# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-25-185300
**Filing Date:** 2025-8
**Character Count:** 1070083
**Document Hash:** 5feafa5712619e56b7e2f9ef32b65e55
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-185300.hdr.sgml**: 20250806

**ACCESSION NUMBER**: 0001752724-25-185300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250806

**DATE AS OF CHANGE**: 20250806

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036

**ORGANIZATION NAME:**
- **EIN:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 251187713

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP BlackRock Global Allocation Fund (Series ID: S000065355)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000211424 | Standard Class |  |
| C000211425 | Service Class  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP BlackRock Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000065355

- **c. LEI of Series:** 5493001AWC45RK50G262

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $3334597087.58

**Total Liabilities:** $1243815126.42

**Net Assets:** $2090781961.16

**Amount of Assets Invested in Other Investment Companies:** $41782595.91

**Delayed Delivery Securities:** $15874996.13

**Cash Not Reported:** $26098052.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -347.71000000 | **1-Year:** -5504.98000000 | **5-Year:** -17606.61000000 | **10-Year:** -6754.85000000 | **30-Year:** -1389.94000000

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

- **3-Month:** -1585.71000000 | **1-Year:** -24036.67000000 | **5-Year:** -56929.01000000 | **10-Year:** -12141.29000000 | **30-Year:** -4654.81000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211425 | 2.29%                | 3.82%                | 4.10%                |
| Class ID C000211424 | 2.32%                | 3.84%                | 4.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4489225.89             | $21607375.57                               |
| Month 2  | $5777225.62              | $75815426.34                               |
| Month 3  | $10460577.97             | $63481723.71                               |

**Designated Index Information**

- **Index Name:** 36% S&P 500, 24% FTSE World (Ex US) Idx, 24% BBgBarc US Treasury Bills Idx, 16% FTSE Non-US Dollar World Government Bond Idx

