.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                      | Cyxtera DC Holdings, Inc. Term Loan B                                                                                            | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     461300 | PA      | $395421.52    | 0.04%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                    | Legacy Mortgage Asset Trust 2020-GS5                                                                                             | CUSIP: 52475JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149547 | PA      | $147530.37    | 0.01%             | 2060-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971066 CDS USD R F  5.00000 SP3971066FEE CCPCORPORATE / Short: SP3971066 CDS USD P V 03MEVENT SP3971066PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-260646.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                          | Mineral Resources Ltd                                                                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    2355000 | PA      | $2390313.23   | 0.24%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GUACOLDA ENERGIA SA                            | Guacolda Energia SA                                                                                                              | CUSIP: 000000000<br>LEI: 5299008J94I4A64AEC04 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $88500.00     | 0.01%             | 2025-04-30      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968400 CDS EUR R F  1.00000 SP3968400FEE CCPCORPORATE / Short: SP3968400 CDS EUR P V 03MEVENT SP3968400PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $-4104.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOLP Trust                                     | DOLP Trust 2021-NYC                                                                                                              | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $310526.25    | 0.03%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Golden Arrow Merger Corp                       | Golden Arrow Merger Corp                                                                                                         | CUSIP: 380799106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13902 | NS      | $139228.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewRez Warehouse Securitization Trust          | NewRez Warehouse Securitization Trust 2021-1                                                                                     | CUSIP: 65246PAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2102504.14   | 0.21%             | 2055-05-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397TKA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39474 | PA      | $2061.99      | 0.00%             | 2038-05-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973956 CDS EUR R F  5.00000 SP3973956FEE CCPCORPORATE / Short: SP3973956 CDS EUR P V 03MEVENT SP3973956PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $129101.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     205000 | PA      | $64700.05     | 0.01%             | 2024-05-24      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                            | Banco Davivienda SA                                                                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $154500.00    | 0.02%             | 2031-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                              | Service Corp International/US                                                                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    2928000 | PA      | $2471619.76   | 0.24%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     450000 | PA      | $420086.47    | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38379BRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2492476 | PA      | $147081.52    | 0.01%             | 2044-04-16      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969759 CDS EUR R V 03MEVENT SP3969759PRO CCPCORPORATE / Short: BP3969759 CDS EUR P F  1.00000 SP3969759FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1150000 | OU      | $31422.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.               | RALI Series 2007-QS1 Trust                                                                                                       | CUSIP: 74922KAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     354646 | PA      | $265643.38    | 0.03%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2011-GC5                                                                                            | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1010000 | PA      | $433394.03    | 0.04%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                 | VCAT 2021-NPL5 LLC                                                                                                               | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233496 | PA      | $205959.21    | 0.02%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                     | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NS      | $330.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974429 CDS USD R V 03MEVENT SP3974429PRO CCPCORPORATE / Short: BP3974429 CDS USD P F  1.00000 SP3974429FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-3073.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                               | FirstEnergy Corp                                                                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      30500 | NS      | $1279170.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972124 CDS EUR R V 03MEVENT SP3972124PRO CCPCORPORATE / Short: BP3972124 CDS EUR P F  1.00000 SP3972124FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $5362.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $19141.20     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                                                  | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     355000 | PA      | $328476.18    | 0.03%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1285000 | PA      | $819716.70    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     740000 | PA      | $695809.61    | 0.07%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38379B6K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1914718 | PA      | $147080.23    | 0.01%             | 2040-01-20      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| KBR INC                                        | KBR Inc                                                                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     892000 | PA      | $793391.86    | 0.08%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3971752 CDS USD R V 03MEVENT SP3971752PRO CCPCORPORATE / Short: BP3971752 CDS USD P F  1.00000 SP3971752FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-122.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co                                                                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        160 | NS      | $68601.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp III              | Northern Star Investment Corp III                                                                                                | CUSIP: 66574L118<br>LEI: N/A                  | N/A              | DE               |  | US        |       1238 | NS      | $377.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                                      | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     500000 | PA      | $496994.46    | 0.05%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                                                                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      21450 | NS      | $3518443.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Capital Group Inc                         | Home Capital Group Inc                                                                                                           | CUSIP: 436913107<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               | CORP              | CA        |      38530 | NS      | $1212256.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                    | Wayfair Inc                                                                                                                      | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    1362000 | PA      | $894153.00    | 0.09%             | 2025-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2020-RPL3 Trust                                                                                                             | CUSIP: 12656PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     302215 | PA      | $284253.00    | 0.03%             | 2060-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MED Trust                                      | Med Trust 2021-MDLN                                                                                                              | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $545013.78    | 0.05%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                     | AMSR 2020-SFR5 Trust                                                                                                             | CUSIP: 03217JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1607266.44   | 0.16%             | 2037-11-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                       | Patterson-UTI Energy Inc                                                                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     330000 | PA      | $297098.65    | 0.03%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                           | Tanger Properties LP                                                                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     905000 | PA      | $659501.46    | 0.06%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                        | Long: SGCGS     TRS GBP R E SGC LE / Short: SGCGS     TRS GBP P V 01MLIBOR BP0001M-40BPS                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     674774 | OU      | $-2328.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust    | Bear Stearns ARM Trust 2005-12                                                                                                   | CUSIP: 07387AGH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1564310 | PA      | $1182841.13   | 0.12%             | 2036-02-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397GFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115206 | PA      | $8526.83      | 0.00%             | 2037-04-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-UBS4 Mortgage Trust                                                                                                    | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    1868035 | PA      | $396523.31    | 0.04%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    3053000 | PA      | $2524370.42   | 0.25%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2007-20                                                                                                   | CUSIP: 02151LAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     909642 | PA      | $518318.17    | 0.05%             | 2047-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                          | FMC GMSR Issuer Trust                                                                                                            | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1446043.07   | 0.14%             | 2026-07-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        480 | NS      | $49435.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2310000 | PA      | $1971504.15   | 0.19%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -704 | NC      | $-114543.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc                                                                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      13986 | NS      | $1683075.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc               | Atlas Air Worldwide Holdings Inc                                                                                                 | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      49871 | NS      | $5026996.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3964732 CDS USD R V 03MEVENT SP3964732PRO CCPCORPORATE / Short: BP3964732 CDS USD P F  1.00000 SP3964732FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $-46009.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     275000 | PA      | $266155.00    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                            | Artera Services LLC                                                                                                              | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     150000 | PA      | $125200.50    | 0.01%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B7AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1446302 | PA      | $115071.10    | 0.01%             | 2054-01-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963472 CDS EUR R F  1.00000 SP3963472FEE CCPCORPORATE / Short: SP3963472 CDS EUR P V 03MEVENT SP3963472PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8200000 | OU      | $-155693.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967948 CDS EUR R V 03MEVENT SP3967948PRO CCPCORPORATE / Short: BP3967948 CDS EUR P F  1.00000 SP3967948FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3550000 | OU      | $-7721.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc.             | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1                                                             | CUSIP: 25157GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76243 | PA      | $69244.47     | 0.01%             | 2036-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3961896 CDS EUR R V 03MEVENT SP3961896PRO CCPCORPORATE / Short: BP3961896 CDS EUR P F  1.00000 SP3961896FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6050000 | OU      | $-87823.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972810 CDS USD R V 03MEVENT SP3972810PRO CCPCORPORATE / Short: BP3972810 CDS USD P F  1.00000 SP3972810FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-1608.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2007-16CB                                                                                                 | CUSIP: 02152AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172598 | PA      | $54643.11     | 0.01%             | 2037-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3960839 CDS USD R V 03MEVENT SP3960839PRO CCPCORPORATE / Short: BP3960839 CDS USD P F  1.00000 SP3960839FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8250000 | OU      | $19066.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                     | Churchill Capital Corp VII                                                                                                       | CUSIP: 17144M201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8316 | NS      | $82828.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974205 CDS EUR R F  1.00000 SP3974205FEE CCPCORPORATE / Short: SP3974205 CDS EUR P V 03MEVENT SP3974205PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $2392.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPHEALTH INC                                   | UpHealth Inc                                                                                                                     | CUSIP: 91532BAC5<br>LEI: 549300OSKGXG2OH2XE50 | Long             | DBT              | CORP              | US        |     937000 | PA      | $888276.00    | 0.09%             | 2025-12-15      | Floating      | 13.30%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3960334 CDS USD R V 03MEVENT SP3960334PRO CCPCORPORATE / Short: BP3960334 CDS USD P F  5.00000 SP3960334FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6900000 | OU      | $-1176571.37  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                         | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                                                                  | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     335000 | PA      | $254758.65    | 0.03%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1182672.35   | 0.12%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2015-C28                                                                                   | CUSIP: 94989JAA4<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |   19971000 | PA      | $454965.34    | 0.04%             | 2048-05-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust               | IndyMac INDX Mortgage Loan Trust 2007-AR5                                                                                        | CUSIP: 45669EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     963035 | PA      | $769780.21    | 0.08%             | 2037-05-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MOMENTIVE GLOBAL INC                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       2192 | NC      | $87680.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust      | First Horizon Mortgage Pass-Through Trust 2006-1                                                                                 | CUSIP: 32051G2H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107169 | PA      | $53115.70     | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                     | CarMax Inc                                                                                                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20700 | NS      | $1260423.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      40000 | PA      | $45227.38     | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-367.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                                   | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $112836.02    | 0.01%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3967421 CDS EUR R F  1.00000 SP3967421FEE CCPCORPORATE / Short: SP3967421 CDS EUR P V 03MEVENT SP3967421PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8300000 | OU      | $-7153.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings VIII Inc                        | Gores Holdings VIII Inc                                                                                                          | CUSIP: 382863108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3177 | NS      | $31960.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     455000 | PA      | $368281.95    | 0.04%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM Loan Income Fund I Income Note Issuer Ltd                                                                                    | CUSIP: 50200LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $381266.50    | 0.04%             | 2031-07-16      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Naspers Ltd                                    | Naspers Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |       8419 | NS      | $1398404.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974564 CDS EUR R V 03MEVENT SP3974564PRO CCPCORPORATE / Short: BP3974564 CDS EUR P F  1.00000 SP3974564FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-4838.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                       | Marriott Ownership Resorts Inc                                                                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     230000 | PA      | $191113.04    | 0.02%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lightning eMotors Inc                          | Lightning eMotors Inc                                                                                                            | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Short            | EC               | CORP              | US        |     -41867 | NS      | $-15344.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies               | CARLYLE US CLO 2021-1 LTD                                                                                                        | CUSIP: 14317LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $441530.00    | 0.04%             | 2034-04-15      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                        | GSR Mortgage Loan Trust 2005-AR6                                                                                                 | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70017 | PA      | $64224.47     | 0.01%             | 2035-09-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964967 CDS USD R F  1.00000 SP3964967FEE CCPCORPORATE / Short: SP3964967 CDS USD P V 03MEVENT SP3964967PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8200000 | OU      | $44633.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $121507.10    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                | AREIT 2019-CRE3 Trust                                                                                                            | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $937507.90    | 0.09%             | 2036-09-14      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     658000 | PA      | $584830.91    | 0.06%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent 2015-SFR1 Trust                                                                                            | CUSIP: 02666AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     845000 | PA      | $822873.25    | 0.08%             | 2052-04-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972797 CDS USD R V 03MEVENT SP3972797PRO CCPCORPORATE / Short: BP3972797 CDS USD P F  1.00000 SP3972797FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $246.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINDETER                                       | Financiera de Desarrollo Territorial SA Findeter                                                                                 | CUSIP: 31772MAA0<br>LEI: 54930036EU95I2CWYJ76 | Long             | DBT              | NUSS              | CO        | 3329000000 | PA      | $624735.68    | 0.06%             | 2024-08-12      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | CAD CURRENCY FUT DEC22                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -1 | NC      | $1340.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $825261.86    | 0.08%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 1Life Healthcare Inc                           | 1Life Healthcare Inc                                                                                                             | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     252248 | NS      | $4215064.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973057 CDS EUR R V 03MEVENT SP3973057PRO CCPCORPORATE / Short: BP3973057 CDS EUR P F  1.00000 SP3973057FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $2707.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-2                                                                                                | CUSIP: 126384CF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30967 | PA      | $24038.41     | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | EMERSON ELECTRIC CO                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968444 CDS USD R F  1.00000 SP3968444FEE CCPCORPORATE / Short: SP3968444 CDS USD P V 03MEVENT SP3968444PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-63044.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange Inc                                                                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |      -1729 | NS      | $-177378.11   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Inc                                  | Moneylion Inc                                                                                                                    | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     320179 | NS      | $198510.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |          1 | NC      | $330.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLP Trust                                     | DOLP Trust 2021-NYC                                                                                                              | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $298145.20    | 0.03%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964068 CDS USD R F  1.00000 SP3964068FEE CCPCORPORATE / Short: SP3964068 CDS USD P V 03MEVENT SP3964068PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8300000 | OU      | $-136266.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                        | Aon PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       7963 | NS      | $2390014.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974104 CDS EUR R V 03MEVENT SP3974104PRO CCPCORPORATE / Short: BP3974104 CDS EUR P F  5.00000 SP3974104FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $-128756.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972539 CDS EUR R F  1.00000 SP3972539FEE CCPCORPORATE / Short: SP3972539 CDS EUR P V 03MEVENT SP3972539PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1300000 | OU      | $12698.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971549 CDS USD R F  5.00000 SP3971549FEE CCPCORPORATE / Short: SP3971549 CDS USD P V 03MEVENT SP3971549PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-28680.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                   | Yuzhou Group Holdings Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     710000 | PA      | $69679.40     | 0.01%             | 2026-08-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     575000 | PA      | $469154.00    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $366499.78    | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3963742 CDS USD R V 03MEVENT SP3963742PRO CCPCORPORATE / Short: BP3963742 CDS USD P F  1.00000 SP3963742FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8400000 | OU      | $147134.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee          | VOLT XCIII LLC                                                                                                                   | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     645701 | PA      | $585676.68    | 0.06%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963168 CDS EUR R F  1.00000 SP3963168FEE CCPCORPORATE / Short: SP3963168 CDS EUR P V 03MEVENT SP3963168PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $-51701.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $43718.18     | 0.00%             | 2025-07-09      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herbalife Nutrition Ltd                        | Herbalife Nutrition Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      11370 | NS      | $169185.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3965216 CDS USD R V 03MEVENT SP3965216PRO CCPCORPORATE / Short: BP3965216 CDS USD P F  5.00000 SP3965216FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7350000 | OU      | $-470480.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | UNITED PARCEL SERVICE INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -2 | NC      | $-200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973428 CDS USD R F  1.00000 SP3973428FEE CCPCORPORATE / Short: SP3973428 CDS USD P V 03MEVENT SP3973428PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $7454.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1653.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380YTQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1930439 | PA      | $167905.88    | 0.02%             | 2048-08-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Prenetics Global Ltd                           | Prenetics Global Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        145 | NS      | $23.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                               | Zillow Group Inc                                                                                                                 | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |      27000 | PA      | $25812.00     | 0.00%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3965069 CDS USD R F  5.00000 SP3965069FEE CCPCORPORATE / Short: SP3965069 CDS USD P V 03MEVENT SP3965069PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7100000 | OU      | $1084321.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd            | Octagon Investment Partners XXI Ltd                                                                                              | CUSIP: 67590UAQ1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $431478.50    | 0.04%             | 2031-02-14      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $56304.82     | 0.01%             | 2026-06-01      | Fixed         | 11.65%                | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1425000 | PA      | $1081650.81   | 0.11%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974632 CDS EUR R V 03MEVENT SP3974632PRO CCPCORPORATE / Short: BP3974632 CDS EUR P F  1.00000 SP3974632FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $18706.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969210 CDS USD R V 03MEVENT SP3969210PRO CCPCORPORATE / Short: BP3969210 CDS USD P F  1.00000 SP3969210FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $2267.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust                                                   | CUSIP: 93934NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374290 | PA      | $273675.69    | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                                | Easy Tactic Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |     412141 | PA      | $87773.67     | 0.01%             | 2027-07-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2011-C2                                                                                           | CUSIP: 617459AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $411397.60    | 0.04%             | 2044-06-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                  | Life Time Inc                                                                                                                    | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     290000 | PA      | $261362.50    | 0.03%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                                                                      | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $82734.19     | 0.01%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-16.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |     370000 | PA      | $349025.56    | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oi SA                                          | Oi SA                                                                                                                            | CUSIP: 000000000<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |     550000 | PA      | $94682.50     | 0.01%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20290608 | PA      | $465369.16    | 0.05%             | 2048-08-20      | Floating      | 0.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3967487 CDS EUR R F  1.00000 SP3967487FEE CCPCORPORATE / Short: SP3967487 CDS EUR P V 03MEVENT SP3967487PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $78379.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397GQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95706 | PA      | $7759.83      | 0.00%             | 2037-04-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                            | TE Connectivity Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      25520 | NS      | $2929696.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISION DRILLING CORP                        | Precision Drilling Corp                                                                                                          | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    1279000 | PA      | $1192420.33   | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     390000 | PA      | $382192.85    | 0.04%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     452000 | PA      | $396062.74    | 0.04%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                                      | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6000000 | PA      | $5921863.26   | 0.58%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                   | Lealand Finance Company B.V. 2020 Take Back Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    1358537 | PA      | $729242.28    | 0.07%             | 2025-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                  | Wolfspeed Inc                                                                                                                    | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67912.50     | 0.01%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UpHealth Inc                                   | UpHealth Inc                                                                                                                     | CUSIP: 91532B200<br>LEI: 549300OSKGXG2OH2XE50 | Long             | EC               | CORP              | US        |       2045 | NS      | $3333.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratim Cloud Acquisition Corp                 | Stratim Cloud Acquisition Corp                                                                                                   | CUSIP: 86309R206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9063 | NS      | $95206.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund LLC                              | Imperial Fund Mortgage Trust 2021-NQM3                                                                                           | CUSIP: 452762AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1028331.80   | 0.10%             | 2056-11-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                            | HeidelbergCement AG                                                                                                              | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      13780 | NS      | $785555.