- **Index Identifier:** 36% SPX, 24% FTWIWXUS, 24% LUATTRUU, 16% SBNUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citibank, National Association                          | GRIFOLS SA CLASS A                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      588984 | OU      | $-25786.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | IHI CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      734087 | OU      | $-26164.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-13885.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          29 | NC      | $9280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele Columbus AG                                        | Tele Columbus AG                                                                                                   | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |      543287 | PA      | $439016.18    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1694693 | PA      | $73351.04     | 0.00%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   141350000 | PA      | $415119.71    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PARKER-HANNIFIN CORP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      989688 | OU      | $-51032.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $183506.21    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                           | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $191022.38    | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                          | Wynn Macau Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |      596859 | NS      | $413091.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135880.44    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                          | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $61558.20     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJTZL16 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZL16 IRS ZAR P F  7.59750 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11050309 | OU      | $-5979.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYD9WSLU6 IRS BRL R F 12.15500 2 NDFPREDISWAP / Short: BYD9WSLU6 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     9150124 | OU      | $-9136.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                         | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209701.47    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      484200 | OU      | $4532.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                        | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      272000 | PA      | $314515.64    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                                                                 | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640343 | PA      | $641343.38    | 0.03%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |           1 | NC      | $100328.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                         | DP World Salaam                                                                                                    | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199685.00    | 0.01%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                      | Banco do Brasil SA                                                                                                 | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |      197952 | NS      | $807751.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5769400000 | PA      | $1299816.99   | 0.06%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      277000 | PA      | $326802.22    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-119876.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BRYFU0DZ5 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYFU0DZ5 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       48951 | OU      | $-536.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-29507.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                | Amentum Government Services Holdings LLC 2024 Term Loan B                                                          | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      647520 | PA      | $645901.20    | 0.03%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       97071 | NS      | $5661180.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313407.60    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                | Universal Music Group NV                                                                                           | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        7898 | NS      | $256215.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                          | SONDER 1L PIK NOTES 7 12/10/27                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1360897 | PA      | $1166968.90   | 0.06%             | 2027-12-10      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -356 | NC      | $-84372.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2699000 | PA      | $462491.69    | 0.02%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2021-FL3 Ltd                                                                                   | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      166661 | PA      | $166557.18    | 0.01%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                        | EPAM Systems Inc                                                                                                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         617 | NS      | $109097.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST 2024 VLT4                                      | BX TRUST 2024 VLT4                                                                                                 | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      308000 | PA      | $306267.35    | 0.01%             | 2029-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                             | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2125000 | PA      | $1995098.75   | 0.10%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDCPP7Q8 IRS USD R F  3.67000 2 CCPOIS / Short: SYDCPP7Q8 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15196881 | OU      | $3478.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-DM                                                                          | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      847875 | PA      | $841779.20    | 0.04%             | 2036-11-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                     | LVMH Moet Hennessy Louis Vuitton SE                                                                                | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        7649 | NS      | $4003334.45   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | STARBUCKS CORP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1115138 | OU      | $7331.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                               | Jabil Inc                                                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        8844 | NS      | $1928876.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      107192 | NS      | $7436980.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -161 | NC      | $-24955.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                        | Mazda Motor Corp                                                                                                   | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       55700 | NS      | $335046.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $53000.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CLARIANT AG                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |       45720 | OU      | $1579.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $405483.34    | 0.02%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MINERAL RESOURCES LTD                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      850607 | OU      | $107746.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                                                               | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      115000 | PA      | $142576.20    | 0.01%             | 2029-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                           | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $191334.74    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $132485.33    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          39 | NC      | $176670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                         | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      258000 | PA      | $315341.92    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo V Ltd                                                                                                 | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000000.00   | 0.10%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          33 | NC      | $95304.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hygon Information Technology Co Ltd                     | Hygon Information Technology Co Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       20327 | NS      | $401373.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       41703 | NS      | $11371991.07  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                              | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       11520 | NS      | $9073497.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      708000 | PA      | $863382.96    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                                                      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $385937.36    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         239 | NC      | $54014.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYTH31F1 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYTH31F1 IRS USD P F  3.46013 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5476382 | OU      | $140518.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                  | EDP SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $358326.93    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       13821 | PA      | $6511.32      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Capital XIII                                  | Citigroup Capital XIII                                                                                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51122 | NS      | $1504009.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                     | Imperial Brands PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       14031 | NS      | $554366.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRCA SPA/GALLARATE                                      | Irca SpA/Gallarate                                                                                                 | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      213000 | PA      | $251241.96    | 0.01%             | 2029-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $10514.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      252000 | PA      | $252073.08    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                             | Xiaomi Corp                                                                                                        | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |       67600 | NS      | $520366.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AIR PRODUCTS AND CHEMICALS INC                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           7 | NC      | $3710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | BYDM1HNL3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DFE              |  | US        |    -8891000 | OU      | $-5094.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                | Kone Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        8009 | NS      | $527638.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | EUR/USD Up-and-out barrier option; Barrier price EUR 1.25000                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |     5665000 | OU      | $67678.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                               | Warner Bros Discovery Inc                                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       73062 | NS      | $837290.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14543000 | PA      | $13091686.84  | 0.63%             | 2054-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                    | NIKKEI 225                                                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -59 | NC      | $-151591.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR3                                                                                     | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300515 | PA      | $295891.70    | 0.01%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       93000 | PA      | $91849.43     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      415000 | PA      | $484488.04    | 0.02%             | 2027-03-11      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-19499.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236099.00    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                       | Galderma Group AG                                                                                                  | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       11331 | NS      | $1647025.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      233000 | PA      | $238266.03    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122194.00    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         -56 | NC      | $-10808.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corp                             | Saudi Basic Industries Corp                                                                                        | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |        3623 | NS      | $52792.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO                                      | Arini European CLO                                                                                                 | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $292708.66    | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                              | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      123000 | PA      | $127385.32    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BREEZE AVIATION GROUP SERIES B                          | BREEZE AVIATION GROUP SERIES B                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1998 | NS      | $303196.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Accenture PLC                                           | Accenture PLC                                                                                                      | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        3418 | NS      | $1021606.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                  | Contemporary Amperex Technology Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       88977 | NS      | $3136646.92   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                              | L'Oreal SA                                                                                                         | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |         780 | NS      | $334115.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                 | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |      202000 | PA      | $200661.06    | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NagaCorp Ltd                                            | NagaCorp Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300MMNKN0RBJELS20 | Long             | EC               | CORP              | KY        |      118000 | NS      | $53584.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                   | ETORO GROUP LTD CLASS A                                                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      432294 | OU      | $-44224.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          35 | NC      | $49000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group PLC                                        | Mobico Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $238424.57    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                 | Wintershall Dea Finance 2 BV                                                                                       | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $300745.52    | 0.01%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-5294.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: BYDH0S762 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDH0S762 IRS COP P F  8.64440 2 NDFOIS                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  2650140264 | OU      | $626.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99934.65     | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                   | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      440000 | PA      | $483524.36    | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |      301300 | OU      | $0.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      340000 | PA      | $340298.18    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                 | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      257000 | PA      | $272331.85    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      223000 | PA      | $177968.01    | 0.01%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-TWA Mortgage Trust                                                                                        | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      244000 | PA      | $246601.16    | 0.01%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      389161 | PA      | $389543.01    | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                       | General Motors Co                                                                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        4534 | NS      | $223118.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          55 | NC      | $5170.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          71 | NC      | $21251.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203847.20    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-49590.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc                                                  | XP Inc                                                                                                             | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |        2067 | NS      | $41753.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                    | Western Digital Corp                                                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        8616 | NS      | $551337.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                 | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2049.62      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                                                             | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100708 | PA      | $91691.80     | 0.00%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NGN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |           1 | NC      | $3110.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                                                                                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        1401 | NS      | $83569.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                              | Boliden AB                                                                                                         | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       12440 | NS      | $388743.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -13 | NC      | $-15210.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                      | MS&AD Insurance Group Holdings Inc                                                                                 | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       15900 | NS      | $355454.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAWBONE HEALTH HUB INC                                  | JAWBONE HEALTH HUB INC                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32637 | NS      | $0.33         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDE0XZN0 IRS EUR R F  2.41579 2 CCPVANILLA / Short: SYDE0XZN0 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      240559 | OU      | $2074.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                     | Barrick Mining Corp                                                                                                | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       77893 | NS      | $1621638.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO                                      | Arini European Clo IV DAC                                                                                          | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |      470000 | PA      | $552361.78    | 0.03%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         399 | NS      | $11172.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Exchange Group                                    | NIKKEI 225                                                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |          59 | NC      | $549008.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       38458 | PA      | $19597.65     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC47                                                                             | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515232 | PA      | $463482.82    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                      | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      346000 | PA      | $411636.86    | 0.02%             | 2030-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17421.54     | 0.00%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                 | JetBlue 2019-1 Class AA Pass Through Trust                                                                         | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119032 | PA      | $104165.87    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | RENAULT SA                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      288319 | OU      | $-11747.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                     | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108885.47    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHAILEASE HOLDING LTD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      341907 | OU      | $-21696.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LOCALIZA RENT A CAR SA                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |      206606 | OU      | $8170.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                                                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       47085 | NS      | $9125543.85   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      173000 | PA      | $147894.69    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                       | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      879000 | PA      | $853157.76    | 0.04%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243208.17    | 0.01%             | 2034-09-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STEM INC                                                | Stem Inc                                                                                                           | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       73000 | PA      | $17702.50     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $272443.51    | 0.01%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6867.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Universal LLC                                    | Galaxy Universal LLC 1st Lien Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1319928 | PA      | $1313327.86   | 0.06%             | 2026-11-12      | Floating      | 10.75%                | Yes           |                  3 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      131000 | PA      | $181092.62    | 0.01%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $290440.05    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                | MSCI Inc                                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        3674 | NS      | $2118942.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co Ltd                                     | Yamaha Motor Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |       68940 | NS      | $515883.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AIR PRODUCTS AND CHEMICALS INC                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -9 | NC      | $-3240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                                                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      623865 | PA      | $639130.42    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                             | Viatris Inc                                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       55453 | NS      | $495195.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                        | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      731000 | PA      | $722884.00    | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-144608.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                | Volvo AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       24180 | NS      | $680367.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $153.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJTZE30 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZE30 IRS ZAR P F  6.94400 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25450216 | OU      | $415.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                             | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199380.16    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BEIJER REF CLASS B                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SE        |      199825 | OU      | $-4808.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ROHM LTD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      169862 | OU      | $-10004.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       49980 | NS      | $13337662.80  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTRIA OFFICE REIT-AG                                  | Alstria Office AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |      200000 | PA      | $239877.87    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                           | Axis Bank Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |        2775 | NS      | $38811.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA                                              | BPER Banca SPA                                                                                                     | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $241489.31    | 0.01%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                       | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      362000 | PA      | $358104.52    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                          | GAIL India Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |       25747 | NS      | $57318.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                          | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        1366 | NS      | $756194.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                          | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      104000 | PA      | $106751.11    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                               | Intrum AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |      162000 | PA      | $169836.92    | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                              | Vertex Pharmaceuticals Inc                                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1334 | NS      | $593896.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      194000 | PA      | $281472.80    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 Term Loan                                                                                | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1084529 | PA      | $580222.95    | 0.03%             | 2028-04-27      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                     | CFSP 2024-AHP1 Mortgage Trust                                                                                      | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      633369 | PA      | $611612.57    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TEMENOS AG                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      572129 | OU      | $9170.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYTEDANCE LTD., SERIES E 1                              | BYTEDANCE LTD., SERIES E 1                                                                                         | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |       23481 | NS      | $5448531.24   | 0.26%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          63 | NC      | $39060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MERCARI INC                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      898896 | OU      | $1336.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $3663.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                      | Union Pacific Corp                                                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       35559 | NS      | $8181414.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      641000 | PA      | $916453.38    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 6 LTD                                    | HKT Capital No 6 Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900F4EZA4GPR3LG03 | Long             | DBT              | CORP              | VG        |      201000 | PA      | $178889.22    | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FORMOSA CHEMICALS   FIBRE CORP                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      135083 | OU      | $-6023.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       14255 | NS      | $2177451.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4023.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDFPHS86 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDFPHS86 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      435236 | OU      | $725.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | BYDM3T5C5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | US        |    -1352114 | OU      | $-5854.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ELEVANCE HEALTH INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      631997 | OU      | $-28068.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD HKD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $11386.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDCFU663 IRS PLN R F  4.94000 2 CCPVANILLA / Short: SYDCFU663 IRS PLN P V 06MWIBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1773716 | OU      | $14127.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS BUS NETWORK BRYRHM7J9                           | FARMERS BUS NETWORK BRYRHM7J9                                                                                      | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       24139 | NS      | $31139.31     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | LKQ CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1080787 | OU      | $10125.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDD80LJ0 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDD80LJ0 IRS ZAR P F  7.93625 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25090581 | OU      | $-38375.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -550 | NC      | $-144650.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-13660.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDLU5K32 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |   -54383000 | NC      | $-179247.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                            | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      234000 | PA      | $241939.62    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13392000000 | PA      | $837422.75    | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                      | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      656371 | PA      | $657736.05    | 0.03%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          88 | NC      | $518.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDM2CVE0 TRS KRW R E BYDM2CVF7 EQUITYTRS / Short: BYDM2CVE0 TRS KRW P V 03MKSDA BYDM2CVG5 EQUITYTRS         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |  4042247076 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JUMPCLOUD, INC., SERIES F                               | JUMPCLOUD, INC., SERIES F                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       32336 | NS      | $78899.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rolls-Royce Holdings PLC                                | Rolls-Royce Holdings PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      253299 | NS      | $3356881.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      608594 | NS      | $15794754.32  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | POWER CORPORATION OF CANADA                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CA        |       99669 | OU      | $-2199.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIMPER AB                                              | Quimper AB 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |     1008696 | PA      | $1183524.50   | 0.06%             | 2030-03-29      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                               | Hess Corp                                                                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       20742 | NS      | $2873596.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $102779.25    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                    | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      208229 | PA      | $156218.29    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | TELSTRA GROUP LTD                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      368997 | OU      | $-2712.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-VLT4                                                                                                 | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      771000 | PA      | $761502.13    | 0.04%             | 2029-07-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        2967 | NS      | $925614.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomberry Resorts Corp                                 | Bloomberry Resorts Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      351100 | NS      | $31884.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TARGET CORP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      881705 | OU      | $-19364.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104042.67    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYDU0Y87 IRS GBP R F  3.18000 2 CCPOIS / Short: SRYDU0Y87 IRS GBP P V 12MSONIA 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    95425000 | OU      | $-362751.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                   | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      163326 | PA      | $146450.28    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                                                            | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      108000 | PA      | $126119.98    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                  | BP PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       78407 | NS      | $390646.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                           | Clorox Co/The                                                                                                      | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        1646 | NS      | $197635.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       10929 | NS      | $68524.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALT PAY CO LTD., SERIES C                              | SALT PAY CO LTD., SERIES C                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         331 | NS      | $90988.59     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       23000 | PA      | $29178.64     | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                | Molson Coors Beverage Co                                                                                           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        4620 | NS      | $222175.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       17062 | NS      | $13672411.15  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                         | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        8938 | NS      | $1627877.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                  | Air Canada 2020-1 Class C Pass Through Trust                                                                       | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      664000 | PA      | $698625.61    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                           | KSL Commercial Mortgage Trust 2024-HT2                                                                             | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487000 | PA      | $485781.53    | 0.02%             | 2039-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED SGD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |           1 | NC      | $5024.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: BYDH4SNJ2 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDH4SNJ2 IRS COP P F  8.34300 2 NDFOIS                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  2842721082 | OU      | $10089.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                              | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                           | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      882571 | PA      | $855908.08    | 0.04%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                                        | PDD Holdings Inc                                                                                                   | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |         308 | NS      | $32235.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     9400000 | PA      | $9369121.56   | 0.45%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kia Corp                                                | Kia Corp                                                                                                           | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        7815 | NS      | $559197.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SPDR S P RETAIL ETF                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     2801061 | OU      | $-13555.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         108 | NC      | $540.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                      | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      130000 | PA      | $136137.62    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INSPIRED FINCO HOLDINGS LTD                             | INSPIRED FINCO HOLDINGS LTD 2025 EUR TERM LOAN B6 B 2                                                              | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      383142 | PA      | $449196.64    | 0.02%             | 2031-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                                                          | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249451.25    | 0.01%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                             | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105643.00    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      213000 | PA      | $196276.48    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                            | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194358 | PA      | $188604.32    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          16 | NC      | $138560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24260000 | PA      | $1219031.47   | 0.06%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYLQ0K22 IRS BRL R F 10.12250 2 NDFPREDISWAP / Short: BRYLQ0K22 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    19423774 | OU      | $-362761.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6986917.77   | 0.33%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                  | Algoma Steel Group Inc                                                                                             | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       67032 | NS      | $461850.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                            | British American Tobacco PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       23769 | NS      | $1130128.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                                                                      | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      160000 | PA      | $187263.73    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                                                            | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      516848 | PA      | $598167.06    | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ATLANTIC UNION BANKSHARES CORP                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       52740 | OU      | $33.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $112880.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                     | Macquarie Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        3855 | NS      | $579813.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                | Spirit Airlines Pass Through Trust 2017-1AA                                                                        | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201080 | PA      | $177994.16    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 42 Ltd                                                                                                     | CUSIP: 00791YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $699325.20    | 0.03%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                 | San Miguel Global Power Holdings Corp                                                                              | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $196953.99    | 0.01%             | 2029-12-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CAPITAL ONE FINANCIAL CORP                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          37 | NC      | $53650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                                  | Lionsgate Studios Corp                                                                                             | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       84585 | NS      | $491438.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      155000 | PA      | $147863.45    | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      138000 | PA      | $143266.77    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| URSA MAJOR TECHNOLOGIES, INC.                           | URSA MAJOR TECHNOLOGIES, INC.                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      102993 | NS      | $394463.19    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYD307YV4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD307YV4 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       85000 | OU      | $-12637.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                 | Procter & Gamble Co/The                                                                                            | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      268000 | PA      | $331004.93    | 0.02%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | POSCO FUTURE M CO., LTD RTS                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |           0 | OU      | $-3445.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      478000 | PA      | $561971.08    | 0.03%             | 2031-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       54517 | NS      | $7328175.14   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                                                    | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $261994.21    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYUT1K50 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYUT1K50 IRS USD P F  3.44590 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26837722 | OU      | $-120004.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co Ltd                                 | Great Wall Motor Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |      350127 | NS      | $1050222.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                           | Amphenol Corp                                                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       17892 | NS      | $1766835.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      181540 | NS      | $14544984.80  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                     | Northern Trust Corp                                                                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        4971 | NS      | $630273.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | BYDJJ7G15 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -54294169 | NC      | $-52397.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-21803.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDKZSF27 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |    -2969118 | OU      | $-332.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2023-1 Ltd                                                                                                 | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000000.00   | 0.05%             | 2038-03-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 EUR Term Loan B6B                                                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     1400000 | PA      | $1646376.86   | 0.08%             | 2031-07-01      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ISHARES IBOXX $ INV GRADE CORPORAT                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     2611830 | OU      | $-57721.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                         | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $212269.41    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp                                                                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        4607 | NS      | $765268.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                      | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      131561 | NS      | $1793648.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6086.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NEXTDC LTD                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      360774 | OU      | $-18977.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PACKAGING CORP OF AMERICA                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      572112 | OU      | $543.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLEGREEN IRELAND                                      | Applegreen Ireland 2025 EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |      569620 | PA      | $675010.15    | 0.03%             | 2032-01-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                        | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      177000 | PA      | $210060.99    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |      187776 | NS      | $580978.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                                                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       71000 | PA      | $64242.22     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX INVESTMENT GRA                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -863 | NC      | $-18986.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED MXN / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $-94647.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                                                                | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306799.39    | 0.01%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                    | Straumann Holding AG                                                                                               | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |         866 | NS      | $113350.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Technologies (US) Acquisitionco Inc             | Emerald Technologies (US) Acquisitionco Inc Term Loan                                                              | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      405785 | PA      | $279991.84    | 0.01%             | 2027-12-29      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| PREEM HOLDING AB                                        | Preem Holdings AB                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      152800 | PA      | $187458.08    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $7562.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      161038 | PA      | $158794.19    | 0.01%             | 2030-08-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BEIJER REF CLASS B                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |       40198 | OU      | $-1461.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                               | Partners Group Holding AG                                                                                          | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        1640 | NS      | $2145655.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | EXPAND ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2524338 | OU      | $93740.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      126011 | NS      | $8747683.62   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       15558 | NS      | $4143717.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                  | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       22000 | PA      | $21870.16     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      336000 | PA      | $353370.53    | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KOBAYASHI PHARMACEUTICAL LTD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      294199 | OU      | $-1656.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -42 | NC      | $-7098.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYHTGHG6 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BRYHTGHG6 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      840000 | OU      | $-19724.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASMedia Technology Inc                                  | ASMedia Technology Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900CQG67FQMMNX678 | Long             | EC               | CORP              | TW        |        5000 | NS      | $327202.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          19 | NC      | $130625.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-72228.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDLJ4J22 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |      633000 | OU      | $236.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -19 | NC      | $-5149.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-6261.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                                                            | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      207000 | PA      | $247193.40    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                                                          | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57929.94     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDM37SC8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    13725000 | NC      | $279553.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                          | BPER Banca SPA                                                                                                     | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |       73539 | NS      | $667460.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton Inc                                           | DR Horton Inc                                                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       24250 | NS      | $3126310.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohto Pharmaceutical Co Ltd                             | Rohto Pharmaceutical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 353800Q1CW5OS81OUM12 | Long             | EC               | CORP              | JP        |       18000 | NS      | $255102.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                          | Kane Bidco Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      616000 | PA      | $854225.95    | 0.04%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                | MarketAxess Holdings Inc                                                                                           | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        4995 | NS      | $1115583.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SUPER MICRO COMPUTER INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1068169 | OU      | $-212118.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                  | Offerpad Solutions Inc                                                                                             | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       22210 | NS      | $223.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDLFHSV3 IRS KRW R F  2.39950 2 CCPNDF / Short: SYDLFHSV3 IRS KRW P V 03MKSDA 1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2062513000 | OU      | $-111.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYD16Z4Z4 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD16Z4Z4 IRS ZAR P F  8.14500 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33758284 | OU      | $-16179.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED HKD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HK        |           1 | NC      | $-39166.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                            | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      143000 | PA      | $147605.74    | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EXO COMMON                                              | EXO COMMON                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1035 | NS      | $372.60       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDJR55L8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |   -12118400 | NC      | $-7091.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PERNOD RICARD SA                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      928914 | OU      | $4418.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                         | Mercer International Inc                                                                                           | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      184000 | PA      | $150089.43    | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PSIQUANTUM CORP., SERIES D                              | PSIQUANTUM CORP., SERIES D                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       14776 | NS      | $601974.24    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Metropolitan Bank & Trust Co                            | Metropolitan Bank & Trust Co                                                                                       | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |       47680 | NS      | $61367.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | PROGRESSIVE CORP/THE                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -12 | NC      | $-2910.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eicher Motors Ltd                                       | Eicher Motors Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |        1264 | NS      | $83391.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO LIMITED                                    | Market Bidco Limited 2024 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |      319950 | PA      | $371469.47    | 0.02%             | 2030-11-04      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $257536.10    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         721 | NS      | $1268.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                              | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      246000 | PA      | $245369.70    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDJQAA16 IRS BRL R F 13.33000 2 NDFPREDISWAP / Short: BYDJQAA16 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      771090 | OU      | $1445.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Providus CLO                                            | Providus CLO II DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |      260000 | PA      | $307400.36    | 0.01%             | 2038-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CHEVRON CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -34 | NC      | $-714.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-9900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                      | BX Trust 2019-OC11                                                                                                 | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317000 | PA      | $296017.99    | 0.01%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -92 | NC      | $-89056.