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                  | INTELSAT JACKSON HOLDINGS S A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        834 | NS      | $5629.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORP                                    | TriMas Corp                                                                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     370000 | PA      | $323605.70    | 0.03%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | EURO FX CURR FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -517 | NC      | $-194513.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2065798.50   | 0.20%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3967689 CDS EUR R F  1.00000 SP3967689FEE CCPCORPORATE / Short: SP3967689 CDS EUR P V 03MEVENT SP3967689PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7950000 | OU      | $121965.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSCG Trust                                     | GSCG Trust 2019-600C                                                                                                             | CUSIP: 36260TAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710000 | PA      | $564016.47    | 0.06%             | 2034-09-06      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     125000 | PA      | $103883.80    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Heliogen Inc                                   | Heliogen Inc                                                                                                                     | CUSIP: 42329E113<br>LEI: N/A                  | N/A              | DE               |  | US        |       1333 | NS      | $99.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL FINANCE LTD                                | NCL Finance Ltd                                                                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     200000 | PA      | $147894.27    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited            | Textainer Marine Containers VII Ltd                                                                                              | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     191641 | PA      | $159864.77    | 0.02%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972078 CDS EUR R F  5.00000 SP3972078FEE CCPCORPORATE / Short: SP3972078 CDS EUR P V 03MEVENT SP3972078PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2700000 | OU      | $421671.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | MSCI EMGMKT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       -306 | NC      | $353460.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1040453.14   | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                     | LPL Financial Holdings Inc                                                                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       3075 | NS      | $664722.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp                                                                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        184 | NS      | $11317.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974711 CDS EUR R V 03MEVENT SP3974711PRO CCPCORPORATE / Short: BP3974711 CDS EUR P F  1.00000 SP3974711FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $4425.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                                                                           | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     830000 | PA      | $617452.55    | 0.06%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                   | UPL Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     460000 | PA      | $322000.00    | 0.03%             | 2025-02-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                                                                        | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     350000 | PA      | $290071.74    | 0.03%             | 2032-01-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974542 CDS USD R V 03MEVENT SP3974542PRO CCPCORPORATE / Short: BP3974542 CDS USD P F  1.00000 SP3974542FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2400000 | OU      | $468159.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969153 CDS EUR R V 03MEVENT SP3969153PRO CCPCORPORATE / Short: BP3969153 CDS EUR P F  1.00000 SP3969153FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5350000 | OU      | $89834.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                | Yum! Brands Inc                                                                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1716000 | PA      | $1577312.88   | 0.16%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973451 CDS USD R F  5.00000 SP3973451FEE CCPCORPORATE / Short: SP3973451 CDS USD P V 03MEVENT SP3973451PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $28804.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayfin US XII, Ltd.                            | Hayfin US XII Ltd                                                                                                                | CUSIP: 42087DAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $290832.90    | 0.03%             | 2034-01-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                        | Buttermilk Park CLO Ltd                                                                                                          | CUSIP: 12416PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $634551.75    | 0.06%             | 2031-10-15      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17508 | PA      | $1601.97      | 0.00%             | 2040-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     120000 | PA      | $113422.71    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     166331 | PA      | $13174.22     | 0.00%             | 2041-02-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                    | LSF9 Atlantis Holdings, LLC 2022 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |     245000 | PA      | $238691.25    | 0.02%             | 2029-03-31      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                                                               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $134653.00    | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $830615.08    | 0.08%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        815 | NS      | $80848.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust   | Wells Fargo Mortgage Backed Securities 2006-AR19 Trust                                                                           | CUSIP: 949789AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48356 | PA      | $46056.11     | 0.00%             | 2036-12-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        583 | NC      | $34891.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974698 CDS EUR R F  1.00000 SP3974698FEE CCPCORPORATE / Short: SP3974698 CDS EUR P V 03MEVENT SP3974698PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-1538.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2006-31CB                                                                                                 | CUSIP: 02148HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316129 | PA      | $194724.53    | 0.02%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972887 CDS USD R V 03MEVENT SP3972887PRO CCPCORPORATE / Short: BP3972887 CDS USD P F  1.00000 SP3972887FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $13870.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                                                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        372 | NS      | $35734.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Mortgage and Asset Receiving Corp.    | Deutsche Mortgage & Asset Receiving Corp                                                                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |    1856868 | PA      | $1481411.91   | 0.15%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LHC Group Inc                                  | LHC Group Inc                                                                                                                    | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      26937 | NS      | $4355443.53   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4790.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3975059 CDS USD R F  5.00000 SP3975059FEE CCPCORPORATE / Short: SP3975059 CDS USD P V 03MEVENT SP3975059PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $-239366.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972629 CDS USD R F  1.00000 SP3972629FEE CCPCORPORATE / Short: SP3972629 CDS USD P V 03MEVENT SP3972629PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-5254.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2013-LC12                                                                                  | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |     640000 | PA      | $607566.66    | 0.06%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                                                                     | CUSIP: 46635TBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1285000 | PA      | $576004.08    | 0.06%             | 2046-02-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3959859 CDS USD R V 03MEVENT SP3959859PRO CCPCORPORATE / Short: BP3959859 CDS USD P F  5.00000 SP3959859FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4350000 | OU      | $-577709.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     885000 | PA      | $652807.98    | 0.06%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                   | Lealand Finance Company B.V. 2020 Letter Of Credit                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    1537672 | PA      | $884161.16    | 0.09%             | 2024-06-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                               | Samsung C&T Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      10290 | NS      | $923618.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT COMM AVIATION                          | ELEMENT COMM AVIATION                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |        170 | NS      | $11602.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHEEL PROS INC                                 | Wheel Pros Inc                                                                                                                   | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $81650.00     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -5834 | NS      | $-3261964.42  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | DOLLAR INDEX MAR23                                                                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |         57 | NC      | $-8475.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     350000 | PA      | $286114.61    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -410 | NC      | $198025.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3960569 CDS USD R F  5.00000 SP3960569FEE CCPCORPORATE / Short: SP3960569 CDS USD P V 03MEVENT SP3960569PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2400000 | OU      | $-549073.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | USERTESTING INC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         82 | NC      | $410.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82704.08     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Gores Holdings VIII Inc                        | Gores Holdings VIII Inc                                                                                                          | CUSIP: 382863116<br>LEI: N/A                  | N/A              | DE               |  | US        |        397 | NS      | $0.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                  | Clarivate PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |       5548 | NS      | $210158.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM Ltd Partnership                            | LCM 26 Ltd                                                                                                                       | CUSIP: 50200GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $382741.50    | 0.04%             | 2031-01-20      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | USERTESTING INC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         42 | NC      | $420.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $107391.57    | 0.01%             | 2025-04-21      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974733 CDS EUR R V 03MEVENT SP3974733PRO CCPCORPORATE / Short: BP3974733 CDS EUR P F  1.00000 SP3974733FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $9493.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     735000 | PA      | $885491.25    | 0.09%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Evo Payments Inc                               | Evo Payments Inc                                                                                                                 | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      96873 | NS      | $3278182.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2019-2                                                                                                 | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385000 | PA      | $310064.45    | 0.03%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                                                                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1327859.82   | 0.13%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8347595 | PA      | $325299.92    | 0.03%             | 2051-06-20      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-5                                                                                                 | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310000 | PA      | $249696.63    | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973327 CDS USD R F  5.00000 SP3973327FEE CCPCORPORATE / Short: SP3973327 CDS USD P V 03MEVENT SP3973327PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $30857.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31397MBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11026 | PA      | $437.76       | 0.00%             | 2038-07-25      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973439 CDS USD R F  1.00000 SP3973439FEE CCPCORPORATE / Short: SP3973439 CDS USD P V 03MEVENT SP3973439PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $2300.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGREE LP                                       | Agree LP                                                                                                                         | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     769000 | PA      | $716233.93    | 0.07%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962932 CDS EUR R V 03MEVENT SP3962932PRO CCPCORPORATE / Short: BP3962932 CDS EUR P F  1.00000 SP3962932FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $28347.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972832 CDS USD R V 03MEVENT SP3972832PRO CCPCORPORATE / Short: BP3972832 CDS USD P F  1.00000 SP3972832FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-4400.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     350000 | PA      | $323477.00    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1836235 | PA      | $165750.90    | 0.02%             | 2040-11-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972977 CDS EUR R F  1.00000 SP3972977FEE CCPCORPORATE / Short: SP3972977 CDS EUR P V 03MEVENT SP3972977PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-139257.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                      | CIM Trust 2021-NR2                                                                                                               | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393893 | PA      | $364654.69    | 0.04%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                | NGD Holdings BV                                                                                                                  | CUSIP: 000000000<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $47100.00     | 0.00%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW Owner Trust 2019-1                                                                                                           | CUSIP: 55389PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40827 | PA      | $37800.33     | 0.00%             | 2036-11-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc         | International Flavors & Fragrances Inc                                                                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      24620 | NS      | $2581160.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVERBED TECH 12/21 CONV PREF                  | RIVERBED TECH 12/21 CONV PREF                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       4852 | NS      | $3663.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 55 CLO Ltd                                                                                                                | CUSIP: 26245QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $372180.00    | 0.04%             | 2031-04-15      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                 | Ronshine China Holdings Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $29592.83     | 0.00%             | 2024-08-05      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963539 CDS USD R F  1.00000 SP3963539FEE CCPCORPORATE / Short: SP3963539 CDS USD P V 03MEVENT SP3963539PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8700000 | OU      | $-402244.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                        | GSR Mortgage Loan Trust 2006-7F                                                                                                  | CUSIP: 36298NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220822 | PA      | $81110.01     | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                         | Rockford Tower CLO 2017-2 Ltd                                                                                                    | CUSIP: 77340GAN1<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $667070.60    | 0.07%             | 2029-10-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                    | Ashland LLC                                                                                                                      | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $2765411.50   | 0.27%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974867 CDS USD R F  1.00000 SP3974867FEE CCPCORPORATE / Short: SP3974867 CDS USD P V 03MEVENT SP3974867PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-236183.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     181762 | PA      | $5185.15      | 0.00%             | 2040-09-15      | Floating      | 0.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B30894932 CDS USD R V 03MEVENT FLO CCPCDX / Short: B30894932 CDS USD P F  5.00000 FIX CCPCDX                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3490000 | OU      | $-21491.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        590 | NS      | $50161.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25277.87     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     850000 | PA      | $683916.99    | 0.07%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973169 CDS EUR R V 03MEVENT SP3973169PRO CCPCORPORATE / Short: BP3973169 CDS EUR P F  1.00000 SP3973169FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $-1069.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3970504 CDS EUR R F  1.00000 SP3970504FEE CCPCORPORATE / Short: SP3970504 CDS EUR P V 03MEVENT SP3970504PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-769.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967814 CDS EUR R V 03MEVENT SP3967814PRO CCPCORPORATE / Short: BP3967814 CDS EUR P F  1.00000 SP3967814FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8100000 | OU      | $21314.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv Inc                                                                                                                      | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29989.97     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                   | Pioneer Natural Resources Co                                                                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        272 | NS      | $62122.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1035000 | PA      | $981704.33    | 0.10%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                         | Cengage Learning, Inc. 2021 Term Loan B                                                                                          | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     400950 | PA      | $361544.63    | 0.04%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXVI Ltd                                                                                                    | CUSIP: 55819YAG5<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |     445000 | PA      | $415533.44    | 0.04%             | 2030-07-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3964192 CDS USD R V 03MEVENT SP3964192PRO CCPCORPORATE / Short: BP3964192 CDS USD P F  1.00000 SP3964192FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $-183738.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $40763.82     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3966071 CDS EUR R V 03MEVENT SP3966071PRO CCPCORPORATE / Short: BP3966071 CDS EUR P F  1.00000 SP3966071FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4550000 | OU      | $559049.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972304 CDS USD R V 03MEVENT SP3972304PRO CCPCORPORATE / Short: BP3972304 CDS USD P F  1.00000 SP3972304FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4100000 | OU      | $-107890.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3966486 CDS EUR R F  1.00000 SP3966486FEE CCPCORPORATE / Short: SP3966486 CDS EUR P V 03MEVENT SP3966486PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8050000 | OU      | $63301.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIAD CORP                                      | Viad Corp Initial Term Loan                                                                                                      | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |     375250 | PA      | $355902.11    | 0.03%             | 2028-07-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964428 CDS USD R F  5.00000 SP3964428FEE CCPCORPORATE / Short: SP3964428 CDS USD P V 03MEVENT SP3964428PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7850000 | OU      | $385921.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                | Atrium XIII                                                                                                                      | CUSIP: 04965TAA9<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $445262.50    | 0.04%             | 2030-11-21      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2011-C4                                                                                          | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395000 | PA      | $319368.44    | 0.03%             | 2044-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973855 CDS EUR R F  1.00000 SP3973855FEE CCPCORPORATE / Short: SP3973855 CDS EUR P V 03MEVENT SP3973855PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-22009.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       1500 | NS      | $164910.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | JPN YEN CURR FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -15 | NC      | $-39646.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                      | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      44626 | NS      | $493365.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     205000 | PA      | $58395.10     | 0.01%             | 2025-07-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR4                                                                                                   | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     735000 | PA      | $627277.96    | 0.06%             | 2038-05-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CORURIPE NETHERLANDS BV                        | Coruripe Netherlands BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500EL5MDC9RD0FW48 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $321000.00    | 0.03%             | 2027-02-10      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                                                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     172900 | PA      | $154118.05    | 0.02%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971842 CDS EUR R F  1.00000 SP3971842FEE CCPCORPORATE / Short: SP3971842 CDS EUR P V 03MEVENT SP3971842PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $11613.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities            | Banc of America Mortgage 2005-A Trust                                                                                            | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8685 | PA      | $8007.47      | 0.00%             | 2035-02-25      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Golden Arrow Merger Corp                       | Golden Arrow Merger Corp                                                                                                         | CUSIP: 380799114<br>LEI: N/A                  | N/A              | DE               |  | US        |       4634 | NS      | $38.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                                                                  | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     166000 | PA      | $130729.13    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 6 Ltd                                                                                                                         | CUSIP: 78110LAA4<br>LEI: 549300KSO6EE9C4GF767 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $431261.00    | 0.04%             | 2036-04-15      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 40 Senior Loan Fund                                                                                                       | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $804749.00    | 0.08%             | 2031-08-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974025 CDS USD R F  5.00000 SP3974025FEE CCPCORPORATE / Short: SP3974025 CDS USD P V 03MEVENT SP3974025PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $89197.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | LOCKHEED MARTIN CORP                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-968.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2021-14 Ltd                                                                                                        | CUSIP: 28623RAJ7<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $459415.50    | 0.05%             | 2034-10-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974889 CDS USD R F  1.00000 SP3974889FEE CCPCORPORATE / Short: SP3974889 CDS USD P V 03MEVENT SP3974889PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-341124.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                                                                  | CUSIP: 46651MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1531000 | PA      | $1399947.47   | 0.14%             | 2036-07-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973608 CDS USD R V 03MEVENT SP3973608PRO CCPCORPORATE / Short: BP3973608 CDS USD P F  1.00000 SP3973608FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $6373.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     390000 | PA      | $271471.22    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                             | Wind River 2021-2 CLO Ltd                                                                                                        | CUSIP: 97315YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $441310.50    | 0.04%             | 2034-07-20      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967274 CDS EUR R V 03MEVENT SP3967274PRO CCPCORPORATE / Short: BP3967274 CDS EUR P F  1.00000 SP3967274FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8200000 | OU      | $40553.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                              | Swire Pacific Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      60655 | NS      | $534127.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972775 CDS USD R V 03MEVENT SP3972775PRO CCPCORPORATE / Short: BP3972775 CDS USD P F  1.00000 SP3972775FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-1360.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973338 CDS USD R F  1.00000 SP3973338FEE CCPCORPORATE / Short: SP3973338 CDS USD P V 03MEVENT SP3973338PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $1219.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962224 CDS USD R V 03MEVENT SP3962224PRO CCPCORPORATE / Short: BP3962224 CDS USD P F  5.00000 SP3962224FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7000000 | OU      | $-1107112.51  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968624 CDS USD R F  1.00000 SP3968624FEE CCPCORPORATE / Short: SP3968624 CDS USD P V 03MEVENT SP3968624PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-238267.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                | Envision Healthcare Corporation 2022 Second Out Term Loan                                                                        | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     417569 | PA      | $146149.01    | 0.01%             | 2027-03-31      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Signify Health Inc                             | Signify Health Inc                                                                                                               | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     121736 | NS      | $3488953.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Methods Corporation                        | Air Methods Corporation 2017 Term Loan B                                                                                         | CUSIP: 00912YAL6<br>LEI: 54930081QGNZXVDOZF63 | Long             | LON              | CORP              | US        |     562680 | PA      | $318687.83    | 0.03%             | 2024-04-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38378P2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2715661 | PA      | $243583.62    | 0.02%             | 2044-01-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $370152.74    | 0.04%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                           | Juniper Networks Inc                                                                                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     495000 | PA      | $379824.77    | 0.04%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                         | Accelerated Assets 2018-1 LLC                                                                                                    | CUSIP: 00436MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103524 | PA      | $98815.19     | 0.01%             | 2033-12-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $19919.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2018-2 Ltd                                                                                                              | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $385549.50    | 0.04%             | 2031-07-15      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | AMERICAN TOWER CORP                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -1 | NC      | $-285.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OI EUROPEAN GROUP BV                           | OI European Group BV                                                                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     780000 | PA      | $684173.10    | 0.07%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38379UZ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8177123 | PA      | $261721.10    | 0.03%             | 2058-09-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Tio Tech A                                     | Tio Tech A                                                                                                                       | CUSIP: 000000000<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | KY        |       3992 | NS      | $40219.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metals Acquisition Corp                        | Metals Acquisition Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       2489 | NS      | $1220.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                 | Pagaya AI Debt Selection Trust 2021-5                                                                                            | CUSIP: 69547EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $676416.00    | 0.07%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2014-GC18                                                                                           | CUSIP: 36252RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91748.10     | 0.01%             | 2047-01-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969197 CDS USD R V 03MEVENT SP3969197PRO CCPCORPORATE / Short: BP3969197 CDS USD P F  1.00000 SP3969197FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1250000 | OU      | $206111.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968994 CDS EUR R F  1.00000 SP3968994FEE CCPCORPORATE / Short: SP3968994 CDS EUR P V 03MEVENT SP3968994PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4500000 | OU      | $7407.