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-2                                                                              | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39614 | PA      | $39304.62     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        6686 | NS      | $1241055.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group PLC                                  | Lion Finance Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |        1547 | NS      | $150682.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | USD/TWD One-touch barrier option; Barrier price USD 34.60000                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |       50000 | OU      | $22.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      401000 | PA      | $416539.15    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                       | Tractor Supply Co                                                                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       13886 | NS      | $732764.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMSAY GENERALE DE SANTE SA                             | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                                                  | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |      900000 | PA      | $1053232.77   | 0.05%             | 2031-08-13      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | COINBASE GLOBAL INC CLASS A                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      765592 | OU      | $-106778.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Victory Street CLO                                      | Victory Street CLO I DAC                                                                                           | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |      360000 | PA      | $424139.41    | 0.02%             | 2038-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                           | Universal Health Services Inc                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        4525 | NS      | $819703.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $58725.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                          | Kakaku.com Inc                                                                                                     | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       18600 | NS      | $344920.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                                                              | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |      335000 | PA      | $396406.99    | 0.02%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDL9GT41 IRS CZK R F  3.55000 2 CCPVANILLA / Short: SYDL9GT41 IRS CZK P V 06MPRIBO 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13851000 | OU      | $-2826.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial Inc                                  | Flagstar Financial Inc                                                                                             | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       68184 | NS      | $722750.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196516.20    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      334000 | PA      | $328969.09    | 0.02%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                               | Ball Corp                                                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        7914 | NS      | $443896.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | BYDJJ1XW1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |   -23875000 | OU      | $-7902.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                       | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       77000 | PA      | $79433.60     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-V Ltd                                                                                            | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701470.00    | 0.03%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc                                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       12743 | NS      | $3594290.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG US CLO Ltd                                          | ICG US CLO 2023-1 I Ltd                                                                                            | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |      700000 | PA      | $700000.00    | 0.03%             | 2038-07-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      108170 | PA      | $108319.63    | 0.01%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Air Arabia PJSC                                         | Air Arabia PJSC                                                                                                    | CUSIP: 000000000<br>LEI: 21380058Y5RCZI2HBX17 | Long             | EC               | CORP              | AE        |       82348 | NS      | $76900.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -73 | NC      | $-25550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                              | Ventas Inc                                                                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |        7541 | NS      | $476214.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                           | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $199000.74    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 2nd Lien Term Loan                                                                            | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1680278 | PA      | $1575260.63   | 0.08%             | 2030-02-01      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRY7W6JY5 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7W6JY5 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       45000 | OU      | $-710.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |      720000 | PA      | $848217.76    | 0.04%             | 2031-12-10      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142453.22    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                  | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       20323 | NS      | $6214358.83   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-30384.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      732888 | PA      | $731605.37    | 0.03%             | 2029-01-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                   | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         121 | NS      | $934.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                                                             | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      843437 | PA      | $845018.09    | 0.04%             | 2038-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $201775.45    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies Sarl                           | ION Trading Technologies Sarl 2021 EUR Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |     1000000 | PA      | $1168067.64   | 0.06%             | 2028-04-03      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJTREA2 IRS HUF R F  5.96100 2 CCPVANILLA / Short: SYDJTREA2 IRS HUF P V 06MBUBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23784309 | OU      | $-395.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Borouge PLC                                             | Borouge PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2549001Z4YA6WG9MBM08 | Long             | EC               | CORP              | AE        |      124985 | NS      | $86482.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co Ltd                        | Genius Electronic Optical Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       34685 | NS      | $497131.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    16200000 | PA      | $16200000.00  | 0.77%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF          | VanEck J. P. Morgan EM Local Currency Bond ETF                                                                     | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |       60974 | NS      | $1545690.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | RESTAURANTS BRANDS INTERNATIONAL I                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |      643294 | OU      | $-3924.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                            | Olympus Corp                                                                                                       | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       56500 | NS      | $671125.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca Static CLO                                        | Avoca Static CLO I DAC                                                                                             | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |      160000 | PA      | $184847.97    | 0.01%             | 2035-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                              | Akbank TAS                                                                                                         | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |       68498 | NS      | $117387.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd                                     | Steadfast Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: 9845003B6BEAA12DBD91 | Long             | EC               | CORP              | AU        |       21724 | NS      | $86041.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                      | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364000 | PA      | $364227.43    | 0.02%             | 2038-04-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                         | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      281000 | PA      | $291644.84    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $48444.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                                                          | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $194232.48    | 0.01%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL Core CLO 31 Ltd                                                                                                | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $752461.50    | 0.04%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       97157 | PA      | $115554.91    | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                          | Penta CLO 17 DAC                                                                                                   | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |      274000 | PA      | $322855.31    | 0.02%             | 2038-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC                  | CVC Cordatus Opportunity Loan Fund-R DAC                                                                           | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |      780000 | PA      | $911004.56    | 0.04%             | 2033-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                | VanEck Semiconductor ETF                                                                                           | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        5864 | NS      | $1635352.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | JD SPORTS FASHION PLC                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |       47570 | OU      | $-4219.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                        | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      188000 | PA      | $204186.33    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BROOKFIELD ASSET MANAGEMENT VOTING                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     2363917 | OU      | $-58937.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NEC CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      834907 | OU      | $-67458.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       17892 | NS      | $17712006.48  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                     | Banca Monte dei Paschi di Siena SpA                                                                                | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |       25944 | NS      | $220045.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      458000 | PA      | $460348.62    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          67 | NC      | $8241.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDB5KAB2 IRS MXN R F  9.04000 2 CCPOIS / Short: SYDB5KAB2 IRS MXN P V 00MTIEF 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    98015509 | OU      | $276583.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2020-C58                                                                     | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3318883 | PA      | $232659.71    | 0.01%             | 2053-07-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                               | Holcim AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |        7741 | NS      | $574839.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      324000 | PA      | $383804.73    | 0.02%             | 2025-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      477216 | PA      | $588444.53    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |          -7 | NC      | $-420.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                            | Carrefour SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       31273 | NS      | $441144.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                 | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       67000 | PA      | $61232.33     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                                                            | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56928 | PA      | $49347.81     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                       | Constellation Software Inc/Canada                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         282 | NS      | $1034024.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurium CLO                                              | Aurium Clo XIII DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $195446.17    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO VII Ltd                                                                                               | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320000 | PA      | $317291.52    | 0.02%             | 2037-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                   | Uber Technologies Inc                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       52788 | NS      | $4925120.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sigma Holdco BV                                         | Sigma Holdco BV                                                                                                    | CUSIP: 000000000<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |      116127 | PA      | $136449.99    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XVIII DAC                                                                                                | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |      180000 | PA      | $208013.34    | 0.01%             | 2038-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $381898.63    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Krafton Inc                                             | Krafton Inc                                                                                                        | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |        2164 | NS      | $581010.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APLEONA HOLDING GMBH                                    | Apleona Holding GmbH 2024 EUR Term Loan B3                                                                         | CUSIP: 000000000<br>LEI: 254900SF1BAAOJQ1X773 | Long             | LON              | CORP              | DE        |     1200234 | PA      | $1410875.68   | 0.07%             | 2028-04-28      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDL9DZ90 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -47262000 | NC      | $-46288.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | STWD Trust 2021-FLWR                                                                                               | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257941 | PA      | $257779.55    | 0.01%             | 2036-07-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                                                                                          | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        5254 | NS      | $495906.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-35066.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HBX GROUP INTERNATIONAL PLC                             | HBX Group International PLC EUR Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | LON              | CORP              | GB        |     1010869 | PA      | $1184800.03   | 0.06%             | 2032-02-13      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $570639.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4028 | NS      | $90630.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV               | Grupo Aeroportuario del Sureste SAB de CV                                                                          | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        3495 | NS      | $111567.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                    | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32943.95     | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                              | Arbour CLO VI DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |      330000 | PA      | $389110.49    | 0.02%             | 2037-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                                                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      330000 | PA      | $345491.74    | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Quintis PTY                                             | QUINTIS PTY LIMITED                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     3249491 | NS      | $21.38        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                      | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      150000 | PA      | $37125.00     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                      | Toyota Tsusho Corp                                                                                                 | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       23700 | NS      | $536834.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AENOVA HOLDING GMBH                                     | Aenova Holding GmbH 2025 EUR Repriced Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |     1132076 | PA      | $1321581.23   | 0.06%             | 2031-08-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         259 | NC      | $75369.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      367200 | PA      | $450743.68    | 0.02%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         510 | NC      | $1707046.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                | eBay Inc                                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        9013 | NS      | $671107.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $69720.30     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      220000 | PA      | $265498.30    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       23164 | NS      | $2770646.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDGJYTN0 IRS USD R F  3.75000 2 CCPOIS / Short: SYDGJYTN0 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11860000 | OU      | $68983.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      429000 | PA      | $502743.38    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      938000 | PA      | $963838.19    | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -12 | NC      | $-19320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                | NIKE Inc                                                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        5223 | NS      | $371041.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          94 | NC      | $153690.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVAYA INC                                               | Avaya Inc 2023 Exit Term Loan                                                                                      | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |        4449 | PA      | $3463.63      | 0.00%             | 2028-08-01      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Airbus SE                                               | Airbus SE                                                                                                          | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |        7482 | NS      | $1565239.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                | Agilent Technologies Inc                                                                                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1443 | NS      | $170288.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTS EUROPE SA                                         | Parts Europe SA 1st Lien EUR Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |     1584700 | PA      | $1866362.38   | 0.09%             | 2031-02-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      656000 | PA      | $892534.16    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4088000 | PA      | $180458.47    | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 SEP25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         137 | NC      | $50215.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONDER WARRANTS                                         | SONDER WARRANTS                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        3371 | NS      | $9067.99      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Eneva SA                                                | Eneva SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300T1AP7HKCABII19 | Long             | EC               | CORP              | BR        |       36718 | NS      | $92992.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc                                        | MISUMI Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |       23400 | NS      | $312588.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                             | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3642000 | PA      | $1057216.41   | 0.05%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation Term Loan                                                                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      509450 | PA      | $508349.79    | 0.02%             | 2027-05-10      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV                                  | Stage Entertainment BV 2024 EUR Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $1180306.55   | 0.06%             | 2029-06-02      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                         | Texas Debt Capital Euro CLO 2025-I DAC                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $457386.74    | 0.02%             | 2039-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3776.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98119.80     | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                                                                                  | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      286000 | PA      | $353096.51    | 0.02%             | 2029-11-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99887.96     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDDXS5N0 TRS USD R E BYDDXS5P5 BONDTRS / Short: BYDDXS5N0 TRS USD P F   .00000 BYDDXS5Q3 BONDTRS            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |       93561 | OU      | $1044.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REI AGRO LTD                                            | REI Agro Ltd                                                                                                       | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      599000 | PA      | $0.06         | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | INFORMATICA INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         111 | NC      | $555.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97584.60     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -43 | NC      | $-27821.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       77847 | NS      | $9594642.75   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219816.00    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $131731.13    | 0.01%             | 2027-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd                                             | Infosys Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       19572 | NS      | $365657.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                             | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $131379.60    | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BYDLU8M67 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   -36576000 | NC      | $-13114.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $195255.80    | 0.01%             | 2027-07-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                | Jeronimo Martins SGPS SA                                                                                           | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        5013 | NS      | $126918.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                                                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       90596 | NS      | $5690334.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27162.65     | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5041000 | PA      | $1294250.05   | 0.06%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYK8PPT5 IRS GBP R F  4.86000 2 CCPOIS / Short: SRYK8PPT5 IRS GBP P V 12MSONIA 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7195000 | OU      | $347564.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    55249000 | PA      | $1776599.16   | 0.08%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIV GROUP GMBH                                         | Aviv Group GmbH EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     1146496 | PA      | $1350731.79   | 0.06%             | 2032-04-23      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                                                   | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      639000 | PA      | $644814.90    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                                                                        | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |      200000 | PA      | $198001.20    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX BANK SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         667 | NC      | $37363.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      152400 | NS      | $12972288.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                            | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      334000 | PA      | $349999.60    | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-8729.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL LTD                                   | Thames Water Utilities Ltd                                                                                         | CUSIP: 000000000<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        3000 | PA      | $3434.69      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      537575 | PA      | $536325.17    | 0.03%             | 2033-02-15      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ABN AMRO BANK NV                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      742916 | OU      | $-30690.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                            | Walgreens Boots Alliance Inc                                                                                       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       26153 | NS      | $300236.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91932.11     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-3729.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNA Trust                                               | FNA 8 LLC                                                                                                          | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      922427 | PA      | $926711.36    | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4970000 | PA      | $117778.82    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      369000 | PA      | $377422.06    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | ProGroup AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      168000 | PA      | $200122.04    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                           | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1242000 | PA      | $1291788.05   | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FASTENAL                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      841240 | OU      | $-14258.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          62 | NC      | $196850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6758000 | PA      | $1941644.13   | 0.09%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROJECT SKYE SERIES D                                   | PROJECT SKYE SERIES D                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       46779 | NS      | $683206.95    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2783 | NS      | $62617.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Borsa Italiana SpA                                      | UNICREDIT SPA                                                                                                      | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -74 | NC      | $-6446.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | ECOLAB INC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      746405 | OU      | $-9643.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                                 | Sea Ltd                                                                                                            | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        3515 | NS      | $562189.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                | International Business Machines Corp                                                                               | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      382000 | PA      | $456611.00    | 0.02%             | 2027-02-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      418000 | PA      | $474459.63    | 0.02%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDLRBA67 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    -2365000 | NC      | $-863.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                               | Amcor PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |       98975 | NS      | $909580.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                    | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |      553000 | PA      | $541987.28    | 0.03%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          56 | NC      | $3416.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                                                              | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      632000 | PA      | $640069.50    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                               | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1378869 | PA      | $1233256.01   | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      354324 | NS      | $245285.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       23160 | NS      | $1024172.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                    | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       15293 | NS      | $2850921.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      363000 | PA      | $345269.56    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | POSCO FUTURE M LTD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      119515 | OU      | $-3644.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                               | LBA Trust 2024-BOLT                                                                                                | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $110219.95    | 0.01%             | 2039-06-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc                                                                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       10015 | NS      | $284325.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      194005 | PA      | $189337.34    | 0.01%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDCJGF60 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDCJGF60 IRS MXN P F  8.97000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7001881 | OU      | $-18969.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         638 | NC      | $123134.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elm Co                                                  | Elm Co                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         317 | NS      | $84641.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                       | Vaco Holdings LLC 2022 Term Loan                                                                                   | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      420847 | PA      | $384864.45    | 0.02%             | 2029-01-21      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DENTSU GROUP INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      429985 | OU      | $-16107.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                   | Spotify Technology SA                                                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        2587 | NS      | $1985108.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                   | General Dynamics Corp                                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1771 | NS      | $516529.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -112 | NC      | $-10416.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | KOBE BUSSAN LTD                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      417212 | OU      | $-5695.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAVERICK GAMING LLC                                     | Maverick Gaming LLC 2024 Second Out Term Loan                                                                      | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      334301 | PA      | $201416.06    | 0.01%             | 2028-06-03      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDJQBB70 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDJQBB70 IRS COP P F  8.23000 2 NDFOIS                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  2419147717 | OU      | $11213.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2023-1                                                                                    | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      795806 | PA      | $805311.07    | 0.04%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CHEVRON CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -21 | NC      | $-2751.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191501.12    | 0.01%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                               | Kawasaki Kisen Kaisha Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       30300 | NS      | $429110.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SECTOR ALARM HOLDING AS                                 | Sector Alarm Holding AS 2025 EUR Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |      406916 | PA      | $479087.30    | 0.02%             | 2029-06-14      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP 2024 USD Add-on Term Loan B                                                                    | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     1272166 | PA      | $1272789.46   | 0.06%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                                                      | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $187060.30    | 0.01%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                                                                               | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48485.00     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                              | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      478000 | PA      | $597388.14    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                              | DaVita Inc                                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        5580 | NS      | $794871.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-67413.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-124191.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    15500000 | PA      | $15483905.50  | 0.74%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                   | ECL Entertainment LLC 2024 1st Lien Term Loan B                                                                    | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     1246019 | PA      | $1244461.44   | 0.06%             | 2030-09-03      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                   | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      313743 | PA      | $245690.69    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRY6B3GT1 IRS EUR R F  2.69300 2 CCPINFLATIONZERO / Short: SRY6B3GT1 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1585000 | OU      | $59583.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-19671.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CH ROBINSON WORLDWIDE INC                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      845174 | OU      | $-17992.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                     | Cheniere Energy Inc                                                                                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        3805 | NS      | $926593.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEOPATRA FINCO SARL                                    | Kleopatra Finco Sarl                                                                                               | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |      448000 | PA      | $494808.94    | 0.02%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                           | Mosaic Co/The                                                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       25822 | NS      | $941986.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | POSTAL SAVINGS BANK OF CHINA LTD H                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      824443 | OU      | $-5.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-38384.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                                                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        7872 | NS      | $166886.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       57688 | PA      | $35126.13     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206169.00    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      399000 | PA      | $469388.02    | 0.02%             | 2026-10-27      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         591 | NC      | $316185.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc Term Loan B                                                                                         | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      576915 | PA      | $575951.93    | 0.03%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NGN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |           1 | NC      | $6913.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD UYU                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2029.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-12246.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                           | UOL Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |       22394 | NS      | $108957.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      102000 | PA      | $125032.98    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      265000 | PA      | $265863.61    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                            | Centrica PLC                                                                                                       | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      356000 | PA      | $494160.75    | 0.02%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                           | Tata Consultancy Services Ltd                                                                                      | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |       20960 | NS      | $846374.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KUAISHOU TECHNOLOGY                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      494201 | OU      | $-45263.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX 2021-MFM1                                                                                                       | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      218134 | PA      | $218067.74    | 0.01%             | 2034-01-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                             | Invesco Ltd                                                                                                        | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       62205 | NS      | $980972.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                             | James Hardie Industries PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |       18225 | NS      | $489401.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NATURA CO HOLDING SA                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |       48691 | OU      | $-4544.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       76000 | PA      | $90328.59     | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc 2025 Fixed Term Loan                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $194334.00    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      308495 | PA      | $422129.49    | 0.02%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118529.95    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S96RYU955 CDS EUR R F  5.00000 2 CCPCDX / Short: S96RYU955 CDS EUR P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8586899 | OU      | $905101.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -165 | NC      | $-91080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-33416.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NEXTERA ENERGY INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -141 | NC      | $-4512.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                               | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $190561.75    | 0.01%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NATURA CO HOLDING SA                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |       66391 | OU      | $-5970.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Borsa Italiana SpA                                      | UNICREDIT SPA                                                                                                      | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |          74 | NC      | $148120.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1132305.06   | 0.05%             | 2027-10-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $426459.61    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       42849 | NS      | $2401257.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                            | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      300000 | PA      | $209270.91    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | PL        |           1 | NC      | $58385.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                   | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      634000 | PA      | $734399.59    | 0.04%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                                                               | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      284000 | PA      | $276942.41    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDLEEWE4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     2865000 | NC      | $5733.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOADSMART, INC., SERIES C                               | LOADSMART, INC., SERIES C                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       96249 | NS      | $564019.14    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                   | Global Switch Finance BV                                                                                           | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      146000 | PA      | $161046.26    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                               | Orange SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       60771 | NS      | $925432.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229408.24    | 0.01%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                                 | ABB Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        5322 | NS      | $318941.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                              | Nucor Corp                                                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        4408 | NS      | $571012.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongfu Spring Co Ltd                                    | Nongfu Spring Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |       39180 | NS      | $200985.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         444 | NC      | $-225323.21   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                 | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      147000 | PA      | $145327.73    | 0.01%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| iShares China Large-Cap ETF                             | iShares China Large-Cap ETF                                                                                        | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |       55503 | NS      | $2040290.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co Ltd                                    | Weichai Power Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |      254000 | NS      | $517148.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VERGE GENOMICS, SERIES B                                | VERGE GENOMICS, SERIES B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      108057 | NS      | $207469.44    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vivendi SE                                              | Vivendi SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |       95557 | NS      | $329629.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     1004822 | PA      | $937749.70    | 0.04%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | INTEL CORPORATION CORP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      628623 | OU      | $-35895.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $73427.64     | 0.00%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                             | Cintas Corp                                                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4053 | NS      | $903292.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | BYDLYV2E7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KY        |     -413000 | OU      | $-4168.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA ALEXANDRE III SAS                                  | Nova Alexandre III SAS                                                                                             | CUSIP: 000000000<br>LEI: 969500J0AKOB1UHO6I65 | Long             | DBT              | CORP              | FR        |      317000 | PA      | $378088.29    | 0.02%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-ROIC                                                                                                 | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      572000 | PA      | $560562.12    | 0.03%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | S+P500 EMINI FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         119 | NC      | $1161609.57   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -221 | NC      | $-13992.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDF2ES13 IRS HUF R F  6.55000 2 CCPVANILLA / Short: SYDF2ES13 IRS HUF P V 06MBUBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    54004106 | OU      | $2942.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Europe SE                            | Long: BYDA2RXJ0 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDA2RXJ0 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DCR              |  | DE        |      113000 | OU      | $6761.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       87402 | NS      | $7618832.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241494.62    | 0.01%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      679000 | PA      | $703929.49    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -15 | NC      | $-8475.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198431.98    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      162000 | PA      | $201443.77    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                                                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      324000 | PA      | $330727.54    | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -25 | NC      | $-24375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DOLLAR TREE INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -229 | NC      | $-19465.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      667000 | PA      | $709840.74    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                                                          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91850.45     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                          | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      205000 | PA      | $195679.68    | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      399000 | PA      | $470007.01    | 0.02%             | 2026-07-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                              | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        1879 | NS      | $266630.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                                                        | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1127000 | PA      | $1127304.63   | 0.05%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       18169 | NS      | $2399034.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-105094.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDJQCJ13 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDJQCJ13 IRS MXN P F  7.72500 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3039773 | OU      | $-355.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        3861 | NC      | $258687.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      222000 | PA      | $211111.14    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ORLEN SA                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | PL        |      730104 | OU      | $-11275.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DISCO CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      132109 | OU      | $-15906.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                   | Texas Instruments Inc                                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        3240 | NS      | $672688.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      300771 | PA      | $150173.37    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                                                               | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      949488 | PA      | $1171576.90   | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          21 | NC      | $130725.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Inc                                      | Venture Global Inc                                                                                                 | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       13168 | NS      | $205157.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                            | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157236 | PA      | $142482.68    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV5                                                                               | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      925645 | PA      | $754183.84    | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                      | Tokyo Electron Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |        1200 | NS      | $229811.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings LLC                                  | Hydrofarm Holdings LLC 2021 Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248383 | PA      | $201190.38    | 0.01%             | 2028-10-25      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                     | PayPal Holdings Inc                                                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       16635 | NS      | $1236313.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       19626 | PA      | $7398.32      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Shimizu Corp                                            | Shimizu Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |       58700 | NS      | $655664.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | POSCO CHEMICAL LTD                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | KR        |      154500 | OU      | $-12397.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NESTE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      665984 | OU      | $-3057.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean Inc                                                                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      364000 | PA      | $336533.32    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MNTN INC 6M LOCK UP                                     | MNTN INC 6M LOCK UP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20836 | NS      | $455683.32    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DATABRICKS INC.                                         | DATABRICKS INC.                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       60501 | NS      | $6544998.18   | 0.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Becton Dickinson Euro Finance SARL                      | Becton Dickinson Euro Finance SARL                                                                                 | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      664000 | PA      | $803854.76    | 0.04%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                    | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1172100 | PA      | $1028137.91   | 0.05%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      294000 | PA      | $298584.05    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARCOLIN SPA                                            | Marcolin SpA                                                                                                       | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |      593000 | PA      | $698570.14    | 0.03%             | 2026-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      182000 | PA      | $186097.21    | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          39 | NC      | $37635.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CANADIAN PACIFIC KANSAS CITY LTD                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      472016 | OU      | $2275.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         181 | NC      | $153126.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                         | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24883.51     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                                                                | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52286.89     | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $266382.64    | 0.01%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                | Estee Lauder Cos Inc/The                                                                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        5948 | NS      | $480598.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc                                                                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      112079 | NS      | $490906.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexon Co Ltd                                            | Nexon Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |       47500 | NS      | $956725.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD11UT42 IRS USD R F  4.00000 2 CCPOIS / Short: SYD11UT42 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28228500 | OU      | $616244.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR FUT OPTN SEP25C 114                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           8 | NC      | $3250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                             | Phillips 66                                                                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        5488 | NS      | $654718.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                              | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $195920.56    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          11 | NC      | $1155.