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                   | Glencore PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     340340 | NS      | $2270522.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     510000 | PA      | $449411.47    | 0.04%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                       | Shimao Group Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $74804.79     | 0.01%             | 2031-01-11      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Cineplex Inc                                   | Cineplex Inc                                                                                                                     | CUSIP: 172454100<br>LEI: 549300WDU0AS30W35T75 | Long             | EC               | CORP              | CA        |      48890 | NS      | $290807.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.           | Octagon Investment Partners 40 Ltd                                                                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $449543.00    | 0.04%             | 2035-01-20      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1012470.63   | 0.10%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The      | Hartford Financial Services Group Inc/The                                                                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      11317 | NS      | $858168.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                        | Park River Holdings Inc                                                                                                          | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $80064.62     | 0.01%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                  | SCC Power PLC                                                                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      92322 | PA      | $32866.63     | 0.00%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     340000 | PA      | $317325.39    | 0.03%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $128002.26    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Travel Leaders Group, LLC                      | Travel Leaders Group, LLC 2018 Term Loan B                                                                                       | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |     575136 | PA      | $528765.88    | 0.05%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $185569.82    | 0.02%             | 2025-10-13      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Monument Circle Acquisition Corp               | Monument Circle Acquisition Corp                                                                                                 | CUSIP: 61531M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        940 | NS      | $9447.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38377VE77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1319469 | PA      | $85419.78     | 0.01%             | 2041-05-20      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971460 CDS USD R F  1.00000 SP3971460FEE CCPCORPORATE / Short: SP3971460 CDS USD P V 03MEVENT SP3971460PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $-520664.23   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD            | Octagon Investment Partners XVI Ltd                                                                                              | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $813879.00    | 0.08%             | 2030-07-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 26 Ltd                                                                                        | CUSIP: 64131NAA5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $503845.00    | 0.05%             | 2030-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974610 CDS EUR R V 03MEVENT SP3974610PRO CCPCORPORATE / Short: BP3974610 CDS EUR P F  1.00000 SP3974610FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $5147.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                  | MaxLinear Inc                                                                                                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Short            | EC               | CORP              | US        |     -14219 | NS      | $-482735.05   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31393EMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155031 | PA      | $154424.75    | 0.02%             | 2033-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust     | Bear Stearns Asset Backed Securities I Trust 2006-AC1                                                                            | CUSIP: 07387UCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     372826 | PA      | $196785.96    | 0.02%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968589 CDS USD R V 03MEVENT SP3968589PRO CCPCORPORATE / Short: BP3968589 CDS USD P F  5.00000 SP3968589FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $709932.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22299475 | PA      | $212406.96    | 0.02%             | 2051-06-20      | Floating      | 0.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18226 | PA      | $1330.95      | 0.00%             | 2037-07-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973136 CDS EUR R V 03MEVENT SP3973136PRO CCPCORPORATE / Short: BP3973136 CDS EUR P F  1.00000 SP3973136FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $5147.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38376MAG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1915400 | PA      | $147068.42    | 0.01%             | 2044-01-20      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust         | Residential Asset Securitization Trust 2007-A9                                                                                   | CUSIP: 761143AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15386514 | PA      | $2490073.46   | 0.24%             | 2037-09-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1465150.26   | 0.14%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                                                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     635000 | PA      | $606872.68    | 0.06%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972191 CDS USD R F  5.00000 SP3972191FEE CCPCORPORATE / Short: SP3972191 CDS USD P V 03MEVENT SP3972191PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1150000 | OU      | $-51255.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                               | Aris Mining Corp                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $157102.00    | 0.02%             | 2026-08-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     175000 | PA      | $135625.00    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust               | WFRBS Commercial Mortgage Trust 2014-C24                                                                                         | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $227557.45    | 0.02%             | 2047-11-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3961010 CDS USD R V 03MEVENT SP3961010PRO CCPCORPORATE / Short: BP3961010 CDS USD P F  1.00000 SP3961010FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8300000 | OU      | $95624.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       1682 | NS      | $218542.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31396WKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92901 | PA      | $7843.02      | 0.00%             | 2036-10-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                | Nintendo Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      18529 | NS      | $777652.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R03                                                                                     | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $992239.10    | 0.10%             | 2042-03-25      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974597 CDS EUR R F  1.00000 SP3974597FEE CCPCORPORATE / Short: SP3974597 CDS EUR P V 03MEVENT SP3974597PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-792.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B5NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18128424 | PA      | $465496.22    | 0.05%             | 2029-06-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL EQUITY                              | CWT TRAVEL EQUITY                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3695 | NS      | $24941.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                                                                      | CUSIP: 61764XBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     858000 | PA      | $718194.13    | 0.07%             | 2048-03-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                               | SpringCastle America Funding LLC                                                                                                 | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     446026 | PA      | $402945.35    | 0.04%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                     | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1768741.75   | 0.17%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                        | Darling Ingredients Inc                                                                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39154.00     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                      | TEGNA Inc                                                                                                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     365376 | NS      | $7742317.44   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Credit Auto Trust                     | Flagship Credit Auto Trust 2022-1                                                                                                | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     755000 | PA      | $674489.14    | 0.07%             | 2028-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1074278.68   | 0.11%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27                                                                    | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30664 | PA      | $29760.13     | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2016-C34                                                                                   | CUSIP: 95000DBK6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $497181.12    | 0.05%             | 2049-06-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation            | Banc of America Funding 2005-7 Trust                                                                                             | CUSIP: 05946XS61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23711 | PA      | $23276.78     | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2021-N1                                                                                           | CUSIP: 14687D102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3000 | PA      | $625904.03    | 0.06%             | 2028-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $25779.25     | 0.00%             | 2022-09-28      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3964147 CDS USD R V 03MEVENT SP3964147PRO CCPCORPORATE / Short: BP3964147 CDS USD P F  5.00000 SP3964147FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7600000 | OU      | $-469031.34   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust             | Morgan Stanley Mortgage Loan Trust 2006-11                                                                                       | CUSIP: 61749WAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2236041 | PA      | $1054707.56   | 0.10%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                               | TKC Holdings Inc                                                                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $179741.12    | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                        | Zhenro Properties Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $21316.00     | 0.00%             | 2026-01-07      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | S+P MID 400 EMINI MAR23                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         23 | NC      | $-159494.65   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      50000 | PA      | $37660.26     | 0.00%             | 2029-06-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                  | Jefferies Financial Group Inc                                                                                                    | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      32810 | NS      | $1124726.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos del Peru SA                          | Petroleos del Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     600000 | PA      | $393495.00    | 0.04%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CREDIVALORES SA                                | Credivalores-Crediservicios SAS                                                                                                  | CUSIP: 22555LAB2<br>LEI: 5493006CA2D46CDZR616 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $66600.00     | 0.01%             | 2025-02-07      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MCDERMOTT PREF SHARE MDR                       | MCDERMOTT PREF SHARE MDR                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        328 | NS      | $196915.80    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75410.38     | 0.01%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9917039 | PA      | $1129922.64   | 0.11%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | MSCI EAFE DEC22                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          4 | NC      | $7923.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31398CGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     215045 | PA      | $13643.74     | 0.00%             | 2039-04-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | 90DAY EUR FUTR MAR24                                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -26 | NC      | $4348.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, Inc.               | RALI Series 2006-QS17 Trust                                                                                                      | CUSIP: 74922SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     246101 | PA      | $194934.50    | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust             | Morgan Stanley Mortgage Loan Trust 2007-13                                                                                       | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224685 | PA      | $132597.82    | 0.01%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                   | Lealand Finance Company B.V. 2020 Make Whole Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      51237 | PA      | $33304.03     | 0.00%             | 2024-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967308 CDS EUR R V 03MEVENT SP3967308PRO CCPCORPORATE / Short: BP3967308 CDS EUR P F  1.00000 SP3967308FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8150000 | OU      | $-79609.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $140761.54    | 0.01%             | 2025-04-16      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Edgewater Generation, L.L.C.                   | Edgewater Generation, L.L.C. Term Loan                                                                                           | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |     234888 | PA      | $223613.71    | 0.02%             | 2025-12-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $585240.13    | 0.06%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                               | Zillow Group Inc                                                                                                                 | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |     269000 | PA      | $273707.50    | 0.03%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                     | Signature Bank/New York NY                                                                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        500 | NS      | $57610.