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                            | Santen Pharmaceutical Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |       24363 | NS      | $279576.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                | Microchip Technology Inc                                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       12033 | NS      | $846762.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        5252 | PA      | $2491.94      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $8250.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      973500 | PA      | $978557.63    | 0.05%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         137 | NC      | $104805.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $31275.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                      | Cenovus Energy Inc                                                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       58068 | NS      | $790159.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                     | Henkel AG & Co KGaA                                                                                                | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |        5302 | NS      | $416650.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      480784 | NS      | $505551.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2014-III Ltd                                                                                          | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $947634.50    | 0.05%             | 2038-03-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -209 | NC      | $-13167.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                              | Genmab A/S                                                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        1545 | NS      | $320847.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S95VEAG06 CDS USD R F  5.00000 2 CCPCDX / Short: S95VEAG06 CDS USD P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1954835 | OU      | $126365.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -633 | NC      | $-42411.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VINO                                                                             | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      609700 | PA      | $609509.53    | 0.03%             | 2038-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        5133 | NS      | $1822471.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $853963.14    | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                    | Western Digital Corp                                                                                               | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21942.11     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                           | Hewlett Packard Enterprise Co                                                                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       26033 | NS      | $532374.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $64197.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | EUR/USD One-touch barrier option; Barrier price EUR 1.09000                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KY        |       59000 | OU      | $27.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                      | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55151.23     | 0.00%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                                                                                    | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      227400 | NS      | $38903.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -63 | NC      | $-22617.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                                 | OPAP SA                                                                                                            | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |        3767 | NS      | $85418.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                               | Sodexo SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        6827 | NS      | $420177.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        3501 | NS      | $1142795.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                    | Woolworths Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       42079 | NS      | $861938.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        2352 | NS      | $366794.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       11088 | NS      | $1780511.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                                                      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48532.76     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DIASORIN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      334048 | OU      | $4185.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       12340 | NS      | $1399479.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                               | Canon Inc                                                                                                          | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       25700 | NS      | $745395.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDKNE5S5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -10020500 | OU      | $-202031.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDD1BRR9 TRS USD R E BYDD1BRS7 EQUITYTRS / Short: BYDD1BRR9 TRS USD P V 12MSOFR BYDD1BRT5 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       96253 | OU      | $-531.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                                                                                      | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |        3553 | NS      | $283991.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $177437.50    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                                                                         | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $155061.07    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| LESSEN HOLDINGS INC BYDFL3FX0                           | LESSEN HOLDINGS INC BYDFL3FX0                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       53911 | NS      | $118065.09    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      118069 | NS      | $12681791.29  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                               | Sampo Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       32757 | NS      | $352547.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                              | Zimmer Biomet Holdings Inc                                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        6562 | NS      | $598520.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      385000 | PA      | $342499.23    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CROWDSTRIKE HOLDINGS INC                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -36 | NC      | $-84240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro Clo II DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $200251.61    | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                   | Daikin Industries Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       10095 | NS      | $1184987.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                              | ResMed Inc                                                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        2446 | NS      | $631068.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                                                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      427569 | PA      | $429352.20    | 0.02%             | 2028-09-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                 | United Airlines 2019-2 Class A Pass Through Trust                                                                  | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81846 | PA      | $75910.44     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       17287 | NS      | $1682716.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | ENTAIN PLC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      142018 | OU      | $-11574.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         433 | NC      | $55424.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | eG Global Finance PLC                                                                                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      487000 | PA      | $537586.64    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |      782000 | PA      | $828953.24    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                                                                              | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       13858 | NS      | $3027834.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                                  | Emaar Development PJSC                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       17079 | NS      | $62877.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SEATRIUM                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |      197082 | OU      | $6436.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                       | Komercni Banka AS                                                                                                  | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        1843 | NS      | $89188.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XXI Ltd                                                                                       | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |     3400000 | PA      | $3411838.80   | 0.16%             | 2039-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-A                                                                                   | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1458728 | PA      | $1448233.29   | 0.07%             | 2057-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     1925000 | PA      | $34803.69     | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVgo Inc                                                | EVgo Inc                                                                                                           | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               |  | US        |       16129 | NS      | $3548.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       45000 | PA      | $39657.07     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          24 | NC      | $5040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    76042668 | PA      | $4224127.67   | 0.20%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         427 | NC      | $427.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -57 | NC      | $-8151.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2006-3                                                                              | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8119 | PA      | $7805.38      | 0.00%             | 2036-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20550000 | PA      | $20533203.78  | 0.98%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                                                             | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      121000 | PA      | $123165.56    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $7001.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7907050.00   | 0.38%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                             | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2398700.93   | 0.11%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                              | Fiserv Inc                                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       14224 | NS      | $2452359.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                                              | Vonovia SE                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $370628.48    | 0.02%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                | City of Ulaanbaatar Mongolia                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $200277.25    | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                    | Edison International                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       12480 | NS      | $643968.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                                                                 | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250179.50    | 0.01%             | 2036-07-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| GRAND ROUNDS INC.                                       | GRAND ROUNDS INC.                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1035048 | NS      | $817687.92    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | INTERNATIONAL PAPER                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2299976 | OU      | $-36465.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                              | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $204270.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         356 | NC      | $263440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                          | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $139056.82    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $240315.85    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                | Virgin Media Vendor Financing Notes IV DAC                                                                         | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |      407000 | PA      | $398447.14    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                           | Golar LNG Ltd                                                                                                      | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      168000 | PA      | $172200.00    | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96981 | PA      | $96950.84     | 0.00%             | 2038-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Global Unichip Corp                                     | Global Unichip Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        9000 | NS      | $402558.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                                                                                       | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       30060 | NS      | $1288030.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                 | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   101000000 | PA      | $175419.67    | 0.01%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         322 | NC      | $191590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                        | Novo Nordisk A/S                                                                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       64982 | NS      | $4502863.25   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd                                      | Mr Price Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |       23471 | NS      | $294252.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDCZCMZ9 TRS USD R E / Short: BYDCZCMZ9 TRS USD P F   .00000 0FIXED                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       63830 | OU      | $-6616.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDHS2G85 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -640275 | OU      | $-23643.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                       | Toll Brothers Inc                                                                                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        7002 | NS      | $799138.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sungrow Power Supply Co Ltd                             | Sungrow Power Supply Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |       13300 | NS      | $125861.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDF4HNB7 IRS MXN R F  8.47000 2 CCPOIS / Short: SYDF4HNB7 IRS MXN P V 01MTIEF 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    52805678 | OU      | $13157.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDGTQC46 IRS CZK R F 3.56000                           | Long: SYDGTQC46 IRS CZK R F  3.56000 2 CCPVANILLA / Short: SYDGTQC46 IRS CZK P V 06MPRIBO 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3150321 | OU      | $-481.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                       | State Street Corp                                                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        9349 | NS      | $994172.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CONVATEC GROUP PLC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      390866 | OU      | $-4159.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                                                                | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $201707.51    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALSTOM SA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      501698 | OU      | $-49831.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-7510.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp                                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        8891 | NS      | $4117777.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SUMCO CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      396297 | OU      | $-51381.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                            | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5194000 | PA      | $3801012.49   | 0.18%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJU7BE9 IRS PLN R F  4.03500 2 CCPVANILLA / Short: SYDJU7BE9 IRS PLN P V 06MWIBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1728225 | OU      | $-3249.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117967.05    | 0.01%             | 2032-07-14      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                      | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      232000 | PA      | $244302.96    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | BYDM3T527 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | US        |      901409 | OU      | $10037.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                       | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      145112 | NS      | $1019114.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      976000 | PA      | $1020770.33   | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI SEP25                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -156 | NC      | $-3105453.22  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -107 | NC      | $-18083.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jubilee CDO BV                                          | Jubilee CLO 2024-XXIX DAC                                                                                          | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |      410000 | PA      | $482181.72    | 0.02%             | 2039-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                       | Solaris Energy Infrastructure Inc                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       59745 | NS      | $1690186.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     1000000 | PA      | $1174569.93   | 0.06%             | 2032-01-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                    | Power Corp of Canada                                                                                               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        2608 | NS      | $101868.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELATIVITY SPACE, SERIES E                              | RELATIVITY SPACE, SERIES E                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       29214 | NS      | $292.14       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $30816.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                                                         | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      153000 | PA      | $156515.09    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                            | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       23984 | NS      | $144333.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                   | Daiichi Sankyo Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       50373 | NS      | $1167045.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                                                        | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209172 | PA      | $197553.58    | 0.01%             | 2026-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      247575 | NS      | $13417987.42  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                             | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355322 | PA      | $355321.93    | 0.02%             | 2034-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XX Ltd                                                                                            | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000000.00   | 0.10%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                | Heimstaden Bostad Treasury BV                                                                                      | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      167000 | PA      | $191505.53    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    21000000 | PA      | $20943507.51  | 1.00%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -144 | NC      | $-31680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc                            | Alimentation Couche-Tard Inc                                                                                       | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       28636 | NS      | $1423441.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                 | LY Corp                                                                                                            | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      189800 | NS      | $698958.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                              | National Bank of Greece SA                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |        6807 | NS      | $86794.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                      | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |     1076000 | OU      | $10072.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                       | Genius Sports Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       68687 | NS      | $714344.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE AUG25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          68 | NC      | $-58021.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                                                                      | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       73454 | PA      | $72506.44     | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      785000 | PA      | $834068.57    | 0.04%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -39 | NC      | $-10959.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -35 | NC      | $-19460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTRUM AB                                               | Intrum AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |      406000 | PA      | $404286.92    | 0.02%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                             | Workday Inc                                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        4810 | NS      | $1154400.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | DIAMONDBACK ENERGY INC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      302767 | OU      | $8043.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      153000 | PA      | $202914.82    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                      | Teck Resources Ltd                                                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |        9353 | NS      | $378241.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                 | Spirit Airlines Pass Through Trust 2015-1A                                                                         | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17178 | PA      | $15758.94     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                           | FirstRand Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      151573 | NS      | $647950.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDHB0FU9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDHB0FU9 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      125000 | OU      | $-2475.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      622000 | PA      | $757962.95    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SQUARE ENIX HLDG LTD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      115228 | OU      | $-6735.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSTRUCTURE HOLDINGS INC                                | Instructure Holdings Inc 2024 Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1406475 | PA      | $1407628.31   | 0.07%             | 2031-11-13      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BRYMVMJV4 IRS BRL R F  9.96500 2 NDFPREDISWAP / Short: BRYMVMJV4 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    16337393 | OU      | $-312935.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B9707Z0K8 CDS USD R V 03MEVENT 1 CCPCDX / Short: B9707Z0K8 CDS USD P F  5.00000 2 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      645000 | OU      | $-48517.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      286000 | PA      | $335158.21    | 0.02%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | FORMOSA CHEMICALS   FIBRE CORP                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | TW        |        3295 | OU      | $159.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                 | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      362000 | PA      | $388491.52    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Misto Holdings Corp                                     | Misto Holdings Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2328 | NS      | $61513.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      102716 | NS      | $51091965.56  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2024-SBL                                                                                                      | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $160000.14    | 0.01%             | 2034-08-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -110 | NC      | $-78980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | DERAYAH FINANCIAL CJSC                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |       73806 | OU      | $3125.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                                                                                  | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      105812 | NS      | $3963627.77   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                         | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $307479.60    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                     | Nomura Holdings Inc                                                                                                | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |       54500 | NS      | $359138.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                     | Health Care Select Sector SPDR Fund                                                                                | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |        7060 | NS      | $951617.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CLARIANT AG                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      243867 | OU      | $-11235.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                   | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      762000 | PA      | $673919.73    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                       | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      564000 | PA      | $624553.66    | 0.03%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                        | Paramount Global                                                                                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       10697 | NS      | $137991.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $192538.96    | 0.01%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BYDKK7975 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | KY        |  -130845000 | NC      | $-186756.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 75 CLO Ltd                                                                                                  | CUSIP: 26252JAS7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2003400.00   | 0.10%             | 2034-04-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                               | Gerdau SA                                                                                                          | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |      115428 | NS      | $339925.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                           | Industria de Diseno Textil SA                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       13447 | NS      | $701486.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         112 | NC      | $53760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                                                           | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118803.39    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    38195400 | PA      | $1857874.57   | 0.09%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | ProGroup AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      116000 | PA      | $135446.66    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                                                                              | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       30555 | NS      | $936877.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                  | Japan Post Bank Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      178100 | NS      | $1920011.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| True Corp PCL                                           | True Corp PCL                                                                                                      | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |      236100 | NS      | $80748.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |           9 | NC      | $14436.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         505 | NC      | $331110.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $520713.41    | 0.02%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                      | Vertiv Holdings Co                                                                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       84878 | NS      | $10899183.98  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                              | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $199426.88    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                            | Evolution AB                                                                                                       | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       12865 | NS      | $1021777.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      373000 | PA      | $446914.12    | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE JUL25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -2 | NC      | $3408.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | POSCO FUTURE M CO., LTD RTS                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | KR        |           0 | OU      | $-4690.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -10 | NC      | $-1550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                  | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6117726 | PA      | $314827.37    | 0.02%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDGTKQD4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | LU        |     1445000 | OU      | $1.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S95V4ZF37 CDS USD R F  1.00000 2 CCPCDX / Short: S95V4ZF37 CDS USD P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1578595 | OU      | $26735.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                      | IQVIA Holdings Inc                                                                                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        2585 | NS      | $407370.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SRYR20V07 IRS USD R F  4.19850 2 CCPOIS / Short: SRYR20V07 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11231000 | OU      | $192730.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                | Accor SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |       66836 | NS      | $3502772.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BROWN FORMAN CORP CLASS B                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      191391 | OU      | $-4621.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        6930 | NS      | $1268675.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | BYDL7QJV2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |    -1289000 | OU      | $-2659.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -63 | NC      | $-9135.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $83013.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -35 | NC      | $-41370.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYWH1754 IRS EUR R F  3.00000 2 CCPVANILLA / Short: SRYWH1754 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17369716 | OU      | $598529.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDKZM8N2 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDKZM8N2 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       45000 | OU      | $1349.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDCHHRN0 IRS PLN R F  4.88300 2 CCPVANILLA / Short: SYDCHHRN0 IRS PLN P V 06MWIBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1064231 | OU      | $7774.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | GEORG FISCHER AG                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      120703 | OU      | $-3284.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                                                                    | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1037888.36   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                              | Dai-ichi Life Holdings Inc                                                                                         | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      144300 | NS      | $1097055.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104613.99    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                    | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      577000 | PA      | $711146.59    | 0.03%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      151000 | PA      | $154922.07    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDD6YUP4 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDD6YUP4 IRS PLN P F  5.12700 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2726998 | OU      | $-7886.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDD7W8T4 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDD7W8T4 IRS MXN P F  9.30500 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33976702 | OU      | $-14279.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                  | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      461000 | PA      | $589568.04    | 0.03%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                 | Rockwell Automation Inc                                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        2134 | NS      | $708850.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          35 | NC      | $137200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -179 | NC      | $-87710.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                   | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206051.14    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4587100 | PA      | $4582082.86   | 0.22%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                                                            | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      154258 | PA      | $149157.94    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                             | Moderna Inc                                                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       11172 | NS      | $308235.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wizz Air Holdings Plc                                   | Wizz Air Holdings Plc                                                                                              | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |        6235 | NS      | $93617.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -1 | NC      | $1305.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5830000 | PA      | $104198.50    | 0.00%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-11230.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       24919 | NS      | $9858703.97   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210363.76    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                 | Spirit Airlines Pass Through Trust 2017-1A                                                                         | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526428 | PA      | $455881.11    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         370 | NC      | $196128.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR CORP CI LTD                                         | MTR Corp CI Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201460.09    | 0.01%             | 2035-09-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                          | Rheinmetall AG                                                                                                     | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |           4 | NS      | $8470.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          15 | NC      | $39255.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1211 Avenue of the Americas Trust                       | 1211 Avenue of the Americas Trust 2015-1211                                                                        | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      508000 | PA      | $476378.83    | 0.02%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                       | Huntington Ingalls Industries Inc                                                                                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        3932 | NS      | $949420.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       26475 | NS      | $11580429.75  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                              | Daiwa Securities Group Inc                                                                                         | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       29200 | NS      | $207379.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                          | Kuraray Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |       29100 | NS      | $370043.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                   | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |      200000 | PA      | $193780.96    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NEW YORK COMMUNITY                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      812519 | OU      | $-85708.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |          -9 | NC      | $-5400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2025-CRE10 Ltd                                                                                               | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $788272.27    | 0.04%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $11681.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                        | Viper Energy Inc                                                                                                   | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |       12752 | NS      | $486233.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                                                             | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175893 | PA      | $1176998.46   | 0.06%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDHS2E79 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      426850 | OU      | $26774.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                                                                             | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      197500 | PA      | $194411.69    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      309377 | NS      | $48878472.23  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      275000 | PA      | $341820.26    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ebara Corp                                              | Ebara Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |       22700 | NS      | $435332.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                   | Global Payments, Inc.                                                                                              | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      193000 | PA      | $238688.96    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      263000 | PA      | $251376.87    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BYDHX59C1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   105575145 | NC      | $465752.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                         | Best Buy Co Inc                                                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       10441 | NS      | $700904.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          94 | NC      | $115056.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30711 | NS      | $4397508.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LAMB WESTON HOLDINGS INC                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       61460 | OU      | $4217.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BRYD0ADG3 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD0ADG3 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       50000 | OU      | $182.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                               | Adobe Inc                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        8068 | NS      | $3121347.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OT MIDCO LTD                                            | OT Midco Ltd                                                                                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      509000 | PA      | $392821.31    | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | XEROX HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         108 | NC      | $432.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SBI SUMISHIN NET BANK LTD                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      289328 | OU      | $-5797.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                           | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000000.00   | 0.10%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-II Ltd                                                                                           | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250788.00    | 0.01%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                                                     | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188000 | PA      | $169205.25    | 0.01%             | 2037-03-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDJJ3C34 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    23875000 | OU      | $40921.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                  | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $222349.96    | 0.01%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC 2025 Term Loan B                                                                            | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98320 | PA      | $98099.14     | 0.00%             | 2030-08-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                            | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      304000 | PA      | $376367.82    | 0.02%             | 2030-01-16      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      417000 | PA      | $350280.00    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                                                          | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      185000 | PA      | $169878.40    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2023-I Ltd                                                                                  | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $700000.00    | 0.03%             | 2038-07-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                           | CUSIP: 17182XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $700000.00    | 0.03%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                       | Take-Two Interactive Software Inc                                                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        5039 | NS      | $1223721.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       10430 | NS      | $512165.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SOLVENTUM CORP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      572962 | OU      | $-20258.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                                                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        3685 | NS      | $843201.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                                                                             | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99425 | PA      | $99424.84     | 0.00%             | 2038-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                 | GSK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       57117 | NS      | $1089018.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                                   | DEMIRE Deutsche Mittelstand Real Estate AG                                                                         | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $298913.29    | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         153 | NC      | $4284.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -138 | NC      | $-21666.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDJQA6T0 IRS BRL R V 00MBRCDI 1 NDFPREDISWAP / Short: BYDJQA6T0 IRS BRL P F 14.78500 2 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1863607 | OU      | $178.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                               | Elisa Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        6980 | NS      | $387958.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIT4 NV                                                | UNIT4 NV 2021 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |      682733 | PA      | $802842.51    | 0.04%             | 2028-06-29      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                               | Rockford Tower Europe Clo 2025-1 DAC                                                                               | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $374117.13    | 0.02%             | 2027-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      746223 | PA      | $748088.54    | 0.04%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                  | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      653000 | PA      | $587700.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SUMCO CORP                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |        7452 | OU      | $-1218.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                     | Quanta Computer Inc                                                                                                | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |         505 | NS      | $4750.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Median B V                                              | Median B V 2021 EUR Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |      981818 | PA      | $1152034.24   | 0.06%             | 2027-10-14      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          76 | NC      | $25080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                    | Evonik Industries AG                                                                                               | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       22231 | NS      | $459260.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd     | HD Korea Shipbuilding & Offshore Engineering Co Ltd                                                                | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |         980 | NS      | $264639.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                      | Etihad Etisalat Co                                                                                                 | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |       12357 | NS      | $195379.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                               | Latch Inc                                                                                                          | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       20232 | NS      | $2.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      139849 | NS      | $24807814.11  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120624.27    | 0.01%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | BYDLYV2P2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KY        |      413000 | OU      | $6513.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -80 | NC      | $-188880.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      216000 | PA      | $261701.42    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $1209.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      208000 | PA      | $194083.92    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S969ANHG4 CDS USD R F  5.00000 2 CCPCDX / Short: S969ANHG4 CDS USD P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3773088 | OU      | $278524.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -35 | NC      | $-8225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Socionext Inc                                           | Socionext Inc                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       26800 | NS      | $513440.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148480 | PA      | $148387.04    | 0.01%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-30677.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |         -12 | NC      | $-12720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -47 | NC      | $-25380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                       | Admiral Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       17453 | NS      | $783754.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                                                            | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1228851 | PA      | $1073487.76   | 0.05%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PAYCOM SOFTWARE INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      229475 | OU      | $1546.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      720000 | PA      | $720272.88    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                      | Sesac Finance LLC                                                                                                  | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113100 | PA      | $112590.15    | 0.01%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                                                      | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387313 | PA      | $387070.85    | 0.02%             | 2038-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1148501.88   | 0.05%             | 2031-06-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50338.34     | 0.00%             | 2030-03-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                     | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      359000 | PA      | $414426.60    | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYLRP945 IRS BRL R F 10.03250 2 NDFPREDISWAP / Short: BRYLRP945 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    14282031 | OU      | $-274796.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -3 | NC      | $-12645.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDM37SD6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -13725000 | NC      | $-65042.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Institutional US Government Money Market Fund                                                         | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    67183042 | NS      | $67183042.35  | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-1745                                                                    | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169000 | PA      | $153996.48    | 0.01%             | 2036-06-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDD60642 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDD60642 IRS PLN P F  5.14000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4544998 | OU      | $-13407.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $38990.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                               | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103574.00    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | IBIDEN LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      322064 | OU      | $-34942.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      218000 | PA      | $211789.08    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | USD/CNH One-touch barrier option; Barrier price USD 7.50000                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |       52000 | OU      | $910.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NU HOLDINGS LTD CLASS A                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      390006 | OU      | $-43614.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE B                                        | Nobian Finance BV                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |      376000 | PA      | $441279.16    | 0.02%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      123000 | PA      | $111831.81    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -77 | NC      | $-22330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                   | DuPont de Nemours Inc                                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       16058 | NS      | $1101418.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                                                     | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      331000 | PA      | $303066.02    | 0.01%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJTRCA4 IRS HUF R F  5.67500 2 CCPVANILLA / Short: SYDJTRCA4 IRS HUF P V 06MBUBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   200381316 | OU      | $-3137.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJTZE71 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDJTZE71 IRS ZAR P F  6.99400 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5839261 | OU      | $-396.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MARFRIG GLOBAL FOODS SA                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |      233514 | OU      | $14445.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | OJI HOLDINGS CORP                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      403779 | OU      | $-16061.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                   | CyberArk Software Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       17033 | NS      | $6930387.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                             | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60760.51     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       66815 | NS      | $8285728.15   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                               | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |        8601 | PA      | $8455.26      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | AVOLTA AG                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |        3177 | OU      | $-76.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                            | DNB Bank ASA                                                                                                       | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       11470 | NS      | $317197.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | DirecTV Financing LLC 2025 Term Loan B                                                                             | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      789600 | PA      | $751304.40    | 0.04%             | 2031-02-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      707000 | PA      | $875406.44    | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1726399.08   | 0.08%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | AVOLTA AG                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      393057 | OU      | $-19061.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                                              | Santos Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |       95736 | NS      | $482687.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -68 | NC      | $-5100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                              | Garmin Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        1197 | NS      | $249837.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | INTERNATIONAL PAPER CO                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |      547624 | OU      | $7744.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      748000 | PA      | $879811.86    | 0.04%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | WISE PLC CLASS A                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      192758 | OU      | $-1903.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       62317 | NS      | $13624988.88  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                           | Principal Financial Group Inc                                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       20114 | NS      | $1597655.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                             | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      154374 | NS      | $15094689.72  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -7 | NC      | $-10500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                                                    | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61088 | PA      | $59671.98     | 0.00%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      266000 | PA      | $299932.92    | 0.01%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                            | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      251000 | PA      | $188504.16    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                              | Symrise AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        5811 | NS      | $609367.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IREN LTD                                                | IREN Ltd                                                                                                           | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      299000 | PA      | $386607.00    | 0.02%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                              | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      263000 | PA      | $267007.59    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                       | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      282322 | NS      | $9562802.37   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       16585 | PA      | $7630.51      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                     | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      166000 | PA      | $197984.06    | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      352000 | PA      | $423860.19    | 0.02%             | 2028-06-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                               | Hindustan Aeronautics Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |        4501 | NS      | $255670.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDLQ57E8 TRS USD R V 12MSOFR BYDLQ57G3 EQUITYTRS / Short: BYDLQ57E8 TRS USD P E BYDLQ57F5 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6009070 | OU      | $-91274.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM CRUISE HLDG CL G CVT                                 | GM CRUISE HLDG CL G CVT                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       27806 | NS      | $27806.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Athens International Airport SA                         | Athens International Airport SA                                                                                    | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |       12548 | NS      | $146152.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -144 | NC      | $-35856.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                        | ServiceTitan Inc                                                                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36379 | NS      | $3899101.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                             | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      385000 | PA      | $455868.90    | 0.02%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                            | Fortinet Inc                                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       23440 | NS      | $2478076.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNE HOLDINGS SARL                                      | Lune Holdings Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      243000 | PA      | $115051.35    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      338921 | PA      | $445237.77    | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        7221 | NS      | $593394.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                             | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      230000 | PA      | $231863.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                 | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104782.29    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                    | Thomson Reuters Corp                                                                                               | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        9142 | NS      | $1838403.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                      | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202155.40    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                              | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $204678.22    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-WCL1 MORTGAGE TRUST                                                                                      | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $365815.23    | 0.02%             | 2041-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      388000 | PA      | $464247.42    | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                     | Octagon Investment Partners XVI Ltd                                                                                | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000895.00   | 0.05%             | 2030-07-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYD18U7J6 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD18U7J6 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      900000 | OU      | $-12881.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210185.80    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank Europe SE                            | Long: BYD8YTQW5 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYD8YTQW5 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DCR              |  | DE        |      205000 | OU      | $1357.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                             | Shopify Inc                                                                                                        | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        5104 | NS      | $588679.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYD8W4XU8 IRS BRL R F 11.83000 2 NDFPREDISWAP / Short: BYD8W4XU8 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |       41553 | OU      | $-52.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corp Bhd                                       | Frontken Corp Bhd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      118700 | NS      | $111793.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $273337.38    | 0.01%             | 2026-10-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SHIN KONG FINANCIAL HOLDING LTD                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      321716 | OU      | $-5539.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BRWRWGK52 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BRWRWGK52 IRS EUR P F   .02000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3655837 | OU      | $579265.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      210000 | PA      | $199782.20    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229760.69    | 0.01%             | 2027-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                            | Techtronic Industries Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       66000 | NS      | $728242.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123974.81    | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SES SA                                                  | SES SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118803.77    | 0.01%             | 2030-06-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                   | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      541379 | PA      | $534306.60    | 0.03%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                    | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      648177 | PA      | $646614.76    | 0.03%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYD0KF807 IRS EUR R F  2.90000 2 CCPVANILLA / Short: SYD0KF807 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19803303 | OU      | $618965.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      128000 | PA      | $151727.38    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      220000 | PA      | $178226.83    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      207688 | PA      | $202088.57    | 0.01%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LYNAS RARE EARTHS LTD                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      553357 | OU      | $40086.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                 | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1199183.21   | 0.06%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                               | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672085 | PA      | $450062.26    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NORTHERN STAR RESOURCES LTD                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      111747 | OU      | $3321.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                              | Airbnb Inc                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        3798 | NS      | $502627.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                                                                               | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      874000 | PA      | $909339.11    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98397.54     | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                      | Cellnex Telecom SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      124701 | NS      | $4855639.83   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALFA A                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |       50588 | OU      | $-1739.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDJQBZW9 IRS MXN R F  7.73000 2 CCPOIS / Short: SYDJQBZW9 IRS MXN P V 01MTIEF 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14868939 | OU      | $328.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDKYM1F7 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDKYM1F7 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      126000 | OU      | $13824.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BASF N                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |      102114 | OU      | $-2223.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | FTSE 100 IDX FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -17 | NC      | $13910.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      324000 | PA      | $379287.01    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | XINYI GLASS HOLDINGS LTD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      171847 | OU      | $-10650.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         447 | NC      | $67792.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Brazil ETF                                 | iShares MSCI Brazil ETF                                                                                            | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |       26620 | NS      | $767987.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                      | Kingspan Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        8415 | NS      | $717036.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                           | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $198476.72    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-966.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      277000 | PA      | $330530.87    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         120 | NC      | $134400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE OCT25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $-1006.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | JD SPORTS FASHION PLC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      371743 | OU      | $-95683.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Education Loan Trust 2010-C                                                                            | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      347607 | PA      | $364139.97    | 0.02%             | 2041-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $330281.25    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION COMPANY PLC                          | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |     1237872 | PA      | $1377589.22   | 0.07%             | 2031-05-14      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                                                        | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $315829.58    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-17847.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |      214000 | PA      | $291540.40    | 0.01%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                         | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $230462.66    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-31053.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $154650.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                       | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      129000 | PA      | $157049.95    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                                                   | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      428648 | PA      | $400161.10    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          82 | NC      | $202506.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                               | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811677 | PA      | $811677.71    | 0.04%             | 2038-11-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                          | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $265558.37    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                      | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282000 | PA      | $279497.28    | 0.01%             | 2041-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-SOAR                                                                             | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      866684 | PA      | $867226.37    | 0.04%             | 2038-06-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      221000 | PA      | $244121.73    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      610000 | PA      | $829947.92    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                             | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122955.88    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                  | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       68000 | PA      | $68257.11     | 0.00%             | 2031-08-27      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                        | Elia Group SA/NV                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        2777 | NS      | $320727.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                            | Keyence Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        3000 | NS      | $1199484.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                             | Bank Mandiri Persero Tbk PT                                                                                        | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |      753800 | NS      | $226429.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDLRWHA5 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDLRWHA5 IRS MXN P F  7.73000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    36182000 | OU      | $-1413.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                  | Agnico Eagle Mines Ltd                                                                                             | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        4845 | NS      | $577237.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | PROVIDENT FINANCIAL SERVICES INC                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       96817 | OU      | $-3787.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                    | Halyk Savings Bank of Kazakhstan JSC                                                                               | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        3455 | NS      | $84907.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -172 | NC      | $-165120.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-D                                                                            | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      879693 | PA      | $879693.27    | 0.04%             | 2053-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | DREAM FINDERS HOMES INC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2409 | NS      | $2372865.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Amentum Holdings Inc                                    | Amentum Holdings Inc                                                                                               | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       30994 | NS      | $731768.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                              | Geberit AG                                                                                                         | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        2135 | NS      | $1681407.94   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                          | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $276436.92    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         837 | NC      | $209250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      500000 | PA      | $498258.34    | 0.02%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R76 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDE00R76 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      457382 | OU      | $-6139.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDFTMM61 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDFTMM61 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |      112907 | OU      | $12285.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                           | Geely Automobile Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |      165000 | NS      | $336798.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                               | Palantir Technologies Inc                                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        3007 | NS      | $409914.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUBBLES HOLDCO SPA                                      | Bubbles Bidco SPA                                                                                                  | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      251000 | PA      | $296587.21    | 0.01%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                                                  | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      331000 | PA      | $313420.09    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                   | Trend Micro Inc/Japan                                                                                              | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |        9056 | NS      | $626365.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                                                               | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      130000 | PA      | $156964.03    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                          | BB Seguridade Participacoes SA                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       89634 | NS      | $591774.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | FUJITSU LTD                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      657445 | OU      | $-47971.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                              | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      199200 | PA      | $201190.47    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                  | Marvell Technology Inc                                                                                             | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21610 | NS      | $1672614.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $25699.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          19 | NC      | $15580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J Front Retailing Co Ltd                                | J Front Retailing Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2900 | NS      | $39405.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                    | Koninklijke Vopak NV                                                                                               | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |        3702 | NS      | $183875.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD15EXM9 IRS USD R F  4.50000 2 CCPOIS / Short: SYD15EXM9 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28181000 | OU      | $124757.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                      | BYDLJD774 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DIR              |  | US        |   -68752000 | NC      | $-16106.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                          | Isetan Mitsukoshi Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |       22100 | NS      | $336503.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CEGID GROUP SAS                                         | Cegid Group SAS 2025 EUR Term Loan B3                                                                              | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1175677.20   | 0.06%             | 2030-01-31      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                          | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99380.08     | 0.00%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                                                                       | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      742791 | PA      | $171770.42    | 0.01%             | 2029-04-27      | Floating      | 12.29%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $6807.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                             | NetEase Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       64700 | NS      | $1743623.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios Clo III DAC                                                                                              | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $600935.06    | 0.03%             | 2037-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                                                 | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      280000 | PA      | $344100.18    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-13023.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BRYWR7JB4 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BRYWR7JB4 IRS JPY P F   .28300 2 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3223089028 | OU      | $42742.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                        | Asahi Kasei Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |       34700 | NS      | $247020.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      188000 | PA      | $194866.78    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       12103 | NS      | $30.26        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Churchill Downs Inc                                     | Churchill Downs Inc                                                                                                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      258000 | PA      | $257502.75    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                              | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      252000 | PA      | $256130.78    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                               | Marks & Spencer Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      121929 | NS      | $593430.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                             | Murata Manufacturing Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      102700 | NS      | $1517976.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                          | Air France-KLM                                                                                                     | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233961.73    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                                 | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      573000 | PA      | $573320.31    | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | BYDL7QJE0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |     1289000 | OU      | $6753.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDLGA3N2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -34376000 | NC      | $-173453.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                         | TJX Cos Inc/The                                                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       69664 | NS      | $8602807.36   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | HARMONIC DRIVE SYSTEMS INC                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |       34591 | OU      | $1536.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                | Engie SA                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       11978 | NS      | $281516.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                                                                              | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |       84409 | NS      | $313126.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         190 | NC      | $10830.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                                                           | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213235.69    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $237682.30    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1194815 | PA      | $1196308.87   | 0.06%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                               | Repsol SA                                                                                                          | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       44638 | NS      | $652893.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11894.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BYDKK7967 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   130845000 | NC      | $690512.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                                                     | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      169400 | PA      | $165413.61    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJUAKA0 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDJUAKA0 IRS PLN P F  4.20500 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2399768 | OU      | $1223.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MOLINA HEALTHCARE INC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      255912 | OU      | $-5942.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALEXANDRIA REAL ESTATE EQUITIES RE                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      278480 | OU      | $2776.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                  | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         280 | NS      | $136015.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SHARP CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       31551 | OU      | $-2543.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          74 | NC      | $666.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                                                             | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      813184 | PA      | $829190.55    | 0.04%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYS8JUK5 IRS GBP R F  4.12244 2 CCPOIS / Short: SRYS8JUK5 IRS GBP P V 12MSONIA 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6812320 | OU      | $152523.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                 | Vestas Wind Systems A/S                                                                                            | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       67978 | NS      | $1021094.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Room Holdings Inc                               | Digital Room Holdings Inc 2021 Term Loan                                                                           | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      350914 | PA      | $345871.52    | 0.02%             | 2028-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                            | DoorDash Inc                                                                                                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        2526 | NS      | $622684.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERENS MIDCO SARL                                       | Herens Midco Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |      608000 | PA      | $523861.44    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                 | DSV A/S                                                                                                            | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       20955 | NS      | $5026145.26   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDLT80X4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      355000 | OU      | $1917.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                         | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6 (B) (1)                                                      | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      191571 | PA      | $224598.32    | 0.01%             | 2031-02-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14898000 | PA      | $14886797.45  | 0.71%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -27 | NC      | $-28620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                      | Grupo Financiero Banorte SAB de CV                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      119719 | NS      | $1098585.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     1781983 | NS      | $10264956.09  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -433 | NC      | $-15588.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      301000 | PA      | $307136.79    | 0.01%             | 2029-11-21      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         251 | NS      | $491073.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CHINA OVERSEAS LAND INVESTMENT LTD                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      297389 | OU      | $-6243.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BYDD45F68 CDS USD R F  5.00000 2 CORPORATE / Short: BYDD45F68 CDS USD P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       85000 | OU      | $14959.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      983000 | PA      | $1123340.60   | 0.05%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                                                             | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     1015000 | PA      | $1018144.47   | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                          | Atlas Copco AB                                                                                                     | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       40182 | NS      | $649582.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      262000 | PA      | $310089.03    | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -259 | NC      | $-15022.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDK1NRN6 TRS USD R E BYDK1NRP1 EQUITYTRS / Short: BYDK1NRN6 TRS USD P V 12MSOFR BYDK1NRQ9 EQUITYTRS         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     4428182 | OU      | $47167.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          59 | NC      | $150037.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          91 | NC      | $13286.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-59771.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | AMC NETWORKS CLASS A INC                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      136526 | OU      | $-9708.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                               | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $359572.72    | 0.02%             | 2041-08-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $18538.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | VOYA CLO 2017-2                                                                                                    | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $702371.60    | 0.03%             | 2030-06-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FORMOSA PLASTICS CORP                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      280666 | OU      | $-5654.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9889 | NS      | $15037608.96  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $1525.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        7807 | NS      | $10454587.91  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                                                                | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      508000 | PA      | $617996.49    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      375000 | PA      | $389090.63    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5931000 | PA      | $114040.38    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                              | Cadence Design Systems Inc                                                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       10450 | NS      | $3220167.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INFORMATICA INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          34 | NC      | $170.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | TALABAT HOLDING PLC                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AE        |      340554 | OU      | $-16884.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                    | Amkor Technology Inc                                                                                               | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190476.33    | 0.01%             | 2027-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      174000 | PA      | $179260.37    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                         | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        6625 | NS      | $921995.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                               | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       11225 | PA      | $11034.80     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                      | Koninklijke KPN NV                                                                                                 | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      199999 | NS      | $975633.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA RAILWAY GROUP LTD H                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      268822 | OU      | $-6594.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                                                         | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      281000 | PA      | $352794.79    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour Clo 2023-1 DAC                                                                              | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |      330000 | PA      | $377024.30    | 0.02%             | 2038-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk PT                                 | Mitra Adiperkasa Tbk PT                                                                                            | CUSIP: 000000000<br>LEI: 254900Z2B7Y7F69ZZZ04 | Long             | EC               | CORP              | ID        |      862700 | NS      | $62656.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                  | EUR/USD Up-and-out barrier option; Barrier price EUR 1.17750                                                       | CUSIP: 000000000<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | N/A              | DFE              |  | US        |     2415000 | OU      | $2.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDH4N0T6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | KY        |    -5901374 | NC      | $-11763.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KENVUE INC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      194959 | OU      | $4014.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                                                                | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $636195.23    | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      213000 | PA      | $203739.76    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -57 | NC      | $-4275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $391546.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                  | Intuitive Surgical Inc                                                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       15940 | NS      | $8661955.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $-1988.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDGMZ8Z9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDGMZ8Z9 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      655000 | OU      | $897.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                         | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       33000 | PA      | $33350.78     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          12 | NC      | $35100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SGH LTD                                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      432897 | OU      | $-2713.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LI AUTO CLASS A INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      774076 | OU      | $5307.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFINITY INTERACTIVE                                    | Affinity Interactive                                                                                               | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $56465.00     | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDGM89W5 IRS CZK R F  3.66000 2 CCPVANILLA / Short: SYDGM89W5 IRS CZK P V 06MPRIBO 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5649630 | OU      | $378.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                              | FANUC Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |        8945 | NS      | $242832.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $380441.25    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDCFU2M2 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDCFU2M2 IRS PLN P F  5.23750 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5448860 | OU      | $-9361.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      266000 | PA      | $255286.21    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1943.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CONFLUENT INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          99 | NC      | $9900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                                                             | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       63000 | PA      | $63000.00     | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDEN4RP3 IRS HUF R F  6.50000 2 CCPVANILLA / Short: SYDEN4RP3 IRS HUF P V 06MBUBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   135981220 | OU      | $2252.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                          | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      106000 | PA      | $99372.87     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP2                                                                                              | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220754 | PA      | $220891.86    | 0.01%             | 2036-11-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BACHEM HOLDING AG                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      174343 | OU      | $-14397.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |           1 | NC      | $109949.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                   | DirecTV Financing LLC Term Loan                                                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       70756 | PA      | $70950.00     | 0.00%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      357000 | PA      | $446811.41    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                                                                                   | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       52218 | NS      | $913141.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BUILDERS FIRSTSOURCE INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      394678 | OU      | $8083.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                         | SPDR Blackstone Senior Loan ETF                                                                                    | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |       24781 | NS      | $1030641.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         130 | NC      | $260.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $39650.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       18056 | NS      | $10146388.64  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -370 | NC      | $-26150.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $496506.20    | 0.02%             | 2029-10-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                              | PRM5 Trust 2025-PRM5                                                                                               | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $693016.24    | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro CLO I DAC                                                                                              | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $460392.60    | 0.02%             | 2039-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       72769 | NS      | $2105934.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINUUM ENERGY AURA                                   | Continuum Energy Aura Pte Ltd                                                                                      | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $206502.19    | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                   | Southwest Airlines Co                                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       14335 | NS      | $465027.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kongsberg Gruppen ASA                                   | Kongsberg Gruppen ASA                                                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       22991 | NS      | $891524.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDK5PHX6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    26455278 | NC      | $168947.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KERING SA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      901717 | OU      | $-67028.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2017-13 Ltd                                                                                                | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300423.00    | 0.01%             | 2037-11-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -320 | NC      | $-320.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       77290 | NS      | $21304988.50  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       69000 | PA      | $69076.43     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -837 | NC      | $-38502.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANIJAY ENTERTAINMENT SAS                               | Banijay Entertainment SAS 2025 EUR Term Loan B (2032)                                                              | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |     1165254 | PA      | $1369331.16   | 0.07%             | 2032-02-10      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                  | BYDKXPDS0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | N/A              | DIR              |  | US        |   -11123000 | NC      | $-16561.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                               | Amgen Inc                                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        2767 | NS      | $772574.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                              | Japan Post Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       59000 | NS      | $546470.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                                    | Nielsen Consumer Inc 2025 EUR Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      997500 | PA      | $1168766.50   | 0.06%             | 2028-03-06      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      195000 | PA      | $161947.50    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      265285 | NS      | $12553286.20  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust             | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                               | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224482 | PA      | $179974.56    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -173 | NC      | $-26642.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | RAKUTEN GROUP INC                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |         352 | OU      | $9.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi AS                                   | Turkiye Is Bankasi AS                                                                                              | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |      461825 | NS      | $154993.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      204000 | PA      | $4080.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2820000 | PA      | $66181.36     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3644.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                  | SES SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $148670.92    | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -170 | NC      | $-2380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MATSUKIYOKARA                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      611646 | OU      | $-20987.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-44870.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NOK / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $-327387.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | ZA        |           1 | NC      | $550.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-2 Ltd                                                                                                | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300288.60    | 0.01%             | 2031-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      389000 | PA      | $477124.49    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                    | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      183000 | PA      | $217179.55    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697744 | PA      | $697336.59    | 0.03%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102626.89    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                                                                                 | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       12653 | NS      | $167.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                            | Nippon Paint Holdings Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |       65156 | NS      | $524001.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                | TDK Corp                                                                                                           | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       16000 | NS      | $186760.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ADYEN NV                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | NL        |     2052834 | OU      | $-117986.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBTN5 IRS USD R F  4.93400 2 CCPOIS / Short: SYD0JBTN5 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   128216200 | OU      | $972889.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                                                                  | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2338 | NS      | $20247.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikon Corp                                              | Nikon Corp                                                                                                         | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       21500 | NS      | $220430.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       96606 | NS      | $7171063.38   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                                                             | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       45000 | PA      | $45154.15     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                               | Opendoor Technologies Inc                                                                                          | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       55264 | NS      | $29455.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                                           | Stellantis NV                                                                                                      | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |       40123 | NS      | $401877.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDLRBA42 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     2365000 | NC      | $1247.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       24016 | NS      | $7628922.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                           | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      198000 | PA      | $196727.06    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SEATRIUM                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      328028 | OU      | $-1570.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                | Alcon AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        8218 | NS      | $728796.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYCAULF3 CDS USD R F  5.00000 2 CORPORATE / Short: BRYCAULF3 CDS USD P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      239000 | OU      | $5273.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                    | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $317749.69    | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDDX7399 CDS EUR R F  5.00000 2 CDXTRANCHE / Short: BYDDX7399 CDS EUR P V 03MEVENT 1 CDXTRANCHE             | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      743000 | OU      | $112627.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                       | Japan Tobacco Inc                                                                                                  | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       27300 | NS      | $804242.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDLKLKG9 TRS USD R V 12MSOFR BYDLKLKJ3 EQUITYTRS / Short: BYDLKLKG9 TRS USD P E BYDLKLKH7 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     6217327 | OU      | $-104977.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                          | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      386000 | PA      | $401357.78    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          86 | NC      | $1290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |           1 | NC      | $36432.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Data AG                                        | Northern Data AG                                                                                                   | CUSIP: 000000000<br>LEI: 391200LB6JA3HAQWTS32 | Long             | EC               | CORP              | DE        |        5262 | NS      | $149258.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                     | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      132700 | PA      | $108814.00    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                     | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      153000 | PA      | $149832.00    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       69431 | NS      | $1521767.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDAUCLN6 IRS GBP R F  4.09500 2 CCPOIS / Short: SYDAUCLN6 IRS GBP P V 12MSONIA 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5400000 | OU      | $-437728.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                               | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104440.00    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDJFDEC4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -2945000 | NC      | $-1620.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                                                             | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      431000 | PA      | $508265.35    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                     | LCM 36 Ltd                                                                                                         | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      610000 | PA      | $606644.39    | 0.03%             | 2034-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                   | Aldar Properties PJSC                                                                                              | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |       40946 | NS      | $99498.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES D                          | SAMBANOVA SYSTEMS INC SERIES D                                                                                     | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |        5355 | NS      | $283118.85    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       28134 | NS      | $10315049.76  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYRHGQP7 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYRHGQP7 IRS USD P F  3.27000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    27046000 | OU      | $-34419.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S96ZAV0E1 CDS USD R F  1.00000 2 CCPCDX / Short: S96ZAV0E1 CDS USD P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1021206 | OU      | $22617.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan B1                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       80087 | PA      | $109931.39    | 0.01%             | 2026-04-09      | Floating      | 6.61%                 | Yes           |                  3 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       16000 | PA      | $17130.22     | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDF9KH63 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDF9KH63 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |      327000 | OU      | $-61603.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | PROGRESSIVE CORP/THE                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          24 | NC      | $840.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasOrange Finco Plc                                     | MasOrange Finco Plc 2025 EUR Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |     1326229 | PA      | $1549047.07   | 0.07%             | 2031-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COSAN INDUSTRIA E COMERCIO SA                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |      127125 | OU      | $15199.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | STRYKER CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          14 | NC      | $6300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                                                         | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      415000 | PA      | $480627.07    | 0.02%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                                                          | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      388191 | PA      | $389220.09    | 0.02%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      719000 | PA      | $718697.30    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                               | Goldman Sachs Group, Inc.                                                                                          | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      437000 | PA      | $478799.30    | 0.02%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDLE8XY2 IRS MXN R F  7.82250 2 CCPOIS / Short: SYDLE8XY2 IRS MXN P V 01MTIEF 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6909000 | OU      | $2187.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WILLIAMS COS INC/THE                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          33 | NC      | $10395.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED SGD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $47497.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          22 | NC      | $9702.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |           1 | NC      | $2104.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $9353.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA             | Hellenic Telecommunications Organization SA                                                                        | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        4255 | NS      | $80896.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Paint Co Ltd                                     | Kansai Paint Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |       16971 | NS      | $232684.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                   | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |      102000 | PA      | $101870.46    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $36143.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley Clo Xi DAC                                                                                                  | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $421665.99    | 0.02%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                                                             | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $260302.93    | 0.01%             | 2039-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1388665 | PA      | $1387779.44   | 0.07%             | 2033-02-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BYDCLFKD8 TRS USD R E BYDCLFKE6 EQUITYTRS / Short: BYDCLFKD8 TRS USD P V 12MSOFR BYDCLFKF3 EQUITYTRS         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      132446 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                 | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      560000 | PA      | $631273.44    | 0.03%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $81847.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BYDH45R33 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    -1707186 | NC      | $-64356.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp Ltd                            | Hindustan Petroleum Corp Ltd                                                                                       | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | EC               | CORP              | IN        |        8172 | NS      | $41761.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    24620000 | PA      | $443641.55    | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                      | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $611661.46    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26567.25     | 0.00%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    17800000 | PA      | $17771246.79  | 0.85%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $581.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDHLYZK4 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDHLYZK4 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      470111 | OU      | $-14672.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                                                                  | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      878000 | PA      | $1171581.25   | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BYDJD5R47 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  -130845000 | NC      | $-120358.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                             | Bouygues SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       13076 | NS      | $591358.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $185641.70    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lavoro Ltd                                              | Lavoro Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        6063 | NS      | $218.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |      161000 | PA      | $160357.87    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -2970 | NC      | $-17820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                  | Yum China Holdings Inc                                                                                             | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       21768 | NS      | $973247.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      420000 | PA      | $399735.00    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJF4RA4 IRS USD R F  4.23900 2 CCPOIS / Short: SYDJF4RA4 IRS USD P V 12MFEDL 1 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   274760000 | OU      | $-22714.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                          | Abu Dhabi Commercial Bank PJSC                                                                                     | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |       20898 | NS      | $76706.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2880000 | PA      | $3436685.15   | 0.16%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                                                             | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      977000 | PA      | $991274.46    | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDK5PHY4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -26455278 | NC      | $-64390.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust                                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137681 | PA      | $127947.12    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      753000 | PA      | $906445.13    | 0.04%             | 2027-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                | Japan Exchange Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       58700 | NS      | $594632.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD                                | DATABRICKS SER G CVT PFD                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       16533 | NS      | $1788539.94   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                                                                              | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $359152.44    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      465000 | PA      | $550380.62    | 0.03%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      152000 | PA      | $204049.30    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10608000 | PA      | $1852423.78   | 0.09%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBTR6 IRS USD R F  4.50300 2 CCPOIS / Short: SYD0JBTR6 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   201791100 | OU      | $7993054.44   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $292286.70    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                         | Lojas Renner SA                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      205713 | NS      | $743249.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BRYD1VT87 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD1VT87 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       55000 | OU      | $200.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      241000 | PA      | $284322.16    | 0.01%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      877000 | PA      | $1027106.08   | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $49.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      182000 | PA      | $183033.58    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -160 | NC      | $-13600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2000000 | PA      | $1938266.38   | 0.09%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                              | JD.com Inc                                                                                                         | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       65450 | NS      | $1068948.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc Term Loan B                                                                                      | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      581606 | PA      | $579425.02    | 0.03%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2024-1                                                                                    | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      587131 | PA      | $589737.24    | 0.03%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -29 | NC      | $-3480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                                                                   | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      690108 | PA      | $592503.40    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TVC DSCR 21 1 CERT                                      | TVC DSCR 21 1 CERT                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472941 | PA      | $405917.11    | 0.02%             | 2051-02-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29072067 | PA      | $1510918.99   | 0.07%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYPSC2D1 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYPSC2D1 IRS USD P F  4.24500 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1669600 | OU      | $-63502.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BASF N                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     1517421 | OU      | $-54550.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HOME DEPOT INC/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          13 | NC      | $546.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $135930.75    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      595000 | PA      | $476660.45    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $522598.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHOEN KLINIK SE                                        | Schoen Klinik SE 2025 EUR Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 5299005C8FSZLNO2KW98 | Long             | LON              | CORP              | DE        |      666667 | PA      | $779411.07    | 0.04%             | 2031-01-12      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $215671.66    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ZEALAND PHARMA                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      266993 | OU      | $4569.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                    | Fomento Economico Mexicano SAB de CV                                                                               | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |        3938 | NS      | $40512.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Bhd                                 | CIMB Group Holdings Bhd                                                                                            | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |       29900 | NS      | $48224.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | UNITED INTERNATIONAL HOLDING CO                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |       11467 | OU      | $-668.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $129053.54    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       24783 | NS      | $1654017.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -9 | NC      | $-25628.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS AUS PTY LTD                                     | Quintis Australia Pty Ltd                                                                                          | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6149065 | PA      | $0.61         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Ciputra Development Tbk PT                              | Ciputra Development Tbk PT                                                                                         | CUSIP: 000000000<br>LEI: 2549000JMJUYB9U5Y204 | Long             | EC               | CORP              | ID        |     2173200 | NS      | $128123.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp                                      | Eldorado Gold Corp                                                                                                 | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        9297 | NS      | $189100.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-2 DAC                                                                     | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |      290000 | PA      | $338108.67    | 0.02%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                         | Fiber Midco Spa                                                                                                    | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $232991.25    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |          -9 | NC      | $-2709.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CHEVRON CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          17 | NC      | $8415.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL6 Ltd                                                                                                   | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       43187 | PA      | $43131.69     | 0.00%             | 2036-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDJU4QN0 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BYDJU4QN0 IRS PLN P F  3.97000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3202709 | OU      | $3272.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MXN / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $794.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYCY76C2 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYCY76C2 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       90000 | OU      | $14449.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                        | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104554.80    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NIKE INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -686 | NC      | $-1372.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      579000 | PA      | $11643.78     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199247.30    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                                                                             | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |      231505 | PA      | $231504.75    | 0.01%             | 2029-12-09      | Floating      | 16.80%                | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                              | CD&R Firefly Bidco Limited 2025 GBP Term Loan                                                                      | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      478700 | PA      | $652980.61    | 0.03%             | 2029-04-29      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDKXF4W3 IRS EUR R F  2.20000 2 CCPVANILLA / Short: SYDKXF4W3 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3472601 | OU      | $-12141.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                                                                   | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      190000 | PA      | $124121.93    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                                | CommScope Holding Co Inc                                                                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       34359 | NS      | $284492.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       75000 | PA      | $88738.84     | 0.00%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                            | Apollo Global Management Inc                                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       44099 | NS      | $6256325.13   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                         | Match Group Inc                                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       81404 | NS      | $2514569.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                     | Arista Networks Inc                                                                                                | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       12515 | NS      | $1280409.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J Sainsbury PLC                                         | J Sainsbury PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      220576 | NS      | $877861.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                             | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195691.77    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NEW ORIENTAL EDUCATION   TECHNOLOG                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      202755 | OU      | $-25447.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      193604 | NS      | $1677542.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -44 | NC      | $-28160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         239 | NC      | $17686.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6776000 | PA      | $333086.99    | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BYDHX59B3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  -105575145 | NC      | $-240411.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                   | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      479000 | PA      | $587335.51    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134598.35    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOADSMART, INC., SERIES D                               | LOADSMART, INC., SERIES D                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        8526 | NS      | $77927.64     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | LAMB WESTON HOLDINGS INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      615220 | OU      | $25477.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREAS WORLDWIDE SA                                      | Areas Worldwide SA 2025 EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     1219531 | PA      | $1433861.28   | 0.07%             | 2029-12-31      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | AXON ENTERPRISE INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      449580 | OU      | $-25657.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      213914 | PA      | $214031.88    | 0.01%             | 2029-02-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4172200000 | PA      | $881997.97    | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                     | Core Scientific Inc                                                                                                | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      104000 | PA      | $112970.00    | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                  | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       33000 | PA      | $30748.44     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJVW237 IRS CZK R F  3.40600 2 CCPVANILLA / Short: SYDJVW237 IRS CZK P V 06MPRIBO 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9446078 | OU      | $-4914.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                                                           | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123611.23    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO                                             | HARVEST CLO                                                                                                        | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |      251000 | PA      | $298012.31    | 0.01%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo V Ltd                                                                                                 | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300000.00    | 0.01%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ISHARES IBOXX   HIGH YIELD CORPORA                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1747627 | OU      | $-15301.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                          | PKHL Commercial Mortgage Trust 2021-MF                                                                             | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108752 | PA      | $56496.33     | 0.00%             | 2038-07-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R68 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDE00R68 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      228691 | OU      | $2770.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      490000 | PA      | $624173.87    | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SMURFIT WESTROCK PLC                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2032427 | OU      | $-34975.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VNO Mortgage Trust                                      | VNDO Trust 2016-350P                                                                                               | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      267100 | PA      | $260059.86    | 0.01%             | 2035-01-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| NIDEC CORP                                              | NIDEC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       36600 | NS      | $711250.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NEXI                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      316818 | OU      | $-24464.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cypher Bidco                                            | Cypher Bidco EUR Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     1485170 | PA      | $1694873.91   | 0.08%             | 2027-12-30      | Floating      | 6.41%                 | Yes           |                  3 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $14262.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                        | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      251000 | PA      | $294548.00    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BRYULJEU1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYULJEU1 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      900000 | OU      | $-12542.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                              | CP ALL PCL                                                                                                         | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |      123500 | NS      | $167275.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $277232.83    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $129594.01    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                 | Tereos Finance Groupe I SA                                                                                         | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      110000 | PA      | $128732.34    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                     | Asahi Intecc Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |       22400 | NS      | $354368.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALBEMARLE CORP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      546688 | OU      | $-45856.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                       | Belimo Holding AG                                                                                                  | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |         628 | NS      | $640121.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $407309.27    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3972000 | PA      | $1100879.04   | 0.05%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      201000 | PA      | $232902.85    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                             | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $199819.20    | 0.01%             | 2030-04-02      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                                                              | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $593575.81    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R35 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDE00R35 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      228691 | OU      | $2496.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTEX GROUP NV                                          | Ontex Group NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $120294.04    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                            | Leonardo SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |        6806 | NS      | $384041.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                               | Logitech International SA                                                                                          | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       12654 | NS      | $1147521.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-161487.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          19 | NC      | $2432.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYCS1K44 IRS EUR R F  2.34000 2 CCPOIS / Short: SRYCS1K44 IRS EUR P V 12MESTR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8364000 | OU      | $-86374.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-3 DAC                                                                     | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $278513.33    | 0.01%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                            | ELP Commercial Mortgage Trust 2021-ELP                                                                             | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      648886 | PA      | $648074.67    | 0.03%             | 2038-11-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                                                                                        | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |        9124 | NS      | $202402.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5912000 | PA      | $8259544.53   | 0.40%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                      | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       55000 | PA      | $56723.43     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                            | Bankinter SA                                                                                                       | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       66327 | NS      | $865864.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                                                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      511000 | PA      | $514051.18    | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                             | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      473107 | PA      | $475777.67    | 0.02%             | 2032-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -197 | NC      | $-9456.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       85000 | PA      | $80146.50     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                                                                | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118917.73    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      121408 | NS      | $5263036.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      931410 | PA      | $38631.42     | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    13000000 | PA      | $637085.95    | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                                                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      139000 | PA      | $166191.17    | 0.01%             | 2029-07-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 14 Ltd                                                                                               | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2507212.50   | 0.12%             | 2037-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES C                          | SAMBANOVA SYSTEMS INC SERIES C                                                                                     | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |       16831 | NS      | $748474.57    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          45 | NC      | $48375.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | APPLOVIN CORP CLASS A                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      747607 | OU      | $-32721.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                              | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      163000 | PA      | $145492.52    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDC7ANP5 IRS BRL R F 14.03000 2 NDFPREDISWAP / Short: BYDC7ANP5 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1750821 | OU      | $12721.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $214220.57    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                                                           | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $130292.87    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                         | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      133000 | PA      | $145410.07    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDM3DET3 IRS MXN R F  7.72000 2 CCPOIS / Short: SYDM3DET3 IRS MXN P V 01MTIEF 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4391000 | OU      | $357.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                 | CSL Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        2983 | NS      | $471196.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $2719.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                          | Canadian Natural Resources Ltd                                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       33533 | NS      | $1053947.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                   | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207121.40    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | BYDL7QKS7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      761000 | OU      | $20.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANATICS HOLDINGS INC.                                  | FANATICS HOLDINGS INC.                                                                                             | CUSIP: 000000000<br>LEI: 254900SDMEGPMGGZLF87 | Long             | EC               | CORP              | US        |       37931 | NS      | $2309997.90   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2940000 | PA      | $424283.22    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                 | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      474081 | PA      | $474403.65    | 0.02%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                          | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      231000 | PA      | $275688.29    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDENMMW3 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDENMMW3 IRS MXN P F  8.65000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6902039 | OU      | $-14420.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      262000 | PA      | $260703.86    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                  | FUJIFILM Holdings Corp                                                                                             | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       38583 | NS      | $835536.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                            | FactSet Research Systems Inc                                                                                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         831 | NS      | $371689.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc                                                                                | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       53400 | NS      | $1344662.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     1016704 | PA      | $1014803.04   | 0.05%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2177000 | PA      | $585328.89    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                       | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $552930.03    | 0.03%             | 2027-11-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                       | Erie Indemnity Co                                                                                                  | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        2358 | NS      | $817730.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                          | DraftKings Inc                                                                                                     | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       38740 | NS      | $1661558.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Park CLO LTD                                      | Myers Park CLO Ltd                                                                                                 | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250453.75    | 0.01%             | 2030-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                                                              | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       51000 | PA      | $50663.91     | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-5165.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                                                    | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      332000 | PA      | $393035.01    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TELEPERFORMANCE                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      310619 | OU      | $-32554.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ALFA A                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      146394 | OU      | $9886.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                              | Dexcom Inc                                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       12855 | NS      | $1122112.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                              | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      515000 | PA      | $530831.10    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      785000 | PA      | $778880.77    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                               | Prosus NV                                                                                                          | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       48521 | NS      | $2722342.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7500000 | PA      | $7498256.25   | 0.36%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                   | Thames Water Utilities Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $382580.70    | 0.02%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                             | Komatsu Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       20800 | NS      | $686265.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      160949 | NS      | $10796999.52  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM HOLDING SA                           | Matterhorn Telecom Holding SA EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1173168.17   | 0.06%             | 2032-01-30      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Sojitz Corp                                             | Sojitz Corp                                                                                                        | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |        1100 | NS      | $27030.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                                                           | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        7000 | PA      | $6780.07      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                     | General Electric Co                                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        8443 | NS      | $2173143.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | NOVOZYMES B                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |     1024441 | OU      | $10669.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2023 1                                  | SOFI PERS LN TR 2023 1                                                                                             | CUSIP: 78474N102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19306 | PA      | $888345.42    | 0.04%             | 2030-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                      | Frontier North Inc                                                                                                 | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      354000 | PA      | $362014.56    | 0.02%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                         | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      231000 | PA      | $231318.55    | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                            | Carlsberg AS                                                                                                       | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        1428 | NS      | $202323.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                       | Suzuki Motor Corp                                                                                                  | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       74200 | NS      | $894572.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 32 Ltd                                                                                                     | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250501.75    | 0.01%             | 2037-07-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6000000 | PA      | $5931348.96   | 0.28%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | FLYNAS COMPANY LLC                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |      527577 | OU      | $14388.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    14400000 | PA      | $256766.70    | 0.01%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                               | Zurich Insurance Group AG                                                                                          | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        1345 | NS      | $941127.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                      | Analog Devices Inc                                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         824 | NS      | $196128.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                          | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      160000 | PA      | $166902.60    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDEUBZ54 IRS USD R F  3.22500 2 CCPOIS / Short: SYDEUBZ54 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15688892 | OU      | $-125806.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NMC Health PLC                                          | NMC Health PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |      123425 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SARTORIUS STEDIM BIOTECH SA                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | FR        |      446864 | OU      | $-35212.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $194576.25    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SASOL LTD                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ZA        |      181334 | OU      | $23393.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCM 2021 VFN1                                           | MCM 2021 VFN1                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      633712 | PA      | $436440.79    | 0.02%             | 2028-08-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | ENPHASE ENERGY INC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      303748 | OU      | $-44736.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDM2QWN8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -67435000 | NC      | $-137561.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                                                                  | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       44727 | NS      | $17085.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $249431.05    | 0.01%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -172 | NC      | $-7052.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $13485.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                       | Eversource Energy                                                                                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       10140 | NS      | $645106.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| King Slide Works Co Ltd                                 | King Slide Works Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $278450.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                        | Duke Energy Corp                                                                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       12600 | NS      | $1486800.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHAEFFLER AG                                           | SCHAEFFLER AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120310.58    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc 2025 Term Loan B                                                                                  | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |      663338 | PA      | $661400.55    | 0.03%             | 2032-03-19      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                   | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      655600 | PA      | $584048.47    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA INTERNATIONAL CAPITAL CORP L                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      781444 | OU      | $-74474.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                                                     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      101333 | PA      | $102930.58    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                              | Allianz SE                                                                                                         | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        4848 | NS      | $1967480.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         291 | NC      | $-260796.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                                     | Flowco Holdings Inc                                                                                                | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20291 | NS      | $361382.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                           | Snowflake Inc                                                                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        9599 | NS      | $2147968.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       34783 | NS      | $25672984.47  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Europa University Education Group, S.L                  | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |      741599 | PA      | $873226.34    | 0.04%             | 2031-10-30      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Hoya Corp                                               | Hoya Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |        4700 | NS      | $558181.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         617 | NS      | $724438.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | IMPALA PLATINUM LTD                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ZA        |      565708 | OU      | $-32882.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                         | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                                                              | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      144499 | PA      | $169410.99    | 0.01%             | 2031-02-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                          | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190611.04    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         202 | NC      | $73730.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                 | Lululemon Athletica Inc                                                                                            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        1123 | NS      | $266802.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-338.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYKCBT42 IRS ZAR R F  9.89500 2 CCPVANILLA / Short: SRYKCBT42 IRS ZAR P V 03MJIBAR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32110438 | OU      | $206645.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -50 | NC      | $-31500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore Issuer, Ltd.                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                 | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $637998.46    | 0.03%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PENTAIR                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      673084 | OU      | $-20590.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6361000000 | PA      | $435020.31    | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-24647.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                         | First Solar Inc                                                                                                    | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        5260 | NS      | $870740.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -137 | NC      | $-39730.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-8951.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $423117.52    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          66 | NC      | $-13280.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                                                            | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      140000 | PA      | $163262.06    | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | TREASURY WINE ESTATES LTD                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      422919 | OU      | $14821.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc                                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       61116 | NS      | $2644489.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-21530.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp                                   | Yaskawa Electric Corp                                                                                              | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |        4800 | NS      | $108543.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | S+P/TSX 60 IX FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           4 | NC      | $12268.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                           | BHP Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       60215 | NS      | $1448628.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Partners Ltd                                                                                            | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701750.00    | 0.03%             | 2038-07-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      262119 | PA      | $16529.02     | 0.00%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $279.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -120 | NC      | $-29400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DigiPlus Interactive Corp                               | DigiPlus Interactive Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |       66110 | NS      | $61043.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       62093 | NS      | $13575392.59  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDLPBDH2 IRS BRL R F 13.34000 2 NDFPREDISWAP / Short: BYDLPBDH2 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     3577000 | OU      | $7694.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO III LTD                                                                                               | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $752240.25    | 0.04%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                              | CarMax Inc                                                                                                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       25336 | NS      | $1702832.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                            | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        9590 | NS      | $494520.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD HKD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $30588.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-814.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                | RTX Corp                                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        2794 | NS      | $407979.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $209928.49    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                                                      | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      968610 | PA      | $971936.13    | 0.05%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $581.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                               | Edwards Lifesciences Corp                                                                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       11938 | NS      | $933670.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      147000 | PA      | $218990.33    | 0.01%             | 2086-08-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ZAR / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-142849.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SOCIETE GENERALE SA                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      894543 | OU      | $-49255.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED DKK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |           1 | NC      | $31617.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                 | Regatta 31 Funding Ltd                                                                                             | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000345.00   | 0.05%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems Inc                                    | Verifone Systems Inc 2018 1st Lien Term Loan                                                                       | CUSIP: 92346NAB5<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2476.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                                                          | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $212700.00    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                            | Helios Software Holdings Inc 2025 EUR Term Loan B                                                                  | CUSIP: 42328DAM0<br>LEI: 213800L79ZXIG33VIU08 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1165876.65   | 0.06%             | 2028-03-13      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       90000 | PA      | $79532.14     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $26786.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                          | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         796 | NS      | $438771.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etoro Group Ltd                                         | Etoro Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | VG        |        7156 | NS      | $476518.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRIFARMA SPA                                           | Agrifarma SpA                                                                                                      | CUSIP: 000000000<br>LEI: 815600F89DA538E88804 | Long             | DBT              | CORP              | IT        |     1022000 | PA      | $1203857.81   | 0.06%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NEXTERA ENERGY INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          76 | NC      | $23028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                              | Eiffage SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        6391 | NS      | $898020.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3309000 | PA      | $3939315.06   | 0.19%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       60484 | NS      | $12673212.52  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp                                    | Nissan Chemical Corp                                                                                               | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |       13300 | NS      | $405617.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC DSCR 21 1 A                                         | TVC DSCR 21 1 A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      964003 | PA      | $884475.95    | 0.04%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4833000 | PA      | $97728.23     | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                  | Aernnova Aerospace SAU 2024 EUR Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |     1302917 | PA      | $1530382.48   | 0.07%             | 2030-02-27      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30965100 | PA      | $1628363.76   | 0.08%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Moneta Money Bank AS                                    | Moneta Money Bank AS                                                                                               | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |       11362 | NS      | $78365.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                            | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       13845 | NS      | $980214.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD9LUQ95 IRS USD R F  3.66000 2 CCPOIS / Short: SYD9LUQ95 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13979605 | OU      | $143304.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                                                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      406000 | PA      | $577746.30    | 0.03%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                  | BYDL7R6H5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | N/A              | DIR              |  | US        |   -15861000 | NC      | $-11458.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                | Crowdstrike Holdings Inc                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        3625 | NS      | $1846248.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD UYU                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5825.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1041712.04   | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYKCFDU2 IRS ZAR R F  9.91750 2 CCPVANILLA / Short: SRYKCFDU2 IRS ZAR P V 03MJIBAR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16055219 | OU      | $104579.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                                                      | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      217000 | PA      | $257635.15    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                          | GE Vernova Inc                                                                                                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        2723 | NS      | $1440875.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                               | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      247000 | PA      | $238058.29    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BRYRGS6G4 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRYRGS6G4 IRS USD P F  3.65000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5872019 | OU      | $286120.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc                                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       16909 | NS      | $497124.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SUMITOMO METAL MINING LTD                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      583603 | OU      | $-54208.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four CLO                                        | Capital Four CLO VIII DAC                                                                                          | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $454526.97    | 0.02%             | 2037-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      136000 | PA      | $116282.82    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -39 | NC      | $-86814.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          41 | NC      | $208608.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                              | Ferrari NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        4454 | NS      | $2182063.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      814304 | PA      | $812425.45    | 0.04%             | 2033-02-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDJJ0G02 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -15141000 | NC      | $-22569.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FOOD   LIFE COMPANIES LTD                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      748565 | OU      | $-40594.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYKDJF07 IRS ZAR R F  9.89600 2 CCPVANILLA / Short: SRYKDJF07 IRS ZAR P V 03MJIBAR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16055220 | OU      | $103378.