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust 2011-12                                                                                            | CUSIP: 17318WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1763596 | PA      | $1058176.76   | 0.10%             | 2036-04-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| CINEPLEX INC                                   | Cineplex Inc                                                                                                                     | CUSIP: 172454AC4<br>LEI: 549300WDU0AS30W35T75 | Long             | DBT              | CORP              | CA        |    1041000 | PA      | $736895.85    | 0.07%             | 2025-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                     | Ziggo B.V. 2019 EUR Term Loan H                                                                                                  | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     490000 | PA      | $485481.79    | 0.05%             | 2029-01-31      | Floating      | 3.76%                 | No            |                  2 | 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        |    1170000 | PA      | $929094.74    | 0.09%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace Inc                                                                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      32790 | NS      | $1292253.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     230000 | PA      | $84946.32     | 0.01%             | 2023-08-27      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust     | JPMBB Commercial Mortgage Securities Trust 2015-C27                                                                              | CUSIP: 46644AAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4749500 | PA      | $110322.34    | 0.01%             | 2048-02-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES LX CLO LTD                                                                                                                  | CUSIP: 04018FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $464906.00    | 0.05%             | 2034-07-18      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3970773 CDS USD R V 03MEVENT SP3970773PRO CCPCORPORATE / Short: BP3970773 CDS USD P F  1.00000 SP3970773FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $116591.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | WILLIAMS COS INC/THE                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -10 | NC      | $-490.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FAST SPONSOR CAPITAL                           | FAST SPONSOR CAPITAL                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60800 | NS      | $121600.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GX Acquisition Corp II                         | GX Acquisition Corp II                                                                                                           | CUSIP: 36260F113<br>LEI: N/A                  | N/A              | DE               |  | US        |       2915 | NS      | $2419.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38379AR77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4726859 | PA      | $432841.81    | 0.04%             | 2044-03-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| DHC Acquisition Corp                           | DHC Acquisition Corp                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       7012 | NS      | $70680.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAIN STREET CAPITAL CORP                       | Main Street Capital Corp                                                                                                         | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     284000 | PA      | $245556.18    | 0.02%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382L2E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5500339 | PA      | $728353.23    | 0.07%             | 2050-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                     | Upstart Pass-Through Trust Series 2021-ST9                                                                                       | CUSIP: 91683MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     929000 | PA      | $309570.67    | 0.03%             | 2029-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $13216.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                  | Corevest American Finance 2020-4 Trust                                                                                           | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     305000 | PA      | $240402.16    | 0.02%             | 2052-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974520 CDS EUR R V 03MEVENT SP3974520PRO CCPCORPORATE / Short: BP3974520 CDS EUR P F  1.00000 SP3974520FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1900000 | OU      | $12279.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Purchaser, Inc.                          | Atlas Purchaser, Inc. 2021 Term Loan                                                                                             | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |     620772 | PA      | $439584.31    | 0.04%             | 2028-05-08      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B9EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17474035 | PA      | $460197.93    | 0.05%             | 2027-12-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3964608 CDS USD R F  1.00000 SP3964608FEE CCPCORPORATE / Short: SP3964608 CDS USD P V 03MEVENT SP3964608PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8250000 | OU      | $-8127.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univar Solutions Inc                           | Univar Solutions Inc                                                                                                             | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      23770 | NS      | $755886.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                    | South Jersey Industries Inc                                                                                                      | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     158769 | NS      | $5641062.57   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2019-F                                                                                 | CUSIP: 63935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     855000 | PA      | $696447.69    | 0.07%             | 2068-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent 2014-SFR3 Trust                                                                                            | CUSIP: 02665XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $592970.52    | 0.06%             | 2036-12-17      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                                      | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6000000 | PA      | $5857561.74   | 0.58%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                         | Oaktree Specialty Lending Corp                                                                                                   | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     150000 | PA      | $127752.92    | 0.01%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2018-HCLV Mortgage Trust                                                                                                    | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1989000 | PA      | $1738376.25   | 0.17%             | 2033-09-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38379GVG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1739839 | PA      | $113174.95    | 0.01%             | 2044-05-16      | Floating      | 1.27%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust        | American Home Mortgage Investment Trust 2006-1                                                                                   | CUSIP: 02660THY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191779 | PA      | $149701.75    | 0.01%             | 2046-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2006-6                                                                                                | CUSIP: 22942JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     631220 | PA      | $338651.96    | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      45000 | PA      | $49624.88     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971268 CDS USD R F  5.00000 SP3971268FEE CCPCORPORATE / Short: SP3971268 CDS USD P V 03MEVENT SP3971268PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $54108.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2782000 | PA      | $2575192.71   | 0.25%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968185 CDS USD R V 03MEVENT SP3968185PRO CCPCORPORATE / Short: BP3968185 CDS USD P F  1.00000 SP3968185FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $478177.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                        | Instituto Costarricense de Electricidad                                                                                          | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |     200000 | PA      | $159045.00    | 0.02%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                          | FMC GMSR Issuer Trust                                                                                                            | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1859160.75   | 0.18%             | 2026-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     435000 | PA      | $360710.70    | 0.04%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969298 CDS USD R F  1.00000 SP3969298FEE CCPCORPORATE / Short: SP3969298 CDS USD P V 03MEVENT SP3969298PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-28608.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                         | CFLD Cayman Investment Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $23500.00     | 0.00%             | 2022-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR INC                                    | Wayfair Inc                                                                                                                      | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      42000 | PA      | $23994.60     | 0.00%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397T3F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1431364 | PA      | $115958.27    | 0.01%             | 2038-04-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3972236 CDS USD R F  1.00000 SP3972236FEE CCPCORPORATE / Short: SP3972236 CDS USD P V 03MEVENT SP3972236PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-2060.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-288.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UserTesting Inc                                | UserTesting Inc                                                                                                                  | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     326180 | NS      | $2449611.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mcdermott International Ltd                    | Mcdermott International Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     538442 | NS      | $172301.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO II LTD                                                                                                              | CUSIP: 89531VAA0<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |     335000 | PA      | $275567.99    | 0.03%             | 2031-07-25      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2018-A                                                                                 | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $247025.22    | 0.02%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 3137B9GH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     480835 | PA      | $15162.55     | 0.00%             | 2043-07-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3963900 CDS USD R F  1.00000 SP3963900FEE CCPCORPORATE / Short: SP3963900 CDS USD P V 03MEVENT SP3963900PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $90157.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                        | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                                                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $354212.50    | 0.03%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968927 CDS EUR R F  1.00000 SP3968927FEE CCPCORPORATE / Short: SP3968927 CDS EUR P V 03MEVENT SP3968927PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5250000 | OU      | $40645.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3960660 CDS USD R V 03MEVENT SP3960660PRO CCPCORPORATE / Short: BP3960660 CDS USD P F  5.00000 SP3960660FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4100000 | OU      | $-221844.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972898 CDS EUR R V 03MEVENT SP3972898PRO CCPCORPORATE / Short: BP3972898 CDS EUR P F  1.00000 SP3972898FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $646.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                    | Gartner Inc                                                                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1249493.50   | 0.12%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                     | Charter Communications Inc                                                                                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       5353 | NS      | $1815202.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp II                                                                                                   | CUSIP: 36266CAS5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $530013.66    | 0.05%             | 2026-11-15      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| WAVE 2017-1 LLC                                | WAVE 2017-1 Trust                                                                                                                | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     393900 | PA      | $299368.14    | 0.03%             | 2042-11-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                         | Banco GNB Sudameris SA                                                                                                           | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |     350000 | PA      | $254103.50    | 0.02%             | 2031-04-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                           | Howmet Aerospace Inc                                                                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      81000 | PA      | $68967.05     | 0.01%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kismet Acquisition Three Corp                  | Kismet Acquisition Three Corp                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      13902 | NS      | $139020.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Trails CLO                               | Ocean Trails CLO V                                                                                                               | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $589283.10    | 0.06%             | 2031-10-13      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                              | Triumph Group Inc                                                                                                                | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126274.66    | 0.01%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 2nd Lien Term Loan                                                                                        | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     405000 | PA      | $304039.58    | 0.03%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                          | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241326 | PA      | $240693.61    | 0.02%             | 2042-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3968545 CDS USD R V 03MEVENT SP3968545PRO CCPCORPORATE / Short: BP3968545 CDS USD P F  5.00000 SP3968545FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $129252.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                 | Var Energi ASA                                                                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     205000 | PA      | $209215.66    | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp IV               | Northern Star Investment Corp IV                                                                                                 | CUSIP: 66575B200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5739 | NS      | $57676.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Orbit Holdings Inc                      | Virgin Orbit Holdings Inc                                                                                                        | CUSIP: 92771A119<br>LEI: N/A                  | N/A              | DE               |  | US        |       1275 | NS      | $229.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1540000 | PA      | $1467663.12   | 0.14%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                         | Castle US Holding Corp                                                                                                           | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |     765000 | PA      | $304565.63    | 0.03%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: B26867810 CDS USD R V 03MEVENT FLO CCPCDX / Short: B26867810 CDS USD P F  5.00000 FIX CCPCDX                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7335000 | OU      | $-45168.