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYWJUGG4 IRS JPY R F  1.45000 2 CCPOIS / Short: SRYWJUGG4 IRS JPY P V 12MTONAR 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   327470000 | OU      | $-365824.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED GBP / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-62137.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO XI DAC                                                                                                 | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $279354.39    | 0.01%             | 2038-11-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19154000000 | PA      | $1201622.98   | 0.06%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          99 | NC      | $1020.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                                                           | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      222000 | PA      | $245167.03    | 0.01%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       62000 | PA      | $56049.87     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                                                                             | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |      121000 | PA      | $169477.57    | 0.01%             | 2031-10-27      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                             | B3 SA - Brasil Bolsa Balcao                                                                                        | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      390983 | NS      | $1046344.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                  | First Brands Group LLC 2023 EUR Incremental Term Loan                                                              | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      734382 | PA      | $834069.93    | 0.04%             | 2027-03-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| International Games System Co Ltd                       | International Games System Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       20000 | NS      | $587114.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                  | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      289000 | PA      | $288323.91    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                          | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      266000 | PA      | $273042.88    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      800000 | PA      | $801120.73    | 0.04%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYUUA0J0 IRS BRL R F  9.78500 2 NDFPREDISWAP / Short: BRYUUA0J0 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     3596590 | OU      | $-62737.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BRYDAE2N1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYDAE2N1 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       40000 | OU      | $145.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                        | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      100000 | PA      | $98300.66     | 0.00%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      455000 | PA      | $506896.67    | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       93000 | PA      | $95176.94     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | PARAMOUNT GLOBAL CLASS B                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       28308 | OU      | $2123.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | BYDLMZFP2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | LU        |      578000 | OU      | $11317.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      107000 | PA      | $122481.59    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Amrize Ltd                                              | Amrize Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        7741 | NS      | $386147.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rialto Real Estate Fund LP                              | RIAL 2022-FL8 Issuer Ltd                                                                                           | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      444034 | PA      | $444311.47    | 0.02%             | 2037-01-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                       | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      494859 | PA      | $497045.88    | 0.02%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SERVISFIRST BANCSHARES INC                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      104146 | OU      | $-3127.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDLX5TB2 IRS USD R F  4.28350 2 CCPOIS / Short: SYDLX5TB2 IRS USD P V 12MFEDL 1 CCPOIS                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   144915000 | OU      | $2660.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                       | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1157996.16   | 0.06%             | 2031-09-30      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |        3400 | NS      | $247200.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      171000 | PA      | $175467.54    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                        | Raiffeisen Bank International AG                                                                                   | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |        1872 | NS      | $57261.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SATS LTD                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |      232595 | OU      | $3548.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                 | Starz Capital Holdings LLC                                                                                         | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      126000 | PA      | $104983.20    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                                                       | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      203000 | PA      | $243811.91    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | COSAN INDUSTRIA E COMERCIO SA                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       50613 | OU      | $48.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                  | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      270000 | PA      | $268761.94    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KADOKAWA CORP                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      425616 | OU      | $-24706.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CHINA RESOURCES POWER LTD                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |        5006 | OU      | $503.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          63 | NC      | $36918.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | HARMONIC DRIVE SYSTEMS INC                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      327335 | OU      | $-32374.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $261626.37    | 0.01%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NIKE INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         686 | NC      | $2058.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XX Ltd                                                                                            | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000000.00   | 0.10%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                     | VZ Vendor Financing II BV                                                                                          | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      709000 | PA      | $758020.96    | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDKQTG65 TRS USD R E BYDKQTG73 EQUITYTRS / Short: BYDKQTG65 TRS USD P V 12MSOFR BYDKQTG81 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     3319680 | OU      | $35360.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR FUT OPTN SEP25C 113                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $4031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          74 | NC      | $-72421.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDAHDEP2 IRS USD R V 12MSOFR 1 CCPOIS / Short: BYDAHDEP2 IRS USD P F  3.65000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    47945300 | OU      | $2293779.39   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        7080 | NS      | $518185.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                             | Nidda Healthcare Holding AG 2024 EUR Term Loan B2                                                                  | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |     1439394 | PA      | $1694772.10   | 0.08%             | 2030-02-21      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      252000 | PA      | $217881.72    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| IREN Ltd                                                | IREN Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |       17900 | NS      | $260803.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                            | LyondellBasell Industries NV                                                                                       | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       10878 | NS      | $629401.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | RASAN INFORMATION TECHNOLOGY CO                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |      482365 | OU      | $21471.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                  | Iberdrola Finanzas SA                                                                                              | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $245025.09    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       14667 | PA      | $14633.01     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                | Hermes International SCA                                                                                           | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        3379 | NS      | $9160014.17   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       56513 | NS      | $5471235.82   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      424000 | PA      | $520893.10    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                   | Valterra Platinum Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       10722 | NS      | $477418.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       23341 | NS      | $1368482.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         289 | NC      | $146523.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                | Mitsubishi Electric Corp                                                                                           | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       21071 | NS      | $453215.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4565.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                                                                 | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |      312000 | PA      | $360842.75    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBUA1 IRS USD R F  4.35400 2 CCPOIS / Short: SYD0JBUA1 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   142128400 | OU      | $7765331.53   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5799.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                  | Palo Alto Networks Inc                                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        7705 | NS      | $1576751.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3850.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      626000 | PA      | $842118.90    | 0.04%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                      | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      220000 | PA      | $210948.61    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NEXTERA ENERGY INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          66 | NC      | $10560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO DAC                                         | Contego Clo V DAC                                                                                                  | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $288024.25    | 0.01%             | 2037-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                      | ENEOS Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      168300 | NS      | $834234.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDKZAWA9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -22146000 | NC      | $-5254.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDDJLEY7 IRS GBP R F  4.00000 2 CCPOIS / Short: SYDDJLEY7 IRS GBP P V 12MSONIA 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14863600 | OU      | $302254.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                     | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $206882.00    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-13792.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Accton Technology Corp                                  | Accton Technology Corp                                                                                             | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |        6000 | NS      | $149962.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                                                              | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $108329.78    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A2                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1390332 | PA      | $1908438.45   | 0.09%             | 2026-04-09      | Floating      | 6.61%                 | Yes           |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        8069 | NS      | $91825.22     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| National Stock Exchange Of India                        | IFSC NIFTY 50 FUT JUL25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         187 | NC      | $92703.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Holdco GmbH                                 | TK Elevator Holdco GmbH                                                                                            | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |      395100 | PA      | $466571.82    | 0.02%             | 2028-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                     | TE Connectivity PLC                                                                                                | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        3294 | NS      | $555598.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $108898.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      174000 | PA      | $166542.48    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                               | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104984.14    | 0.01%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA RESOURCES POWER LTD                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      794333 | OU      | $-10199.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                  | RWE AG                                                                                                             | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       22002 | NS      | $919424.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| QUINTIS AUS PTY LTD                                     | Quintis Australia Pty Ltd                                                                                          | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6870789 | PA      | $790140.74    | 0.04%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| UBS Europe SE                                           | BYDG3PYN0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 5299007QVIQ7IO64NX37 | N/A              | DFE              |  | US        |    -1445000 | OU      | $-1.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A1                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      455980 | PA      | $625900.24    | 0.03%             | 2026-04-09      | Floating      | 6.61%                 | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYD2P73N1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD2P73N1 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      170000 | OU      | $-25274.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25227000000 | PA      | $1564167.23   | 0.07%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                                                                | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $85329.32     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BARRY CALLEBAUT AG                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      405620 | OU      | $-7078.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -94 | NC      | $-54238.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | LG ENERGY SOLUTION LTD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      216228 | OU      | $-7798.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2736000 | PA      | $664385.66    | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -69 | NC      | $-78660.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOTO Ltd                                                | TOTO Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       18600 | NS      | $468365.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDLV5FQ6 TRS USD R E BYDLV5FR4 EQUITYTRS / Short: BYDLV5FQ6 TRS USD P V 12MSOFR BYDLV5FS2 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     2461271 | OU      | $26216.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65111.57     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         136 | NC      | $138720.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -44 | NC      | $-22132.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                          | TC Energy Corp                                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       34552 | NS      | $1686812.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      263000 | PA      | $249376.60    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                          | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $205230.10    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYWQJHE5 IRS JPY R F  1.45200 2 CCPOIS / Short: SRYWQJHE5 IRS JPY P V 12MTONAR 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   327470000 | OU      | $-365067.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc                                                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199195.18    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                       | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $198956.28    | 0.01%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CRRC CORP LTD H                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CN        |      248348 | OU      | $2590.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -9 | NC      | $-10818.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4815.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      900000 | PA      | $891828.38    | 0.04%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      409000 | PA      | $566634.87    | 0.03%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                         | Yum! Brands Inc                                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        4878 | NS      | $722822.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      345000 | PA      | $335408.59    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                            | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      366000 | PA      | $507137.37    | 0.02%             | 2029-05-07      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDKXFTV8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  -161680000 | NC      | $-214549.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                                                                 | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      156000 | PA      | $162977.41    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | EAGLE BANCORP INC                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       66583 | OU      | $6778.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | COSTAR GROUP INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1253186 | OU      | $-5636.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      350000 | PA      | $375083.16    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDD0R3K6 IRS USD R F  3.70000 2 CCPOIS / Short: SYDD0R3K6 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12000000 | OU      | $29981.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd               | Shenzhou International Group Holdings Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |       37800 | NS      | $270199.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                         | GS Finance Corp                                                                                                    | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     3100000 | PA      | $3152452.00   | 0.15%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      283000 | PA      | $282638.44    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                          | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $189219.43    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HOSHIZAKI CORP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      211450 | OU      | $-2787.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | INPOST SA                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | NL        |       45574 | OU      | $-183.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BRYD684R8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYD684R8 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       30000 | OU      | $109.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN PROPTECH FOUNDERS UNVEST                          | CROWN PROPTECH FOUNDERS UNVEST                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7060 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDFPHSB9 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDFPHSB9 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      435236 | OU      | $-2871.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S96ZAV0M3 CDS EUR R F  5.00000 2 CCPCDX / Short: S96ZAV0M3 CDS EUR P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1245469 | OU      | $136590.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                               | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       32000 | PA      | $32563.84     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                                                           | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116175.38    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       42194 | NS      | $6383108.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |           1 | NC      | $12377.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                       | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      248000 | PA      | $247465.54    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $435622.68    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       28000 | PA      | $28029.15     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                             | Datadog Inc                                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       23813 | NS      | $3198800.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SHIMANO INC                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      123266 | OU      | $-7385.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                            | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       47847 | NS      | $283216.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -28 | NC      | $-6720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | USD/CAD One-touch barrier option; Barrier price USD 1.33500                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KY        |       49000 | OU      | $5274.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      789000 | PA      | $788446.82    | 0.04%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $275930.04    | 0.01%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199052.36    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-75025.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JAPAN STEEL WORKS LTD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      244082 | OU      | $-14378.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp                                           | Unicharm Corp                                                                                                      | CUSIP: 000000000<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |       61600 | NS      | $444800.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                 | Virgin Media Vendor Financing Notes III DAC                                                                        | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      941000 | PA      | $1228694.76   | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDM0KAX5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -19885000 | NC      | $-51071.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |      669630 | OU      | $0.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Europe SE                                           | BYDG30ZZ7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 5299007QVIQ7IO64NX37 | N/A              | DFE              |  | US        |      964000 | OU      | $1.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          84 | NC      | $23520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                               | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      348721 | NS      | $12246911.52  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDJQ9DE8 IRS BRL R F 14.67000 2 NDFPREDISWAP / Short: BYDJQ9DE8 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     7838472 | OU      | $-51.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-23291.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDHFDZA9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    20320000 | NC      | $11997.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                           | Fresnillo PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       33336 | NS      | $662615.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ST JAMESS PLACE PLC                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |      199211 | OU      | $-13627.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI China ETF                                  | iShares MSCI China ETF                                                                                             | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             | EC               | RF                | US        |       16664 | NS      | $918186.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -25 | NC      | $-13125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                                                         | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      153000 | PA      | $192812.75    | 0.01%             | 2030-02-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd                               | Telix Pharmaceuticals Ltd                                                                                          | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | EC               | CORP              | AU        |       23739 | NS      | $381309.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BRYFUD6V4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYFUD6V4 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       45524 | OU      | $-499.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SQUARE ENIX HLDG LTD                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |        7997 | OU      | $-1523.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                               | United Petfood Finance BV 2025 EUR Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |     1280899 | PA      | $1503177.68   | 0.07%             | 2032-02-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYD8X48Z4 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD8X48Z4 IRS ZAR P F  6.91600 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1079735 | OU      | $29.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      100000 | PA      | $126857.42    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDHX1RP1 IRS HUF R F  5.75500 2 CCPVANILLA / Short: SYDHX1RP1 IRS HUF P V 06MBUBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   319000000 | OU      | $-3627.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-468031.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -982 | NC      | $-2317120.46  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Syariah Indonesia Tbk PT                           | Bank Syariah Indonesia Tbk PT                                                                                      | CUSIP: 000000000<br>LEI: 9845009CD3B814E04066 | Long             | EC               | CORP              | ID        |      336363 | NS      | $53486.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                             | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      623000 | PA      | $661009.85    | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AB CarVal Euro CLO                                      | AB Carval Euro CLO II-C DAC                                                                                        | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |      290000 | PA      | $342020.40    | 0.02%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | DOLLAR TREE INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         229 | NC      | $51754.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | JP        |           1 | NC      | $7456.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                           | Fortescue Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       14769 | NS      | $148461.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-30395.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      235000 | PA      | $269407.36    | 0.01%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         138 | NC      | $51060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                                                                                         | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |       54682 | NS      | $1061978.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                                                      | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487544 | PA      | $423183.46    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      330000 | PA      | $345180.00    | 0.02%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                         | Ulta Beauty Inc                                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1277 | NS      | $597406.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaspi.KZ JSC                                            | Kaspi.KZ JSC                                                                                                       | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        2053 | NS      | $174279.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Casinos LLC                                     | Station Casinos LLC 2024 Term Loan B                                                                               | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      494987 | PA      | $495586.41    | 0.02%             | 2031-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                | Telefonica Emisiones SA                                                                                            | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      133000 | PA      | $183176.97    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ONO PHARMACEUTICAL LTD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      444211 | OU      | $-15894.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYD5KA971 IRS BRL R F 10.97500 2 NDFPREDISWAP / Short: BYD5KA971 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     8606177 | OU      | $-19371.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         172 | NC      | $27520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | XINYI GLASS HOLDINGS LTD                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       29638 | OU      | $822.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BARRATT REDROW PLC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      161833 | OU      | $2988.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-785.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                              | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17350000 | PA      | $300799.53    | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                              | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      446000 | PA      | $462999.74    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                         | Kuehne + Nagel International AG                                                                                    | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |        5383 | NS      | $1165649.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | PARAMOUNT GLOBAL                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          65 | NC      | $1820.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMPCLOUD, INC., SERIES E 1                             | JUMPCLOUD, INC., SERIES E 1                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      491634 | NS      | $1199586.96   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Goldman Sachs International                             | Long: BYDDDRP77 TRS USD R E REC EQ / Short: BYDDDRP77 TRS USD P F   .00000 PAY FIX                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       83502 | OU      | $-3641.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                            | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |      138145 | PA      | $142103.42    | 0.01%             | 2042-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                              | CF Industries Holdings Inc                                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       15156 | NS      | $1394352.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -13 | NC      | $-11765.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      262000 | PA      | $264859.20    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                              | Merck KGaA                                                                                                         | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        5548 | NS      | $719344.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                                                                                         | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |      458000 | NS      | $127010.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        3379 | NS      | $538139.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |         531 | NS      | $7516.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83237.99     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SRYW98XG5 IRS USD R F  4.14850 2 CCPOIS / Short: SRYW98XG5 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33768180 | OU      | $395140.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10250000 | PA      | $10224726.06  | 0.49%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SRYUT18C9 IRS USD R F  3.99590 2 CCPOIS / Short: SRYUT18C9 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26837722 | OU      | $398548.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                                                             | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $200514.52    | 0.01%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                             | NN Group NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233425.06    | 0.01%             | 2034-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJU4Z18 IRS EUR R F  2.62707 2 CCPVANILLA / Short: SYDJU4Z18 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      318791 | OU      | $6369.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                                                                       | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1634720.67   | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: BYDKSH6U7 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDKSH6U7 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |       65000 | OU      | $2522.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBUE3 IRS USD R F  4.07100 2 CCPOIS / Short: SYD0JBUE3 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5854900 | OU      | $143005.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CVB FINANCIAL CORP                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       78115 | OU      | $-2568.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD9LUQD6 IRS USD R F  3.66000 2 CCPOIS / Short: SYD9LUQD6 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9414413 | OU      | $3053.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                            | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199375.62    | 0.01%             | 2030-03-27      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -202 | NC      | $-13534.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4102188 | PA      | $107998.59    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| XEROX ISSUER CORPORATION                                | Xerox Issuer Corp                                                                                                  | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      310000 | PA      | $318202.29    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                           | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1352000 | PA      | $1390204.82   | 0.07%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                         | Grupo Cibest SA                                                                                                    | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |        1920 | NS      | $88684.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                             | Textron Inc                                                                                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       22153 | NS      | $1778664.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                       | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289208.88    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                   | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $475213.68    | 0.02%             | 2030-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                               | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205830.60    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |           0 | PA      | $0.03         | 0.00%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDEF5Z47 IRS CZK R F  3.45500 2 CCPVANILLA / Short: SYDEF5Z47 IRS CZK P V 06MPRIBO 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12648096 | OU      | $-4490.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MMG LTD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      399730 | OU      | $-62800.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          67 | NC      | $25460.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SNORKEL AI, INC., SERIES B                              | SNORKEL AI, INC., SERIES B                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4461 | NS      | $42736.38     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SK Hynix Inc                                            | SK Hynix Inc                                                                                                       | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        4469 | NS      | $962987.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                 | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $191563.32    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR FUT OPTN AUG25C 114                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           5 | NC      | $781.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                              | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215084.64    | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                 | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      686000 | PA      | $689721.00    | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KAWASAKI HEAVY INDUSTRIES LTD                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      614579 | OU      | $-51509.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      103000 | PA      | $96590.98     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           9 | NC      | $9900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                          | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      708000 | PA      | $868797.77    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196617.74    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                     | EssilorLuxottica SA                                                                                                | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       27532 | NS      | $7560086.57   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                       | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |      759600 | PA      | $890601.67    | 0.04%             | 2030-04-30      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -591 | NC      | $-96924.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure LLC                       | Solaris Energy Infrastructure LLC Term Loan                                                                        | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2269000 | PA      | $2269000.00   | 0.11%             | 2029-09-11      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| Masimo Corp                                             | Masimo Corp                                                                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       15653 | NS      | $2633147.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -239 | NC      | $-26768.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $244162.08    | 0.01%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -24 | NC      | $-6840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | THE SWATCH GROUP AG                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      396237 | OU      | $-2720.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                     | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      137700 | PA      | $44752.50     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDLQ5C10 TRS USD R V 12MSOFR BYDLQ5C36 EQUITYTRS / Short: BYDLQ5C10 TRS USD P E BYDLQ5C28 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     4026633 | OU      | $-61162.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-15669.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $167312.29    | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       12000 | PA      | $11793.23     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      574000 | PA      | $686318.26    | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDDPT382 IRS USD R F  4.00000 2 CCPOIS / Short: SYDDPT382 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14863600 | OU      | $368803.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                      | BX Trust 2019-OC11                                                                                                 | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1319000 | PA      | $1204218.11   | 0.06%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         322 | NC      | $77280.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                     | Otis Worldwide Corp                                                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        4694 | NS      | $464799.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                        | Transurban Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      114126 | NS      | $1050068.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDBQ74T6 IRS BRL R V 00MBRCDI 1 NDFPREDISWAP / Short: BYDBQ74T6 IRS BRL P F 14.18000 2 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     4231464 | OU      | $-438.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      481000 | PA      | $448228.80    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        1940 | NS      | $969961.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -94 | NC      | $-17390.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                                                      | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      347000 | PA      | $390956.85    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                                                             | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1711000 | PA      | $1638282.50   | 0.08%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -119 | NC      | $-63427.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B92RFN899 CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: B92RFN899 CDS USD P F  5.00000 2 CCPCORPORATE         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      431000 | OU      | $-21210.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SPA                                                 | A2A SpA                                                                                                            | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      125000 | PA      | $152424.45    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARESYNTAX INC C 2                                      | CARESYNTAX INC C 2                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2497 | NS      | $9139.02      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INTELSAT JACKSON HLDG                                   | Intelsat Jackson Holdings SA                                                                                       | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |      208000 | PA      | $212096.80    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LTD                           | INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B                                                        | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |      902737 | PA      | $1007849.95   | 0.05%             | 2029-04-02      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                     | Electronic Arts Inc                                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        7117 | NS      | $1136584.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -239 | NC      | $-2868.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MARFRIG GLOBAL FOODS SA                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |      206524 | OU      | $8956.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       13523 | NS      | $9909383.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                   | Idemitsu Kosan Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |       56700 | NS      | $343850.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                                                    | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $205500.00    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                 | Belron Finance 2019 LLC 2024 USD Term Loan B                                                                       | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      541905 | PA      | $543790.83    | 0.03%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TOYOTA INDUSTRIES CORP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      356807 | OU      | $-5402.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                  | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $391329.54    | 0.02%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                                                               | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      498138 | PA      | $438984.52    | 0.02%             | 2028-10-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                       | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      525000 | PA      | $527304.23    | 0.03%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                  | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      285000 | PA      | $260811.45    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $223680.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $7803.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                       | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      114000 | PA      | $137646.35    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         731 | NS      | $178714.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                  | SGS SA                                                                                                             | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        6085 | NS      | $617844.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited GBP Incremental Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      378763 | PA      | $443898.72    | 0.02%             | 2027-09-23      | Floating      | 12.45%                | Yes           |                  3 | On Loan: No      |