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                         | Radiology Partners Inc                                                                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     590000 | PA      | $332131.00    | 0.03%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle Global Market Strategies CLO 2014-2R Ltd                                                                                 | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $404277.50    | 0.04%             | 2031-05-15      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     650000 | PA      | $602185.81    | 0.06%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES                                                               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299000 | PA      | $268426.80    | 0.03%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3970111 CDS EUR R V 03MEVENT SP3970111PRO CCPCORPORATE / Short: BP3970111 CDS EUR P F  5.00000 SP3970111FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2900000 | OU      | $-151493.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MICROCHIP TECHNOLOGY INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -5 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2012-CCRE3 Mortgage Trust                                                                                                   | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460000 | PA      | $402401.61    | 0.04%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | FORGEROCK INC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        701 | NC      | $17525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $125209.34    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                    | Groupe Bruxelles Lambert NV                                                                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | EC               | CORP              | BE        |      26850 | NS      | $2142546.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     830000 | PA      | $828240.40    | 0.08%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3967601 CDS EUR R F  1.00000 SP3967601FEE CCPCORPORATE / Short: SP3967601 CDS EUR P V 03MEVENT SP3967601PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8000000 | OU      | $-259606.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     860000 | PA      | $708849.90    | 0.07%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                   | TICP CLO XV Ltd                                                                                                                  | CUSIP: 87250RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $231193.25    | 0.02%             | 2033-04-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973305 CDS USD R F  1.00000 SP3973305FEE CCPCORPORATE / Short: SP3973305 CDS USD P V 03MEVENT SP3973305PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-11380.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30676 | PA      | $829.69       | 0.00%             | 2040-02-25      | Floating      | 0.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5222652 | PA      | $330293.08    | 0.03%             | 2044-07-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     325000 | PA      | $312016.25    | 0.03%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | EURO FX CURR FUT DEC22                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -2 | NC      | $-10038.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                     | Splunk Inc                                                                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     545000 | PA      | $462596.00    | 0.05%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                 | Fannie Mae-Aces                                                                                                                  | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8005315 | PA      | $337270.34    | 0.03%             | 2031-03-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $567253.18    | 0.06%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972764 CDS EUR R V 03MEVENT SP3972764PRO CCPCORPORATE / Short: BP3972764 CDS EUR P F  5.00000 SP3972764FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $-97134.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974328 CDS USD R V 03MEVENT SP3974328PRO CCPCORPORATE / Short: BP3974328 CDS USD P F  5.00000 SP3974328FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2400000 | OU      | $-32406.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                        | Central China Real Estate Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $58165.74     | 0.01%             | 2024-07-16      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        571 | NS      | $63352.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                      | Safran SA                                                                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      12780 | NS      | $1598759.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DBUBS Mortgage Trust                           | DBUBS 2017-BRBK Mortgage Trust                                                                                                   | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310000 | PA      | $277571.83    | 0.03%             | 2034-10-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972146 CDS EUR R V 03MEVENT SP3972146PRO CCPCORPORATE / Short: BP3972146 CDS EUR P F  1.00000 SP3972146FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1350000 | OU      | $27.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974643 CDS EUR R V 03MEVENT SP3974643PRO CCPCORPORATE / Short: BP3974643 CDS EUR P F  1.00000 SP3974643FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $2255.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Growth Acquisition Corp I               | Lazard Growth Acquisition Corp I                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        506 | NS      | $5100.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                       | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $84457.22     | 0.01%             | 2025-11-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     660000 | PA      | $504900.00    | 0.05%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GSR II Meteora Acquisition Corp                | GSR II Meteora Acquisition Corp                                                                                                  | CUSIP: 36263W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          7 | NS      | $71.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973754 CDS USD R V 03MEVENT SP3973754PRO CCPCORPORATE / Short: BP3973754 CDS USD P F  1.00000 SP3973754FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $23117.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | JPN YEN CURR FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        141 | NC      | $370283.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     325000 | PA      | $230750.00    | 0.02%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3962246 CDS USD R F  5.00000 SP3962246FEE CCPCORPORATE / Short: SP3962246 CDS USD P V 03MEVENT SP3962246PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4800000 | OU      | $343966.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                     | Entain PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |      20870 | NS      | $333080.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     860000 | PA      | $616184.68    | 0.06%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                | Cemex SAB de CV                                                                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     151885 | NS      | $615134.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974845 CDS USD R F  5.00000 SP3974845FEE CCPCORPORATE / Short: SP3974845 CDS USD P V 03MEVENT SP3974845PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $-354966.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     238704 | PA      | $16427.20     | 0.00%             | 2041-06-20      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                                                                    | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2271704 | PA      | $680479.04    | 0.07%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974126 CDS EUR R F  1.00000 SP3974126FEE CCPCORPORATE / Short: SP3974126 CDS EUR P V 03MEVENT SP3974126PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     900000 | OU      | $22827.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     290000 | PA      | $294648.70    | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                                                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2975493.00   | 0.29%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     500000 | PA      | $369234.50    | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                                                                  | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     620000 | PA      | $577622.70    | 0.06%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                        | GSR Mortgage Loan Trust 2005-4F                                                                                                  | CUSIP: 36242DY31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33195 | PA      | $31100.48     | 0.00%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2004-16CB                                                                                                 | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41983 | PA      | $40405.33     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3966284 CDS EUR R V 03MEVENT SP3966284PRO CCPCORPORATE / Short: BP3966284 CDS EUR P F  1.00000 SP3966284FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8250000 | OU      | $117817.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poshmark Inc                                   | Poshmark Inc                                                                                                                     | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      82629 | NS      | $1477406.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                       | Papa John's International Inc                                                                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     178000 | PA      | $148856.95    | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                               | Antares Holdings LP                                                                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     450000 | PA      | $361537.77    | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stewart Park CLO Ltd                           | Stewart Park CLO Ltd                                                                                                             | CUSIP: 860443AE0<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $393103.00    | 0.04%             | 2030-01-15      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| Alpha Partners Technology Merger Corp          | Alpha Partners Technology Merger Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        560 | NS      | $5656.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     240000 | PA      | $190676.37    | 0.02%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                | Spotify USA Inc                                                                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $271350.00    | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     295000 | PA      | $209966.39    | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS   | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust                                                   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     384885 | PA      | $142371.30    | 0.01%             | 2036-10-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      20184 | NS      | $1695456.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973383 CDS USD R F  5.00000 SP3973383FEE CCPCORPORATE / Short: SP3973383 CDS USD P V 03MEVENT SP3973383PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $76732.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constant Contact Inc                           | Constant Contact Inc Second Lien Term Loan                                                                                       | CUSIP: 21031HAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     875000 | PA      | $675206.88    | 0.07%             | 2029-02-12      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.    | DG Investment Intermediate Holdings 2, Inc. 2021 2nd Lien Term Loan                                                              | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     420000 | PA      | $373098.60    | 0.04%             | 2029-03-30      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974058 CDS USD R V 03MEVENT SP3974058PRO CCPCORPORATE / Short: BP3974058 CDS USD P F  5.00000 SP3974058FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $-60804.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3967892 CDS USD R F  1.00000 SP3967892FEE CCPCORPORATE / Short: SP3967892 CDS USD P V 03MEVENT SP3967892PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3200000 | OU      | $-69566.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp       | Westinghouse Air Brake Technologies Corp                                                                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      12120 | NS      | $1209697.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68024.25     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-38520.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3962460 CDS USD R F  1.00000 SP3962460FEE CCPCORPORATE / Short: SP3962460 CDS USD P V 03MEVENT SP3962460PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8300000 | OU      | $-117559.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                                      | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1460000 | PA      | $1404653.34   | 0.14%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                 | Altice USA Inc                                                                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      56640 | NS      | $260544.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Mortgage Asset Trust                    | Legacy Mortgage Asset Trust 2020-GS3                                                                                             | CUSIP: 52474NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $2955506.40   | 0.29%             | 2060-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2233000 | PA      | $2049447.40   | 0.20%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     263000 | PA      | $206492.50    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | E-MINI RUSS 2000 MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         58 | NC      | $-175050.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                           | Western Digital Corp                                                                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     190000 | PA      | $147271.85    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-48375.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                       | FactSet Research Systems Inc                                                                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     692000 | PA      | $585858.30    | 0.06%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                         | ESC GCB GULFPORT ENERG                                                                                                           | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     287000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     218000 | PA      | $171451.43    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3966341 CDS EUR R F  5.00000 SP3966341FEE CCPCORPORATE / Short: SP3966341 CDS EUR P V 03MEVENT SP3966341PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3500000 | OU      | $628308.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3965249 CDS USD R F  5.00000 SP3965249FEE CCPCORPORATE / Short: SP3965249 CDS USD P V 03MEVENT SP3965249PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7350000 | OU      | $621657.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972786 CDS USD R V 03MEVENT SP3972786PRO CCPCORPORATE / Short: BP3972786 CDS USD P F  1.00000 SP3972786FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-2817.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-13768.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                                    | Nutanix Inc                                                                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     325000 | PA      | $273487.50    | 0.03%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc                         | Maxar Technologies Inc                                                                                                           | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      44241 | NS      | $2289029.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     660000 | PA      | $487432.95    | 0.05%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                           | FirstKey Homes 2020-SFR2 Trust                                                                                                   | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1010000 | PA      | $879280.65    | 0.09%             | 2037-10-19      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.               | RALI Series 2006-QS7 Trust                                                                                                       | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     302047 | PA      | $240032.62    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31396HRK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343231 | PA      | $24518.13     | 0.00%             | 2036-02-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967094 CDS EUR R V 03MEVENT SP3967094PRO CCPCORPORATE / Short: BP3967094 CDS EUR P F  1.00000 SP3967094FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8350000 | OU      | $76157.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                           | JetBlue Airways Corp                                                                                                             | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     195000 | PA      | $143145.03    | 0.01%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-UBS4 Mortgage Trust                                                                                                    | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    3204626 | PA      | $218294.94    | 0.02%             | 2047-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3972573 CDS EUR R V 03MEVENT SP3972573PRO CCPCORPORATE / Short: BP3972573 CDS EUR P F  1.00000 SP3972573FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1600000 | OU      | $33350.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3973787 CDS USD R V 03MEVENT SP3973787PRO CCPCORPORATE / Short: BP3973787 CDS USD P F  1.00000 SP3973787FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $27748.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORNBECK OFFSHORE SRVC INC                     | HORNBECK OFFSHORE SRVC INC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        389 | NS      | $97.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWASAN INDUSTRI JABABEK                       | Kawasan Industri Jababeka Tbk PT                                                                                                 | CUSIP: 74390MAA2<br>LEI: 254900JFBW45600V8I61 | Long             | SN               | CORP              | ID        |     280000 | PA      | $172200.00    | 0.02%             | 2027-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15177 | PA      | $978.17       | 0.00%             | 2039-03-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                     | VMware Inc                                                                                                                       | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      46312 | NS      | $5685261.12   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                           | TTM Technologies Inc                                                                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1159636.50   | 0.11%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3967397 CDS EUR R V 03MEVENT SP3967397PRO CCPCORPORATE / Short: BP3967397 CDS EUR P F  1.00000 SP3967397FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7850000 | OU      | $-85825.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7269.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                     | Team Health Holdings, Inc. 1st Lien Term Loan                                                                                    | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     494857 | PA      | $425577.44    | 0.04%             | 2024-02-06      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BurTech Acquisition Corp                       | BurTech Acquisition Corp                                                                                                         | CUSIP: 123013112<br>LEI: N/A                  | N/A              | DE               |  | US        |      14913 | NS      | $90.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust 2017-C42                                                                                   | CUSIP: 95001GAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6406000 | PA      | $316732.50    | 0.03%             | 2050-12-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                                      | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3890000 | PA      | $3811670.34   | 0.37%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3974362 CDS USD R V 03MEVENT SP3974362PRO CCPCORPORATE / Short: BP3974362 CDS USD P F  1.00000 SP3974362FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $239.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.           | Octagon Investment Partners 29 Ltd                                                                                               | CUSIP: 67591JAS1<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $454525.00    | 0.04%             | 2033-01-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1466708.15   | 0.14%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        622 | NS      | $44752.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon American Homes                          | Tricon American Homes 2020-SFR2 Trust                                                                                            | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     290000 | PA      | $238391.60    | 0.02%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971246 CDS USD R F  1.00000 SP3971246FEE CCPCORPORATE / Short: SP3971246 CDS USD P V 03MEVENT SP3971246PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-14260.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                         | SLM Private Credit Student Loan Trust 2003-B                                                                                     | CUSIP: 78443CAN4<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |     420000 | PA      | $410153.10    | 0.04%             | 2033-03-15      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973507 CDS USD R F  1.00000 SP3973507FEE CCPCORPORATE / Short: SP3973507 CDS USD P V 03MEVENT SP3973507PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $5009.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3961122 CDS USD R V 03MEVENT SP3961122PRO CCPCORPORATE / Short: BP3961122 CDS USD P F  1.00000 SP3961122FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4800000 | OU      | $-7401.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                  | INTELSAT JACKSON HOLDINGS S A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        834 | NS      | $6255.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $780184.75    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $235117.39    | 0.02%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                                | CUSIP: 31396K5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1174331 | PA      | $90722.82     | 0.01%             | 2036-10-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| ESC PERSHING SQUARE TO                         | ESC PERSHING SQUARE TO                                                                                                           | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |       6266 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38381AQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8414750 | PA      | $657998.97    | 0.06%             | 2048-10-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust         | Banc of America Alternative Loan Trust 2003-8                                                                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33057 | PA      | $31448.01     | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163209.15    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-25281.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                          | Applied Systems, Inc. 2021 2nd Lien Term Loan                                                                                    | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     450000 | PA      | $447468.75    | 0.04%             | 2025-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                            | Genm Capital Labuan Ltd                                                                                                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     440000 | PA      | $330029.20    | 0.03%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc               | American International Group Inc                                                                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      57830 | NS      | $3657169.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                                                                   | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     560000 | PA      | $531087.20    | 0.05%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $565661.11    | 0.06%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3969399 CDS USD R V 03MEVENT SP3969399PRO CCPCORPORATE / Short: BP3969399 CDS USD P F  5.00000 SP3969399FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1450000 | OU      | $354966.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                           | Times China Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $34273.68     | 0.00%             | 2027-01-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                                                                               | CUSIP: 31397PTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1204329 | PA      | $92751.31     | 0.01%             | 2038-01-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust  | BHG Securitization Trust 2022-A                                                                                                  | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     545000 | PA      | $475238.58    | 0.05%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2014-GC26                                                                                           | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    1344000 | PA      | $908992.90    | 0.09%             | 2047-11-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: BP3962875 CDS EUR R V 03MEVENT SP3962875PRO CCPCORPORATE / Short: BP3962875 CDS EUR P F  1.00000 SP3962875FEE CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8250000 | OU      | $87039.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | MSCI EMGMKT DEC22                                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          3 | NC      | $4548.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                          | Encompass Health Corp                                                                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $922854.64    | 0.09%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3961076 CDS USD R F  1.00000 SP3961076FEE CCPCORPORATE / Short: SP3961076 CDS USD P V 03MEVENT SP3961076PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8250000 | OU      | $4031.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                         | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1235741.76   | 0.12%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                   | TICP CLO VII Ltd                                                                                                                 | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     280000 | PA      | $267920.80    | 0.03%             | 2033-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-52620.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust 2004-13CB                                                                                                 | CUSIP: 12667FKK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280879 | PA      | $201953.27    | 0.02%             | 2034-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                         | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $479490.53    | 0.05%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-UBS4 Mortgage Trust                                                                                                    | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       7000 | PA      | $0.71         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC           | SoFi Professional Loan Program 2020-ATrust                                                                                       | CUSIP: 83406T102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45000 | PA      | $1393122.24   | 0.14%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3969108 CDS EUR R F  1.00000 SP3969108FEE CCPCORPORATE / Short: SP3969108 CDS EUR P V 03MEVENT SP3969108PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1350000 | OU      | $-13897.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3968501 CDS EUR R F  1.00000 SP3968501FEE CCPCORPORATE / Short: SP3968501 CDS EUR P V 03MEVENT SP3968501PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4850000 | OU      | $-30597.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                         | Banco GNB Sudameris SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $145202.00    | 0.01%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38379GB22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1112931 | PA      | $102519.27    | 0.01%             | 2044-10-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Twelve Seas Investment Co II                   | Twelve Seas Investment Co II                                                                                                     | CUSIP: 90118T205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13335 | NS      | $134016.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSLA Mortgage Loan Trust                       | DSLA Mortgage Loan Trust 2005-AR5                                                                                                | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90153 | PA      | $56879.40     | 0.01%             | 2045-09-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3973529 CDS USD R F  1.00000 SP3973529FEE CCPCORPORATE / Short: SP3973529 CDS USD P V 03MEVENT SP3973529PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $3214.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $248800.80    | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                            | CIFI Holdings Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $52862.25     | 0.01%             | 2026-08-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MariaDB PLC                                    | MariaDB PLC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IE        |       4247 | NS      | $1380.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3971965 CDS USD R F  5.00000 SP3971965FEE CCPCORPORATE / Short: SP3971965 CDS USD P V 03MEVENT SP3971965PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2400000 | OU      | $-23735.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee          | VOLT XCIV LLC                                                                                                                    | CUSIP: 92873AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     675000 | PA      | $585029.86    | 0.06%             | 2051-02-27      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                         | MORGAN STANLEY                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -4 | NC      | $-256.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6570909 | PA      | $669950.19    | 0.07%             | 2045-02-20      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association                                                                                         | CUSIP: 38376JKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     138491 | PA      | $10284.60     | 0.00%             | 2039-11-16      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SP3974272 CDS USD R F  5.00000 SP3974272FEE CCPCORPORATE / Short: SP3974272 CDS USD P V 03MEVENT SP3974272PRO CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1900000 | OU      | $-84682.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** LITMAN GREGORY FUNDS TRUST

**Signature:** John Coughlan

**Name of Signer:** John Coughlan

**Title:** COO