| HOMEVI SAS                                              | HomeVi SaS 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1172178.69   | 0.06%             | 2029-10-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                   | BG Energy Capital PLC                                                                                              | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      133000 | PA      | $182770.16    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corportation Trust 2021-IP                                                                  | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163892 | PA      | $162867.59    | 0.01%             | 2036-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BYDHX59D9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  -105575145 | NC      | $-71274.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1008000 | PA      | $1336850.62   | 0.06%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                   | Clean Renewable Power Mauritius Pte Ltd                                                                            | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      161000 | PA      | $156213.76    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                        | SPDR Gold Shares                                                                                                   | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |       98768 | NS      | $30107449.44  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | PL        |           1 | NC      | $120307.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50605.93     | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $260621.58    | 0.01%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BRANDYWINE REALTY TRUST REIT                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        2583 | OU      | $120.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       28311 | NS      | $2254404.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KraneShares CSI China Internet ETF                      | KraneShares CSI China Internet ETF                                                                                 | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |       57160 | NS      | $1962302.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                | gategroup Finance Luxembourg SA                                                                                    | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $433956.39    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          11 | NC      | $517.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CAPITAL ONE FINANCIAL CORP                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -58 | NC      | $-40600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $4044.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                      | USD/CAD One-touch barrier option; Barrier price USD 1.52500                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |       52571 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $194052.79    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      467000 | PA      | $481862.74    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       54877 | NS      | $6446688.07   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2017-CD6 Mortgage Trust                                                                                         | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33602 | PA      | $31752.58     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                       | Rakuten Group Inc                                                                                                  | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |       63000 | NS      | $347141.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | GEORG FISCHER AG                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      227627 | OU      | $-15769.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                                                                | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      288000 | PA      | $342143.56    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EPIC GAMES INC PP                                       | EPIC GAMES INC PP                                                                                                  | CUSIP: 000000000<br>LEI: 549300I2RHITL4UP9K78 | Long             | EC               | CORP              | US        |        3175 | NS      | $2335657.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCH Ltd.                                                | Long: BYDK2SWY4 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYDK2SWY4 IRS ZAR P F  7.76900 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13328000 | OU      | $-12559.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                            | Canadian National Railway Co                                                                                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       14377 | NS      | $1498037.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                                                                | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2810000 | PA      | $2810000.00   | 0.13%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      245440 | PA      | $241316.68    | 0.01%             | 2029-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                            | FLOURISHING TRADE + INVT LTD                                                                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     2582000 | PA      | $2633640.00   | 0.13%             | 2028-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      157857 | NS      | $32387520.69  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESSNAPF HOLDING SE                                    | Fressnapf Holding SE                                                                                               | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      152000 | PA      | $180864.77    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                         | Nintendo Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |         200 | NS      | $19205.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDE38VL0 IRS EUR R F  2.43329 2 CCPVANILLA / Short: SYDE38VL0 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      483280 | OU      | $4523.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       23000 | PA      | $18302.04     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD0JBTK1 IRS USD R F  4.72900 2 CCPOIS / Short: SYD0JBTK1 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   149684400 | OU      | $3131574.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                                | SOURCE GLOBAL PBC COMMON                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8696 | NS      | $695.66       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Al Rajhi Bank                                           | Al Rajhi Bank                                                                                                      | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       12146 | NS      | $306356.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-2352.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                            | Danaher Corp                                                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       16874 | NS      | $3333289.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                         | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      395000 | PA      | $408866.00    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                                                           | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $470736.02    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      187000 | PA      | $220036.67    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -44 | NC      | $-1540.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                               | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      165000 | PA      | $175814.77    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                                   | Matterhorn Telecom SA                                                                                              | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |      638613 | PA      | $751434.84    | 0.04%             | 2026-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | INFORMATICA INC CLASS A                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      165862 | OU      | $1373.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                                                                             | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |      118000 | PA      | $141884.71    | 0.01%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                    | Dassault Systemes SE                                                                                               | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       30791 | NS      | $1115916.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD322HB6 IRS USD R F  4.09850 2 CCPOIS / Short: SYD322HB6 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33768180 | OU      | $364147.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      358000 | PA      | $384338.78    | 0.02%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024 1                                  | SOFI PERS LN TR 2024 1                                                                                             | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $422714.40    | 0.02%             | 2031-02-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                 | Dana Financing Luxembourg Sarl                                                                                     | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $430764.22    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      448000 | NS      | $16383067.39  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      325000 | PA      | $338450.13    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-124728.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                                  | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      399160 | PA      | $394078.94    | 0.02%             | 2030-04-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                             | Informa PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135167.56    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DMG MORI LTD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      555417 | OU      | $-53598.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Trust 2025-ASHF                                                                                              | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968000 | PA      | $972834.58    | 0.05%             | 2042-02-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       55093 | PA      | $57078.47     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                               | ANSYS Inc                                                                                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        2938 | NS      | $1031884.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -12 | NC      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | BE SEMICONDUCTOR INDUSTRIES NV                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      856151 | OU      | $-27882.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SAPPORO HOLDINGS LTD                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      297992 | OU      | $-6134.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40515.92     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                                                                            | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |        4940 | NS      | $47565.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                      | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      778000 | PA      | $778486.33    | 0.04%             | 2038-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp                      | GS Engineering & Construction Corp                                                                                 | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |       10074 | NS      | $154541.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      287769 | PA      | $287586.64    | 0.01%             | 2035-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                           | Credicorp Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |        3692 | NS      | $825235.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      296000 | PA      | $350012.30    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      233000 | PA      | $5633.94      | 0.00%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      333000 | PA      | $299222.22    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2024-A                                                                   | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1436976 | PA      | $1455535.51   | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      341000 | PA      | $399745.87    | 0.02%             | 2029-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      399000 | PA      | $416968.97    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                 | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      681000 | PA      | $725263.64    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TACKLE SARL                                             | Tackle SARL 2025 EUR Repriced Term Loan B2                                                                         | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      656250 | PA      | $770293.59    | 0.04%             | 2028-05-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYD3KX5J4 IRS EUR R F  2.87000 2 CCPVANILLA / Short: SYD3KX5J4 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14337950 | OU      | $438253.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDLQ5BF0 TRS USD R E BYDLQ5BG8 EQUITYTRS / Short: BYDLQ5BF0 TRS USD P V 12MSOFR BYDLQ5BH6 EQUITYTRS         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      731414 | OU      | $10683.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2016-C5 Commercial Mortgage Trust                                                                            | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |       68170 | PA      | $66132.00     | 0.00%             | 2048-11-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        2998 | NS      | $679017.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          42 | NC      | $210.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CONSTELLATION ENERGY CORP                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      450750 | OU      | $-10796.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNZ GROUP SERVICES LTD                                  | FNZ Group Services Ltd 2024 GBP Term Loan B                                                                        | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |     1000000 | PA      | $1087824.87   | 0.05%             | 2031-11-05      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                 | Dell Bank International DAC                                                                                        | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      214000 | PA      | $245734.30    | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 7 LTD                                                                                             | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250802.50    | 0.01%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       31000 | PA      | $30405.29     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         112 | NC      | $424604.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                | Ziggo BV 2019 EUR Term Loan H                                                                                      | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     4186717 | PA      | $4706957.02   | 0.23%             | 2029-01-31      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC EUR Term Loan B                                                                                  | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      994832 | PA      | $1115226.91   | 0.05%             | 2028-06-02      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                    | Howmet Aerospace Inc                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       13090 | NS      | $2436441.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXO SERIES D PREF EQ                                    | EXO SERIES D PREF EQ                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       48140 | NS      | $35623.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -418 | NC      | $-170962.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $211711.60    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                           | Automatic Data Processing Inc                                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        2672 | NS      | $824044.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MONOTARO LTD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      109000 | OU      | $340.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                     | Maverick Gaming LLC 2024 PIK Term Loan                                                                             | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190357 | PA      | $172273.09    | 0.01%             | 2028-06-03      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $8531.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      282000 | PA      | $270281.83    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121744.96    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      173000 | PA      | $217320.57    | 0.01%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                              | Vonovia SE                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       15558 | NS      | $551583.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XVIII LLC                                                                                      | CUSIP: 59803LAA6<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000000.00   | 0.05%             | 2035-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OBOL FRANCE 3 SAS                                       | Obol France 3 SAS 2024 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1155133.74   | 0.06%             | 2028-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |           1 | NC      | $76480.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                              | Edenred SE                                                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        7544 | NS      | $234320.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                            | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      726000 | PA      | $724638.60    | 0.03%             | 2037-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                  | FWD Group Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     1200000 | PA      | $1224691.49   | 0.06%             | 2029-04-05      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                        | MercadoLibre Inc                                                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         732 | NS      | $1913177.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS FINCO PLC                                        | Bellis Finco PLC                                                                                                   | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |      729000 | PA      | $1000087.16   | 0.05%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                   | Takeda Pharmaceutical Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      392000 | PA      | $460674.29    | 0.02%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYD0HUNK7 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD0HUNK7 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       65000 | OU      | $479.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100223.90    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      288000 | PA      | $288297.64    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 SEP25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          54 | NC      | $197936.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP                         | Enterprise Products Partners LP                                                                                    | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |       17813 | NS      | $552381.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12390.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                | Digital Realty Trust Inc                                                                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        1429 | NS      | $249117.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $318120.64    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -84 | NC      | $-7728.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SHARP CORP                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      194243 | OU      | $-8863.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                          | ICICI Bank Ltd                                                                                                     | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        2620 | NS      | $44277.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      537605 | PA      | $32804.99     | 0.00%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $-364521.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BRW2ME3P8 NEON PAYMENTS                                 | BRW2ME3P8 NEON PAYMENTS                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3076 | NS      | $1254884.96   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      360000 | PA      | $360326.32    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                                                       | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $505340.83    | 0.02%             | 2028-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HOME DEPOT INC/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          13 | NC      | $2132.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5986893 | PA      | $133050.33    | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -38 | NC      | $-20140.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      340000 | PA      | $301494.15    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                       | Bajaj Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |        2840 | NS      | $31016.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-LION                                                                                                     | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      802080 | PA      | $795129.66    | 0.04%             | 2027-02-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         190 | NC      | $10640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                           | Comcast Corp.                                                                                                      | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      234000 | PA      | $248503.48    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                   | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      161000 | PA      | $158831.92    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airtac International Group                              | Airtac International Group                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       14000 | NS      | $416823.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                                                           | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       39367 | PA      | $13942.59     | 0.00%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ABBOTT LABORATORIES                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      468542 | OU      | $-9669.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $250575.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          45 | NC      | $63315.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         320 | NC      | $320.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121603.01    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      190000 | PA      | $186335.26    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp                                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       16708 | NS      | $687200.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNA 2 5SARL                                            | Luna 2 5SARL                                                                                                       | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120023.75    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1069.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                          | Prudential PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       70768 | NS      | $885749.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                         | T-Mobile US Inc                                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        5594 | NS      | $1332826.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        7996 | NS      | $970531.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NORFOLK SOUTHERN CORP                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      401548 | OU      | $954.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      738000 | PA      | $808377.89    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $131483.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                  | BCP V Modular Services Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      678000 | PA      | $712511.65    | 0.03%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                        | Mettler-Toledo International Inc                                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         467 | NS      | $548594.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosel Bidco SE                                          | Mosel Bidco SE EUR Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 9845004C6B4E09AB1C38 | Long             | LON              | CORP              | DE        |           0 | PA      | $0.00         | 0.00%             | 2030-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                 | Aeropuerto Internacional de Tocumen SA                                                                             | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $139660.00    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      296000 | PA      | $303077.66    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                             | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      605000 | PA      | $715332.62    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                       | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      834432 | NS      | $12248342.44  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SANDOZ GROUP AG                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |     1641626 | OU      | $-52927.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12845.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDHLYZJ7 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDHLYZJ7 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      470111 | OU      | $14298.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDGYEH67 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDGYEH67 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      160000 | OU      | $-376.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                           | AIA Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      116095 | NS      | $1051639.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDA7X9P5 IRS USD R F  4.00000 2 CCPOIS / Short: SYDA7X9P5 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    43538712 | OU      | $160795.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                              | Charter Communications Inc                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        1929 | NS      | $788594.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2005-3                                                                              | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8410 | PA      | $8793.14      | 0.00%             | 2035-11-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                                | Starz Entertainment Corp                                                                                           | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        3456 | NS      | $55537.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      226000 | PA      | $269877.33    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ENPHASE ENERGY INC                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        7570 | OU      | $631.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HESS CORP                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -14 | NC      | $-1890.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $6334.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                | Heimstaden Bostad Treasury BV                                                                                      | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      359000 | PA      | $421659.93    | 0.02%             | 2025-07-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $57291.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11412100 | PA      | $606453.88    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $128051.13    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -30 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRACKEN MIDCO ONE                                       | Bracken MidCo1 PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      131000 | PA      | $177869.37    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                          | Ayala Land Inc                                                                                                     | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      155300 | NS      | $74521.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JD HEALTH INTERNATIONAL INC                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      666303 | OU      | $-55389.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $199286.40    | 0.01%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      108495 | NS      | $6990941.23   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      336000 | PA      | $343267.17    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                                                             | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     1218000 | PA      | $1434655.69   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       54563 | NS      | $2683408.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-11289.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                          | NIKKEI 225 (OSE) SEP25                                                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         132 | NC      | $2235689.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      343000 | PA      | $336689.18    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      386000 | PA      | $375365.97    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                      | Kumba Iron Ore Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |        7185 | NS      | $115682.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                                    | FS Rialto 2025-FL10 Issuer LLC                                                                                     | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $628424.56    | 0.03%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-4-R Ltd                                                                  | CUSIP: 14316CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701522.50    | 0.03%             | 2030-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BUBBLES HOLDCO SPA                                      | Bubbles Bidco SPA                                                                                                  | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      156000 | PA      | $186269.47    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $59418.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                           | CUSIP: 000000000<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $104406.22    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $206648.68    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         550 | NC      | $191400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakus Co Ltd                                            | Rakus Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       18721 | NS      | $300078.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TACKLE SARL                                             | TACKLE SARL 2025 EUR Add-On TERM LOAN                                                                              | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      593750 | PA      | $697365.93    | 0.03%             | 2028-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                        | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B                                                              | CUSIP: 36270BAD4<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      723530 | PA      | $853782.65    | 0.04%             | 2028-06-30      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDLV45F4 TRS USD R E BYDLV45G2 EQUITYTRS / Short: BYDLV45F4 TRS USD P V 12MSOFR BYDLV45H0 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2768004 | OU      | $28328.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                               | Zegona Communications PLC EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |      425532 | PA      | $499165.46    | 0.02%             | 2029-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $9619.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         169 | NC      | $338.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                 | EIG Pearl Holdings Sarl                                                                                            | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      204484 | PA      | $181982.09    | 0.01%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                   | Axis Bank Ltd/Gandhinagar                                                                                          | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $194325.54    | 0.01%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                    | Las Vegas Sands Corp                                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       45343 | NS      | $1972873.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED HKD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | HK        |           1 | NC      | $-1017.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND SEP25                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -8 | NC      | $16200.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      189000 | PA      | $228273.96    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      244000 | PA      | $246102.48    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                       | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118548.95    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1424000 | PA      | $1873798.92   | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDG8WJ07 IRS USD R V 12MSOFR 1 CCPOIS / Short: BYDG8WJ07 IRS USD P F  3.88300 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      973478 | OU      | $-5159.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    10963137 | PA      | $12592474.89  | 0.60%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         806 | NC      | $682080.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                               | Bunzl PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       13250 | NS      | $422230.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         300 | NS      | $1736772.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                  | T Rowe Price Group Inc                                                                                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       13265 | NS      | $1280072.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      506000 | PA      | $594176.77    | 0.03%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                    | Banco de Sabadell SA                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      279317 | NS      | $889219.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      350000 | PA      | $346194.94    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCM TRUST CMO                                           | MCM TRUST CMO                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      590644 | PA      | $567293.22    | 0.03%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                   | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      415000 | PA      | $482750.63    | 0.02%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                            | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      616000 | PA      | $616385.43    | 0.03%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 12 Ltd                                                                                             | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $2400189.60   | 0.11%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-37424.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      151000 | PA      | $130299.26    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                                   | Jack Ohio Finance LLC 2025 Term Loan B                                                                             | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      163590 | PA      | $162158.59    | 0.01%             | 2032-02-02      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      274159 | PA      | $15618.29     | 0.00%             | 2030-07-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       17777 | NS      | $1407227.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                               | Safran SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        2071 | NS      | $675403.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDKL7WB9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -8845000 | NC      | $-53256.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO VII DAC                                                                                                | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $371508.67    | 0.02%             | 2038-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SONDER COMMON 5 YR WARRANTS                             | SONDER COMMON 5 YR WARRANTS                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       33652 | NS      | $63602.90     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL5                                                                              | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550951 | PA      | $551467.21    | 0.03%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                  | LPP SA                                                                                                             | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          48 | NS      | $195629.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                              | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1134729 | PA      | $1135082.74   | 0.05%             | 2038-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYFP78S8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYFP78S8 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      460000 | OU      | $-8230.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley CLO XII DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $278367.45    | 0.01%             | 2038-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc           | International Container Terminal Services Inc                                                                      | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |        8020 | NS      | $58468.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -25 | NC      | $-4425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VOLTA SERIES C                                          | VOLTA SERIES C                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |        1948 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $111124.92    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                           | Eastroc Beverage Group Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |       15600 | NS      | $683827.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                 | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                          | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      724000 | PA      | $740085.64    | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | XEROX HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          65 | NC      | $455.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                           | Coloplast A/S                                                                                                      | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        4484 | NS      | $426889.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2018-MP                                                                             | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234000 | PA      | $220949.33    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDKZAW92 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -22146000 | NC      | $-50555.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                    | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137618 | PA      | $91033.33     | 0.00%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-3081.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        3446 | NS      | $1817041.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                   | Deutsche Lufthansa AG                                                                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $584587.46    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                                                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      268000 | PA      | $278135.76    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          42 | NC      | $81060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                | Sappi Papier Holding GmbH                                                                                          | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      166000 | PA      | $192081.89    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                    | Mehilainen Yhtiot Oy 2025 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |     1682441 | PA      | $1982288.46   | 0.09%             | 2031-08-05      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         123 | NC      | $12546.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                 | CRH PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       71652 | NS      | $6577653.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -42 | NC      | $-21493.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      155000 | PA      | $183384.69    | 0.01%             | 2031-06-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      113000 | PA      | $133863.89    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |           1 | NC      | $273988.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $242898.96    | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                               | Flutter Entertainment PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       12203 | NS      | $3487129.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          25 | NC      | $8925.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10864.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                              | NAVER Corp                                                                                                         | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        8681 | NS      | $1685718.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HOME DEPOT INC/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -9 | NC      | $-657.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                             | Waters Corp                                                                                                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        1197 | NS      | $417800.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       25683 | NS      | $20020668.99  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $20751.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                               | Tokio Marine Holdings Inc                                                                                          | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       13100 | NS      | $555191.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                       | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117959.98    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      237000 | PA      | $285568.74    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4526.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95818.67     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       12435 | NS      | $1453414.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $270534.43    | 0.01%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                     | Global Payments Inc                                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        2073 | NS      | $165922.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       49417 | NS      | $14326482.47  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      173108 | NS      | $37978164.12  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                     | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2774856 | PA      | $165501.27    | 0.01%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                   | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        1265 | NS      | $339633.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc                                 | GMO Payment Gateway Inc                                                                                            | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |        6600 | NS      | $426878.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                                                               | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      210253 | PA      | $206047.94    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HD HYUNDAI MIPO                                         | HD HYUNDAI MIPO                                                                                                    | CUSIP: 000000000<br>LEI: 988400L1JDH871AJTA03 | Long             | EC               | CORP              | KR        |        2963 | NS      | $461546.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                                  | HP Inc                                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       96638 | NS      | $2363765.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG Commercial Mortgage Trust 2025-DLFN                                                                            | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $399591.17    | 0.02%             | 2035-03-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDB5B1F3 IRS MXN R F  9.25500 2 CCPOIS / Short: SYDB5B1F3 IRS MXN P V 00MTIEF 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   106952390 | OU      | $127901.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NICE ONE BEAUTY DIGITAL MARKETING                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |       44526 | OU      | $191.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDM5XTB0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -36412465 | NC      | $-71322.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau                                                 | Tikehau CLO XII DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      420000 | PA      | $489811.67    | 0.02%             | 2038-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $136332.66    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      400000 | PA      | $380384.92    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           1 | NC      | $5402.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $77981.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co                         | Yanbu National Petrochemical Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        8920 | NS      | $71867.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BYD9LGMF6 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BYD9LGMF6 IRS ZAR P F  7.25100 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13258493 | OU      | $-3276.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYD614WU7 IRS USD R F  4.35000 2 CCPOIS / Short: SYD614WU7 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12384311 | OU      | $65332.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                             | Telenor ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       30950 | NS      | $481959.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           3 | NC      | $-1818.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | NORWEGIAN CRUISE LINE HOLDINGS LTD                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      922807 | OU      | $-81722.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -116 | NC      | $-56962.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDLQ5DV3 TRS USD R E BYDLQ5DW1 EQUITYTRS / Short: BYDLQ5DV3 TRS USD P V 12MSOFR BYDLQ5DX9 EQUITYTRS         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1506231 | OU      | $23134.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                                                             | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26235.20     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121079.19    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      481000 | PA      | $565888.86    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -67 | NC      | $-5226.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                           | Obayashi Corp                                                                                                      | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       26900 | NS      | $407583.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      768000 | PA      | $775152.38    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                         | Nippon Yusen KK                                                                                                    | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       21500 | NS      | $773461.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SNORKEL AI, INC., SERIES C                              | SNORKEL AI, INC., SERIES C                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       15980 | NS      | $153088.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          25 | NC      | $43200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -41 | NC      | $-24764.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYLQ22U6 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYLQ22U6 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      108408 | OU      | $-2026.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                                                                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         635 | NS      | $1160754.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDASDJS9 CDS USD R F  5.00000 2 CORPORATE / Short: BYDASDJS9 CDS USD P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       45000 | OU      | $7919.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                              | Harmony Gold Mining Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |       49497 | NS      | $688698.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BYDH45R25 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |    -1707186 | NC      | $-30511.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1849 | NC      | $-5510743.30  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                   | Fast Retailing Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        1100 | NS      | $377150.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                    | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                  | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1010317.10   | 0.05%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-W10X                                                                                                      | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      371266 | PA      | $367198.56    | 0.02%             | 2034-12-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Mythic Inc.                                             | Mythic Inc.                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         685 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2024-1                                                                   | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1337950 | PA      | $1353175.07   | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239975.64    | 0.01%             | 2030-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      111000 | PA      | $132109.09    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                                                       | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      208000 | PA      | $245591.93    | 0.01%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      650604 | PA      | $655254.34    | 0.03%             | 2027-07-06      | Floating      | 10.05%                | Yes           |                  3 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |           1 | NC      | $1708468.94   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED DKK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |           1 | NC      | $242529.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MITSUBISHI HEAVY INDUSTRIES LTD                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      322568 | OU      | $-23378.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                                                         | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $137061.54    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDHFDZB7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -10160000 | NC      | $-2.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MERCARI INC                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |          53 | OU      | $-3.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BRYXHUZP3 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BRYXHUZP3 IRS ZAR P F  8.02000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22948658 | OU      | $-8409.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-4257.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upfield BV                                              | Upfield BV 2024 GBP Term Loan B11                                                                                  | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |     1543000 | PA      | $2100270.81   | 0.10%             | 2028-01-03      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MEITUAN                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      251083 | OU      | $11654.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1051000 | PA      | $1272126.01   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      197000 | PA      | $199853.52    | 0.01%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                        | Pegasus BidCo BV 2024 EUR Term Loan B2                                                                             | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     1333333 | PA      | $1572563.73   | 0.08%             | 2029-07-12      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                            | Verizon Communications, Inc.                                                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      363000 | PA      | $452298.65    | 0.02%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOODLE PARTNERS INC SERIES C                            | NOODLE PARTNERS INC SERIES C                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       69413 | NS      | $69413.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF         | iShares Broad USD High Yield Corporate Bond ETF                                                                    | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |       56993 | NS      | $2137807.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-68309.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                       | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $371631.28    | 0.02%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2880.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -74 | NC      | $-15910.00    | -0.00%            |  |  |  | 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        |      506000 | PA      | $709341.53    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $3038.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4375000 | PA      | $79472.46     | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                                                               | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      207000 | PA      | $244869.65    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDF0U183 IRS USD R F  3.90000 2 CCPOIS / Short: SYDF0U183 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12597022 | OU      | $262827.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | INNOLUX CORP                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      407935 | OU      | $-19820.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BRYLPYKU7 IRS BRL R F 10.12000 2 NDFPREDISWAP / Short: BRYLPYKU7 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    20244680 | OU      | $-378432.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $141110.31    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                              | BYD Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      562500 | NS      | $8758136.72   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDDBKUM5 IRS USD R F  4.07000 2 CCPOIS / Short: SYDDBKUM5 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    39265000 | OU      | $259450.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                                     | APCOA Group GmbH/Germany                                                                                           | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      157000 | PA      | $186325.29    | 0.01%             | 2031-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $1656.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       85178 | NS      | $18122471.28  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDGMFSZ1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDGMFSZ1 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      275000 | OU      | $-44802.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      157000 | PA      | $160728.75    | 0.01%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NIPPON EXPRESS HOLDINGS INC                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       15241 | OU      | $-827.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                                                      | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |      365267 | PA      | $524787.27    | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Investor AB                                             | Investor AB                                                                                                        | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       26245 | NS      | $777728.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER PELZER HLDG GMBH                                  | Adler Pelzer Holding GmbH                                                                                          | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |      202000 | PA      | $234428.00    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | BYDJR2WW1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | US        |      433800 | OU      | $0.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | Long: BRYDN4ZA1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYDN4ZA1 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |       80000 | OU      | $291.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                                                                           | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $320240.90    | 0.02%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SRYSBYRB2 IRS GBP R F  4.12330 2 CCPOIS / Short: SRYSBYRB2 IRS GBP P V 12MSONIA 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6858000 | OU      | $154179.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XERO LIMITED                                            | XERO LIMITED                                                                                                       | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |         388 | NS      | $45914.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      365000 | PA      | $451035.72    | 0.02%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |           0 | PA      | $0.00         | 0.00%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      435000 | PA      | $526061.26    | 0.03%             | 2028-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      172265 | NS      | $2652583.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | JP        |           1 | NC      | $24408.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5001.96      | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                     | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        7921 | NS      | $878201.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | DOLLAR TREE INC                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1194561 | OU      | $17470.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BRYXJGHV9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRYXJGHV9 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       30000 | OU      | $221.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6999504 | PA      | $341856.28    | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $495568.18    | 0.02%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                         | Mitsubishi Corp                                                                                                    | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       10100 | NS      | $201816.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                           | Confluent Inc                                                                                                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      187553 | NS      | $4675696.29   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                                                      | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $26460.68     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                           | AG Issuer LLC                                                                                                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $300051.90    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         170 | NC      | $5950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                                                       | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |      324000 | PA      | $396776.61    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMERICAN AIRLINES GROUP INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          88 | NC      | $1144.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COMMUNITY BANK SYSTEM INC                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       90258 | OU      | $630.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd                      | Haidilao International Holding Ltd                                                                                 | CUSIP: 000000000<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | KY        |       98000 | NS      | $186843.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-12185.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                                                   | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |       30000 | PA      | $29928.30     | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                     | Nomura Holdings Inc                                                                                                | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $202550.20    | 0.01%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      708625 | PA      | $174385.08    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                                                            | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       36441 | PA      | $31599.16     | 0.00%             | 2028-04-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40399.20     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDM1JGW3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |      189000 | OU      | $293.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -77 | NC      | $-770.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $133515.71    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $576907.50    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      182000 | PA      | $180948.55    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      625000 | PA      | $852748.81    | 0.04%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-17

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP