# EDGAR Filing Document

**Accession Number:** 0000949512
**File Stem:** 0000940400-26-021425
**Filing Date:** 2026-5
**Character Count:** 1013684
**Document Hash:** b2a68177cb1310f216be30fc295500c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021425.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021425

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS, INC.
- **CENTRAL INDEX KEY:** 0000949512

**ORGANIZATION NAME:**
- **EIN:** 133851144
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07343
- **FILM NUMBER:** 261025587

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD ST. 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD ST. 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS INC
- **DATE OF NAME CHANGE:** 19980612

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL JENNISON SERIES FUND INC
- **DATE OF NAME CHANGE:** 19960911

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL JENNISON FUND INC
- **DATE OF NAME CHANGE:** 19950906

## Series and Classes Contracts Data

### PGIM BALANCED FUND (Series ID: S000004632)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012613 | Class A      | PIBAX           |
| C000012615 | Class C      | PABCX           |
| C000012616 | Class Z      | PABFX           |
| C000012617 | Class R      | PALRX           |
| C000195486 | Class R6     | PIBQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios, Inc.

- **b. Investment Company Act file number:** 811-07343

- **c. CIK number of Registrant:** 0000949512

- **d. LEI of Registrant:** 549300S6JOKI32QVXJ96

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Balanced Fund

- **b. EDGAR series identifier (if any):** S000004632

- **c. LEI of Series:** 171I2Q1YD2BBYL0Q2268

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1039435051.36

**Total Liabilities:** $16465555.79

**Net Assets:** $1022969495.57

**Delayed Delivery Securities:** $285000.00

**Stand-by Commitments:** $7591507.39

**Cash Not Reported:** $1469086.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 641.08531000 | **1-Year:** 20357.69896000 | **5-Year:** 72369.82072000 | **10-Year:** 28135.89396000 | **30-Year:** 2330.53978000

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

- **3-Month:** 141.45903000 | **1-Year:** 4142.51002000 | **5-Year:** 6344.95615000 | **10-Year:** 1085.85323000 | **30-Year:** 15.87307000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012617 | 1.86%                | 1.13%                | -4.45%               |
| Class ID C000012615 | 1.84%                | 1.12%                | -4.52%               |
| Class ID C000012616 | 1.95%                | 1.22%                | -4.45%               |
| Class ID C000012613 | 1.92%                | 1.18%                | -4.43%               |
| Class ID C000195486 | 2.00%                | 1.17%                | -4.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10165557.66             | $9403236.92                                |
| Month 2  | $8850397.97              | $202471.27                                 |
| Month 3  | $5656515.15              | $-53313081.74                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Leggett & Platt Inc.                                                                             | Leggett & Platt Inc. COM                                                                                                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      5500 | NS      | $54340.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO Tinto Limited                                                                                | RIO Tinto Limited NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1285 | NS      | $145993.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.55 02/15/31                                                                                                                                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1735619.55   | 0.17%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                                                                     | Alkermes PLC COM USD0.01                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5400 | NS      | $190944.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 7 02/15/30 144A                                                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379891.42    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C67188                                                                                                                                              | CUSIP: 31287S6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2594 | PA      | $2726.59      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                              | Analog Devices Inc. COM                                                                                                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7600 | NS      | $2417864.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 8 09/15/28 144A                                                                                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73871.03     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APOGEE THERAPEUTICS INC                                                                          | Apogee Therapeutics Inc. COM                                                                                                                           | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $159923.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                                                    | Centene Corp. COM                                                                                                                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      9800 | NS      | $320852.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                                                                | ASML Holding N.V. EUR0.09                                                                                                                              | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1686 | NS      | $2241969.71   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | ZAR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1926.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                                  | Microsoft Corp. COM                                                                                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     69316 | NS      | $25658703.72  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST III LLC                                                        | ONDK 2025-2A A                                                                                                                                         | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998117.50    | 0.10%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 2.375 09/25/26 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    185000 | PA      | $212230.65    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.572 06/03/31                                                                                                                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    880000 | PA      | $806995.47    | 0.08%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Noritz Corp                                                                                      | Noritz Corp NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $61776.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                                              | TPMT 2024-CES2 A1A                                                                                                                                     | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49092 | PA      | $49291.48     | 0.00%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                                                                    | Sonae SGPS SA EUR1                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300847SOBT7HY7R50 | Long             | EC               | CORP              | PT        |    114030 | NS      | $253267.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7990                                                                                                                                              | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    655795 | PA      | $619881.03    | 0.06%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-870.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM3                                                               | JPMMT 2025-NQM3 A1                                                                                                                                     | CUSIP: 46659QAC3<br>LEI: 529900HDRKAITSFGZ261 | Long             | ABS-O            | CORP              | US        |    514856 | PA      | $516475.00    | 0.05%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lukoil PJSC                                                                                      | Lukoil PJSC RUB0.025(RUB)                                                                                                                              | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     10297 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -493000 | NC      | $-3178.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                                                                        | Nordex SE NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | EC               | CORP              | DE        |      2165 | NS      | $117326.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | Freeport-McMoRan Inc. CL B                                                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     21900 | NS      | $1287282.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service Public Co Ltd.                                                             | Advanced Info Service Public Co Ltd. THB1(ALIEN)                                                                                                       | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |     21000 | NS      | $239698.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia                                                                               | Sberbank of Russia RUB3(RUB)                                                                                                                           | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    202510 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                                             | DIGICEL INTL FIN LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $9612.57      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NCL FINANCE LTD                                                                                  | NCLH 6.125 03/15/28 144A                                                                                                                               | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    125000 | PA      | $125455.00    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                           | Mercedes-Benz Group AG ORD NPV(REGD)                                                                                                                   | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     12591 | NS      | $773879.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.58 04/22/32                                                                                                                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $339106.55    | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freshworks Inc                                                                                   | Freshworks Inc CLASS A COM                                                                                                                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      6500 | NS      | $52195.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    243000 | NC      | $11.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimball Electronics Inc.                                                                         | Kimball Electronics Inc. COM                                                                                                                           | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      1000 | NS      | $23690.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 9 11/01/27 144A                                                                                                                                 | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     79000 | PA      | $92174.74     | 0.01%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.651 03/11/32 N                                                                                                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2076426.26   | 0.20%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Aritzia Inc                                                                                      | Aritzia Inc SUB VTG SHS                                                                                                                                | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      2100 | NS      | $171369.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                                                         | Travere Therapeutics Inc COM                                                                                                                           | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $115869.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -493000 | NC      | $-1460.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC Holdings PLC ORD USD0.50                                                                                                                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     88127 | NS      | $1447273.89   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-Brook                                | JPMCC 2019-BKWD A                                                                                                                                      | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270364 | PA      | $262252.70    | 0.03%             | 2029-09-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| PICC Property and Casualty Co Ltd.                                                               | PICC Property and Casualty Co Ltd. 'H'CNY1                                                                                                             | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |     52000 | NS      | $95720.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                                                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    768000 | PA      | $751680.00    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.75 04/20/29 144A                                                                                                                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148764.00    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                                                     | Taiwan Semiconductor Manufacturing Co., Ltd. TWD10                                                                                                     | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     99000 | NS      | $5725617.96   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-5C23                                                                   | BBCMS 2023-5C23 A3                                                                                                                                     | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2615826.00   | 0.26%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $163647.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 684745                                                                                                                                              | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3133 | PA      | $3239.41      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    375000 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | TRY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    244000 | NC      | $3947.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 6.875 11/01/29 144A                                                                                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95000.25     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp                                                                               | MATHOM 4.625 03/01/30 144A                                                                                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $640406.25    | 0.06%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORP                                                                       | FITB V5.982 01/30/30                                                                                                                                   | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $888171.91    | 0.09%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Wipro Ltd.                                                                                       | Wipro Ltd. INR2                                                                                                                                        | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |    121400 | NS      | $244416.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1114.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                  | WPC 2.25 04/01/33                                                                                                                                      | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    545000 | PA      | $451780.08    | 0.04%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/45                                                                                                                                           | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $20066.52     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                                     | General Dynamics Corporation COM                                                                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     10900 | NS      | $3741098.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp.                                                                    | China Construction Bank Corp. 'H'CNY1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    100000 | NS      | $107921.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $3820.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                                             | Barrick Mining Corp. COM SHS                                                                                                                           | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     24500 | NS      | $1001240.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Plc                                                                    | Weatherford International Plc COM USD0.001                                                                                                             | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     13900 | NS      | $1314662.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| China Jushi Co Ltd                                                                               | China Jushi Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 300300JZBQ0FKI1TDH04 | Long             | EC               | CORP              | CN        |     91200 | NS      | $326960.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -493000 | NC      | $-4257.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kitron ASA                                                                                       | Kitron ASA NOK0.10                                                                                                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |      6000 | NS      | $57917.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tpg Mortgage Investment Trust Inc.                                                               | Tpg Mortgage Investment Trust Inc. COM NEW                                                                                                             | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |      6600 | NS      | $48246.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLWYN AG (LU)                                                                                   | Allwyn AG EUR0.30 (CR)                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     16036 | NS      | $242625.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                                                                      | Applied Optoelectronics Inc COM                                                                                                                        | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |       300 | NS      | $25377.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 2.7 08/10/26                                                                                                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198516.76    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -429000 | NC      | $-1360.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                      | IL ILS 5.1 06/01/2033                                                                                                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     87255 | PA      | $88693.15     | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.75 07/01/34 144A                                                                                                                                  | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128085.90    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                                | ABXCN 5.75 05/01/43                                                                                                                                    | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $222361.81    | 0.02%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO IV DAC                                                                           | NGCE 4A A1R                                                                                                                                            | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2300948.28   | 0.22%             | 2038-07-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.3 03/01/28                                                                                                                                       | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496840.00    | 0.05%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERTEC UNIVERSAL MEDICAL GROUP CO LTD                                                          | Genertec Universal Med Gp Co Ltd NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 2549007JDMSRWFODDQ05 | Long             | EC               | CORP              | HK        |    261000 | NS      | $193601.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ningbo Co Ltd                                                                            | Bank of Ningbo Co Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 300300C1092133000091 | Long             | EC               | CORP              | CN        |      9000 | NS      | $39887.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    364000 | NC      | $16870.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                                                                     | NEWGENERATIONGASGATHERINGLLC                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54054 | PA      | $53243.19     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                                                    | Collegium Pharmaceutical Inc. COM                                                                                                                      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      2500 | NS      | $82675.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 6.15 05/01/37                                                                                                                                      | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183679.00    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.55 12/01/33                                                                                                                                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86389.31     | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                                          | BERMUD 2.375 08/20/30 144A                                                                                                                             | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $180812.50    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | State Street Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/4,000TH OWNERSHIP INTEREST IN A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL P | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      5000 | NS      | $108100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A A                                                                                                                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $408787.24    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                                | Terex Corporation COM                                                                                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1200 | NS      | $70920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                                                             | TTM Technologies Inc COM                                                                                                                               | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      3700 | NS      | $360454.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                                                                                               | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20701.00     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Workiva Inc                                                                                      | Workiva Inc COM CL A                                                                                                                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      2900 | NS      | $172927.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA2005                                                                                                                                              | CUSIP: 31418BGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102026 | PA      | $100654.67    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson COM                                                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     34419 | NS      | $8413380.36   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd.                                                          | Contemporary Amperex Technology Co Ltd. CNY1 H SHS                                                                                                     | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      1000 | NS      | $79708.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2020-2                                                                    | LFT 2020-2A A                                                                                                                                          | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55795 | PA      | $55094.59     | 0.01%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    248000 | NC      | $1.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A21839                                                                                                                                              | CUSIP: 31296YBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8076 | PA      | $8175.63      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | Truist Financial Corp. COM                                                                                                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     13400 | NS      | $615998.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                                                 | Cytokinetics Inc COM NEW                                                                                                                               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       700 | NS      | $46137.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | COP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2353.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/KRW FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2357.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                                                                                    | Teradata Corp COM                                                                                                                                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      7800 | NS      | $199914.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-INV3                                                                                   | EFMT 2025-INV3 A1                                                                                                                                      | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-O            | CORP              | US        |    377910 | PA      | $378663.88    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 808817                                                                                                                                              | CUSIP: 31406FSE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25487 | PA      | $25980.18     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc.                                                                           | Delta Electronics Inc. TWD10                                                                                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     25000 | NS      | $1127259.28   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                                         | WAB 4.7 09/15/28                                                                                                                                       | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89246.48     | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                                                                                                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19782.43     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 489505                                                                                                                                              | CUSIP: 31382QYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       627 | PA      | $657.07       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MORTGAGE TRUST                                                                | BMARK 2019-B13 A3                                                                                                                                      | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1694158.92   | 0.17%             | 2057-08-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2025-1 LTD                                                                           | EMPWR 2025-1A A                                                                                                                                        | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001202.10   | 0.29%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Charter Hall Group                                                                               | Charter Hall Group NPV (STAPLED)                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22134 | NS      | $288417.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                            | Nabors Industries, Ltd. SHS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1800 | NS      | $154908.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                                                                       | Holley Inc COM                                                                                                                                         | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     12200 | NS      | $37454.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                                                      | The Progressive Corporation COM                                                                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2100 | NS      | $416304.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS CITIGROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4831.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-HE2                                                                | JPMMT 2023-HE2 A1                                                                                                                                      | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120677 | PA      | $120899.13    | 0.01%             | 2054-03-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | Cardinal Health, Inc. COM                                                                                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     15600 | NS      | $3296436.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd.                                                                  | Shinhan Financial Group Co Ltd. KRW5000                                                                                                                | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |     14954 | NS      | $891278.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       216 | NC      | $-530940.44   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 759183                                                                                                                                              | CUSIP: 31403VM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51913 | PA      | $52980.91     | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | Aker BP ASA NOK1                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      8382 | NS      | $309873.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | Honeywell International Inc. COM                                                                                                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3300 | NS      | $745899.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CFK TRUST 2020-MF2                                                                               | CFK 2020-MF2 B                                                                                                                                         | CUSIP: 12529AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1117571.40   | 0.11%             | 2039-03-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                                        | Kia Corp. KRW5000                                                                                                                                      | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      2664 | NS      | $263019.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-REV2                                                           | FORDR 2021-2 D                                                                                                                                         | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295547.19    | 0.03%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.6 03/02/43                                                                                                                                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350332.47    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Great Eastern Shipping Co Ltd                                                                    | Great Eastern Shipping Co Ltd INR10 (POST REORG)                                                                                                       | CUSIP: 000000000<br>LEI: 335800GJP7MSMX3Z3727 | Long             | EC               | CORP              | IN        |      5180 | NS      | $77904.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Trust Bancorp Inc.                                                                    | Washington Trust Bancorp Inc. COM                                                                                                                      | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      3000 | NS      | $100380.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.375 07/01/28 144A                                                                                                                                 | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25692.12     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7342.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                                                | Isuzu Motors Ltd. NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     38500 | NS      | $554429.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                                          | DIAMOND SPORTS NET LLC                                                                                                                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     38050 | PA      | $6278.27      | 0.00%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                                    | RCKT 2025-CES1 A1A                                                                                                                                     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351711 | PA      | $353426.15    | 0.03%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-1                                                                | VERUS 2026-1 A1                                                                                                                                        | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-O            | CORP              | US        |    395160 | PA      | $393137.78    | 0.04%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7552                                                                                                                                              | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    425559 | PA      | $365403.51    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                                      | MWGAME 4.875 05/01/29 144A                                                                                                                             | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194073.28    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | Sysco Corporation COM                                                                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     31000 | NS      | $2211230.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                                | ABIBB 4.9 02/01/46 *                                                                                                                                   | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    403000 | PA      | $363810.14    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                        | DUK 6.05 04/15/38                                                                                                                                      | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58556.48     | 0.01%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                                                                | Newmark Group Inc CL A                                                                                                                                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9600 | NS      | $143904.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                                                                 | Movado Group Inc COM                                                                                                                                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      3100 | NS      | $75702.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                                                     | Kohl's Corp. COM                                                                                                                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     12200 | NS      | $157380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2014-11 VB                                                                                                                                         | CUSIP: 3136AJGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    452366 | PA      | $453185.00    | 0.04%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Industrial Logistics Properties Trust                                                            | Industrial Logistics Properties Trust COM SHS BEN INT                                                                                                  | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      7400 | NS      | $42032.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | Intesa Sanpaolo S.p.A. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     84656 | NS      | $511989.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58818.11     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                                                                      | INTERNATIONAL PARK HLDGS BV                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $428025.70    | 0.04%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| Simmons First National Corp                                                                      | Simmons First National Corp CL A $1 PAR                                                                                                                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       700 | NS      | $13615.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $166.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                                 | California Resources Corporation COM STOCK                                                                                                             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      4400 | NS      | $304568.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                                                                   | Caixabank S.A. EUR1                                                                                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     65628 | NS      | $786726.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                       | Arcosa Inc COM                                                                                                                                         | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3000 | NS      | $318420.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas Clo VII Limited                                                                         | TRNTS 2017-7A A1R2                                                                                                                                     | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3692797.58   | 0.36%             | 2035-01-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Liberty Energy Inc                                                                               | Liberty Energy Inc COM CL A                                                                                                                            | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |      7000 | NS      | $201600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                                                     | KBC Group NV NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      2455 | NS      | $300472.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    489000 | NC      | $17.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    738000 | OU      | $3738.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sylvamo Corp.                                                                                    | Sylvamo Corp. COMMON STOCK                                                                                                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1700 | NS      | $71808.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                                                 | Roche Holding AG CHF0.001                                                                                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |      4481 | NS      | $1788326.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | PLN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13612.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 9.25 10/01/28 144A                                                                                                                               | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $31059.00     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                          | STACR 2021-HQA3 M2                                                                                                                                     | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $301020.99    | 0.03%             | 2041-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                               | AEP 4 06/01/49                                                                                                                                         | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $119296.95    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd.                                                                      | Oil & Natural Gas Corp Ltd. INR5                                                                                                                       | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    249499 | NS      | $751667.73    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Adient PLC                                                                                       | Adient PLC COM USD0.001                                                                                                                                | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      1600 | NS      | $32336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                                                          | SCOR SE EUR7.876972                                                                                                                                    | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |      8783 | NS      | $313907.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co Ltd.                                                                        | Furukawa Electric Co Ltd. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |       500 | NS      | $95990.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                             | MCMLT 2018-1 A1                                                                                                                                        | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2295 | PA      | $2285.93      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 4.9 03/27/28                                                                                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $246623.42    | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asgn Incorporated                                                                                | Asgn Incorporated COM                                                                                                                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      4200 | NS      | $162582.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                                    | Arrowhead Pharmaceuticals Inc COM                                                                                                                      | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       900 | NS      | $56430.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                                       | PKAIR 2025-2 A                                                                                                                                         | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377393 | PA      | $375528.62    | 0.04%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP CDS CDX.NA.IG.45.V1                                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -21560000 | OU      | $-31538.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Bottlers Japan Holding Inc.                                                            | Coca-Cola Bottlers Japan Holding Inc. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |      6500 | NS      | $147446.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                                                               | DIGICEL INTL FIN LTD Common Equity                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11557 | NS      | $223437.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                                   | PGIM Active High Yield Bond ETF                                                                                                                        | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |     50000 | NS      | $1731500.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8157                                                                                                                                              | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311820 | PA      | $275351.07    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spyre Therapeutics Inc                                                                           | Spyre Therapeutics Inc COM NEW                                                                                                                         | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |      2100 | NS      | $105924.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8.875 PERP C                                                                                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161490.96    | 0.02%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                                                                 | OHCMED 2.297 11/15/31                                                                                                                                  | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1028895.50   | 0.10%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                                         | FERG 5 10/03/34                                                                                                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341134.51    | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                                                                         | China Hongqiao Group Limited USD0.01                                                                                                                   | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     99500 | NS      | $449462.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS NOMURA HOLDINGS INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1340.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovs S.P.A                                                                                        | Ovs S.P.A NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |      4834 | NS      | $25101.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C9                                                            | UBSCM 2018-C9 A3                                                                                                                                       | CUSIP: 90291JAV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350267 | PA      | $345144.61    | 0.03%             | 2051-03-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                                   | VARNO 5 05/18/27 144A                                                                                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    870000 | PA      | $873759.97    | 0.09%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.05 02/01/30                                                                                                                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1146601.74   | 0.11%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Formfactor Inc                                                                                   | Formfactor Inc COM                                                                                                                                     | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3900 | NS      | $378261.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                                                              | Visteon Corporation COM NEW                                                                                                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       700 | NS      | $63777.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                               | DUK 3.5 06/01/29                                                                                                                                       | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    740000 | PA      | $718860.86    | 0.07%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                              | Compass Minerals International Inc. COM                                                                                                                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       700 | NS      | $16345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-66123.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Diodes Incorporated                                                                              | Diodes Incorporated COM                                                                                                                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2000 | NS      | $136520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5585                                                                                                                                              | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469145 | PA      | $462883.93    | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 4.5 03/15/29                                                                                                                                     | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    410000 | PA      | $396470.00    | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fulton Financial Corporation                                                                     | Fulton Financial Corporation COM                                                                                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     10500 | NS      | $213570.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A21617                                                                                                                                              | CUSIP: 31296XYN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1276 | PA      | $1284.24      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ORD NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       603 | NS      | $102801.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Academedia Ab                                                                                    | Academedia Ab NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |     31898 | NS      | $338940.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | The Charles Schwab Corporation COM                                                                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     52600 | NS      | $4943348.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.75 01/15/28                                                                                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50128.67     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual S.A.                                                                           | Banco BTG Pactual S.A. UNITS(1COM & 2PRF A) 02/17                                                                                                      | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |     61600 | NS      | $672743.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                                                                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40049.86     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 5.125 04/30/31 144A                                                                                                                                | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163249.94    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | Western Digital Corp. COM                                                                                                                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      9500 | NS      | $2569655.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 02/15/30 144A                                                                                                                              | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25562.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.484 10/23/45                                                                                                                                    | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    172000 | PA      | $158431.21    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46                                                   | WFCM 2018-C46 A3                                                                                                                                       | CUSIP: 95001QAT8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1042497.65   | 0.10%             | 2051-08-17      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.25 03/22/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $227774.69    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-C TRUST                                                      | SOFI 2019-C A2FX                                                                                                                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107208 | PA      | $104349.51    | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | Takeda Pharmaceutical Co Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      3200 | NS      | $117849.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                                               | Eicher Motors Ltd. INR1                                                                                                                                | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      8345 | NS      | $584304.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                                       | Woodside Energy Group Ltd. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     14282 | NS      | $339019.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 1.5 06/26/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    684000 | PA      | $719826.76    | 0.07%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4100                                                                                                                                              | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545502 | PA      | $443713.62    | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Genworth Financial Inc.                                                                          | Genworth Financial Inc. COM SHS                                                                                                                        | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     30100 | NS      | $244412.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C8                                                            | UBSCM 2018-C8 A4                                                                                                                                       | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1622995.94   | 0.16%             | 2051-02-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners, LP                                                                      | ENBCN 3.375 10/15/26                                                                                                                                   | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164083.88    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hochtief AG                                                                                      | Hochtief AG NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      1608 | NS      | $731433.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 6.5 02/15/37                                                                                                                                     | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $1007794.58   | 0.10%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 5.95 05/15/37                                                                                                                                   | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126139.13    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                                                         | Wallenius Wilhelmsen ASA NOK0.52                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NBN0URT3RA3Y54 | Long             | EC               | CORP              | NO        |     14150 | NS      | $180076.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                          | SASOL 4.375 09/18/26                                                                                                                                   | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198826.00    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                                           | Citigroup Capital XIII FIXED/FLOAT TRUST PREFERRED SECURITIES                                                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3000 | NS      | $88050.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.25 02/01/32                                                                                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1083500.80   | 0.11%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                                            | PEAC 2026-1A B                                                                                                                                         | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $598610.46    | 0.06%             | 2033-07-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                                 | LNT 2.3 06/01/30                                                                                                                                       | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    315000 | PA      | $288123.94    | 0.03%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3810.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | The Allstate Corporation COM                                                                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     11500 | NS      | $2384410.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Co. COM                                                                                                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     39100 | NS      | $3112751.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                                             | Peabody Energy Corp. COM                                                                                                                               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      7000 | NS      | $230650.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                                                     | Sanmina Corp COM                                                                                                                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1300 | NS      | $168532.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc.                                                                         | NWPX Infrastructure Inc. COM                                                                                                                           | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      1400 | NS      | $109004.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-65537.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 620579                                                                                                                                              | CUSIP: 36290XM49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6231 | PA      | $6245.89      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extendicare Inc. of Canada                                                                       | Extendicare Inc. of Canada COM NPV                                                                                                                     | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |     19800 | NS      | $374621.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6112.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                                                                     | Madrigal Pharmaceuticals Inc COM                                                                                                                       | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       170 | NS      | $88989.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker Solutions ASA                                                                               | Aker Solutions ASA NOK1.08                                                                                                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     17572 | NS      | $84086.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Worthington Steel Inc.                                                                           | Worthington Steel Inc. COM SHS                                                                                                                         | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      3500 | NS      | $106225.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc.                                                                          | TETRA Technologies Inc. COM                                                                                                                            | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      2600 | NS      | $22152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chroma Ate Inc                                                                                   | Chroma Ate Inc TWD10                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9000 | NS      | $431859.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                                           | Applied Materials Inc. COM                                                                                                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     10200 | NS      | $3486258.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                          | CHTR 5.5 09/01/41                                                                                                                                      | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120477.74    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                           | BX 2024-AIRC A                                                                                                                                         | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693801 | PA      | $694451.37    | 0.07%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.125 08/17/27                                                                                                                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197426.51    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                              | TPMT 2024-CES5 A1                                                                                                                                      | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488315 | PA      | $487362.75    | 0.05%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8429                                                                                                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381320 | PA      | $387352.38    | 0.04%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD LTD                                                                          | Cushman And Wakefield Ltd. COMMON SHARES                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16300 | NS      | $199838.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Holdings LLC                                                                               | SBH 6.75 04/01/32                                                                                                                                      | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102414.48    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO O'HARE INTERNATIONAL AIRPORT (IL)                                                        | IL CHITRN 6.39 01/01/2040                                                                                                                              | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $175210.23    | 0.02%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG Energy, Inc. COM NEW                                                                                                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1000 | NS      | $146140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 4.8 02/15/44                                                                                                                                        | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13089.08     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 7.375 08/31/32 144*                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $131698.20    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                                   | SMG 4.375 02/01/32                                                                                                                                     | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209301.49    | 0.02%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance PLC                                                                 | BATSLN 5.931 02/02/29                                                                                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31133.68     | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                                   | GSKY 2024-1 A4                                                                                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36347 | PA      | $36866.88     | 0.00%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.375 02/15/29 144A                                                                                                                                | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47518.13     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | EUR/CZK FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2174.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                                                | Mazda Motor Corp. NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |      7800 | NS      | $53350.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 5.75 03/15/31 144A                                                                                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128113.95    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd.                                                                      | Samsung Electronics Co Ltd. KRW100                                                                                                                     | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     22018 | NS      | $2575255.92   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | XEL 4.8 09/15/41                                                                                                                                       | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93703.43     | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MORTGAGE TRUST                                                                 | BMARK 2018-B2 A4                                                                                                                                       | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1387304.80   | 0.14%             | 2051-02-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.974 02/07/30 MTN                                                                                                                                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113402.12    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                                    | GSKY 2025-3A A3                                                                                                                                        | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351075 | PA      | $350641.56    | 0.03%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2                                                          | OMFIT 2022-2A D                                                                                                                                        | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $803721.76    | 0.08%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    493000 | NC      | $7083.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                                         | CIACN 7.875 07/15/32 144A                                                                                                                              | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $181781.25    | 0.02%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Conduent Inc                                                                                     | Conduent Inc COM                                                                                                                                       | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     78441 | NS      | $100404.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS1                                                             | LMAT 2021-GS1 A1                                                                                                                                       | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100285 | PA      | $100326.59    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                                                    | Frontdoor Inc COM                                                                                                                                      | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      5100 | NS      | $269586.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.323 04/26/28                                                                                                                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84975.98     | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $53528.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co.                                                                     | CITCOR 2.55 07/01/30 144A                                                                                                                              | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323010.38    | 0.03%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.125 PERP V                                                                                                                                       | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388806.50    | 0.04%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Standard Motor Products, Inc.                                                                    | Standard Motor Products, Inc. COM                                                                                                                      | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       900 | NS      | $31266.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4550                                                                                                                                              | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956085 | PA      | $883131.42    | 0.09%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd.                                                               | Hon Hai Precision Industry Co Ltd. TWD10                                                                                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     31000 | NS      | $189495.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/DIFL US LLC                                                    | DIGDIF 8.625 08/01/32 144A                                                                                                                             | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |    340000 | PA      | $345031.18    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    246000 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                                             | Astellas Pharma Inc. NPV                                                                                                                               | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     54500 | NS      | $888448.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Pantoro Gold Ltd.                                                                                | Pantoro Gold Ltd. NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900ZMQXTNJJIP4K51 | Long             | EC               | CORP              | AU        |     17250 | NS      | $40254.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    243000 | NC      | $0.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -250000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5 02/01/31 144A                                                                                                                                    | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225628.31    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    250000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                               | Prudential Investment Portfolios 2 PGIM INSTL MONEY                                                                                                    | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | EC               | RF                | US        |    187108 | NS      | $186976.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL C                                                                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     43940 | NS      | $12604628.40  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                                | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     99500 | PA      | $99151.75     | 0.01%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                                       | BOSCOL 3.129 07/01/52                                                                                                                                  | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    279000 | PA      | $188082.77    | 0.02%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4737                                                                                                                                              | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587600 | PA      | $582486.90    | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                                    | SK Hynix Inc. KRW5000                                                                                                                                  | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      3041 | NS      | $1725357.35   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                                                                      | Vaxcyte Inc COM                                                                                                                                        | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       700 | NS      | $40677.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 6.036 11/15/33 144A                                                                                                                               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $342605.50    | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                                 | VBTEL 2026-1A C2                                                                                                                                       | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491272.45    | 0.05%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                                 | Concentrix Corp. COM                                                                                                                                   | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     34800 | NS      | $952128.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.25 06/01/31                                                                                                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $470375.90    | 0.05%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | Marsh & McLennan Companies, Inc. COM                                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2600 | NS      | $450970.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                                                                      | Tanger Inc. COM                                                                                                                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       400 | NS      | $13592.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                                                                        | Crane Co. COMMON STOCK                                                                                                                                 | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     16300 | NS      | $2787300.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -2520000 | OU      | $-2777.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 4.75 02/01/32                                                                                                                                      | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194883.62    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pangaea Logistics Solutions Ltd                                                                  | Pangaea Logistics Solutions Ltd SHS                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4400 | NS      | $31152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 2.75 05/15/40                                                                                                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10896.22     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                                                                      | Aurinia Pharmaceuticals Inc COM                                                                                                                        | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      8500 | NS      | $125970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MLP Saglik Hizmetleri AS                                                                         | MLP Saglik Hizmetleri AS TRY1                                                                                                                          | CUSIP: 000000000<br>LEI: 789000M2LTGHSXVOQL65 | Long             | EC               | CORP              | TR        |      6300 | NS      | $60849.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM4 TRUST                                                                             | PRPM 2025-NQM4 A1                                                                                                                                      | CUSIP: 69392VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551176 | PA      | $547626.32    | 0.05%             | 2070-07-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                                                | Ciena Corporation COM NEW                                                                                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5100 | NS      | $1979973.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                                                                    | Block(H&R)Inc COM                                                                                                                                      | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      4700 | NS      | $149178.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.85 03/15/44                                                                                                                                      | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166972.78    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini S&P 500 Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        27 | NC      | $-220582.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $345.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 02/15/42                                                                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4310000 | PA      | $3140912.50   | 0.31%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -245000 | NC      | $-3096.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandridge Energy, Inc.                                                                           | Sandridge Energy, Inc. COM NEW                                                                                                                         | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      6200 | NS      | $101122.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.625 03/01/48                                                                                                                                      | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $385989.62    | 0.04%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Maple Leaf Foods Inc.                                                                            | Maple Leaf Foods Inc. COM NPV                                                                                                                          | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |      9000 | NS      | $194091.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.2 03/01/47                                                                                                                                      | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17673.93     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 6.625 01/16/34                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $437879.97    | 0.04%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -244000 | NC      | $-1329.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4282                                                                                                                                              | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881599 | PA      | $749172.83    | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                                        | CK Hutchison Holdings Ltd. HKD1                                                                                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     70000 | NS      | $537321.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | PLN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14364.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eplus Inc                                                                                        | Eplus Inc COM                                                                                                                                          | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      2900 | NS      | $218225.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                                                                          | QXO INC                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $370000.00    | 0.04%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evertec Inc                                                                                      | Evertec Inc COM                                                                                                                                        | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1800 | NS      | $50796.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                                          | CSAIL 2017-C8 A3                                                                                                                                       | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722545 | PA      | $711881.30    | 0.07%             | 2050-06-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NJ TRUST 2023-GSP                                                                                | NJ 2023-GSP A                                                                                                                                          | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $518159.35    | 0.05%             | 2029-01-06      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                        | WIN 8.25 10/01/31 144A                                                                                                                                 | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62846.22     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 02/15/29 144A                                                                                                                                  | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $18319.75     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Telecom S.A.U                                                                            | CLNXSM 1.75 10/23/30 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $316375.79    | 0.03%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                                                                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53824.71     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.449 07/20/29                                                                                                                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234219.22    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc.                                                                               | PROG Holdings Inc. COM NPV                                                                                                                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1500 | NS      | $43035.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | Marathon Petroleum Corp. COM                                                                                                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       900 | NS      | $219762.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                                                                  | ScanSource Inc. COM                                                                                                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1000 | NS      | $36300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                                         | DVN 5.6 07/15/41                                                                                                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33876.06     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                                                                      | First Bancorp Puerto Rico COM NEW                                                                                                                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1000 | NS      | $21360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS SLF VI GP: A2                                                                                | HPS SLF VI GP: A2                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29144 | PA      | $29144.00     | 0.00%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |   3400000 | NC      | $-38792.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7551                                                                                                                                              | CUSIP: 3132DVL86<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    990523 | PA      | $885566.00    | 0.09%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT Media Inc                                                                               | OUTFRONT Media Inc COM NEW                                                                                                                             | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      8300 | NS      | $219950.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                                                                        | Neste Oyj NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      1105 | NS      | $35909.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca S.p.A.                                                                                | BPER Banca S.p.A. NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     14359 | NS      | $188177.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                                     | Autodesk Inc COM                                                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     10500 | NS      | $2513700.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES7                                                                    | RCKT 2025-CES7 A1A                                                                                                                                     | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |    403684 | PA      | $404519.33    | 0.04%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | Northrop Grumman Corporation COM                                                                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1500 | NS      | $1023360.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1317062.50   | 0.13%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                             | OBX 2025-NQM13 A1                                                                                                                                      | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |    934544 | PA      | $937454.81    | 0.09%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                                   | WFCM 2017-C38 A4                                                                                                                                       | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580949 | PA      | $573889.91    | 0.06%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5.375 01/21/29                                                                                                                                   | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $198500.00    | 0.02%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cvc Cordatus Loan Fund XIV Designated Activity Company                                           | CORDA 14A A2R                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-O            | CORP              | IE        |    644329 | PA      | $735467.47    | 0.07%             | 2032-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                 | SRE 4.15 05/15/48                                                                                                                                      | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180052.84    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                         | Group 1 Automotive, Inc. COM                                                                                                                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       550 | NS      | $181846.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Holding II LLC                                                                           | BSPEED 10.5 04/03/31 144A                                                                                                                              | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697266.00    | 0.07%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                                            | Petco Health and Wellness Company Inc COM                                                                                                              | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      5600 | NS      | $15568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D Amico International Shipping SA                                                                | D Amico International Shipping SA NPV (POST SPLIT)                                                                                                     | CUSIP: 000000000<br>LEI: 2221005IWV4R4EP4D553 | Long             | EC               | CORP              | LU        |     40630 | NS      | $354081.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   3757000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY VA                                                                                    | VA UNIHGR 4.18 09/01/2117                                                                                                                              | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |     80000 | PA      | $58114.16     | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725594                                                                                                                                              | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12175 | PA      | $12408.12     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Integra LifeSciences Holdings Corporation                                                        | Integra LifeSciences Holdings Corporation COM NEW                                                                                                      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      1400 | NS      | $13188.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                                                                | Alpha Metallurgical Resources Inc COM                                                                                                                  | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       100 | NS      | $20527.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING XXVIII LTD                                                                  | MDPK 2018-28A BR                                                                                                                                       | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752101.23   | 0.17%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G03609                                                                                                                                              | CUSIP: 3128M5KW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5713 | PA      | $5902.34      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                                                                        | Enpro Inc COM                                                                                                                                          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1250 | NS      | $313312.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                                | NatWest Group PLC ORD GBP1.0769                                                                                                                        | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    126950 | NS      | $940438.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK - UNFUNDED                                                                   | CLOUDHQ VA B1 QUICK - UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240859 | PA      | $240859.35    | 0.02%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CIFC FUNDING 2023-I LTD                                                                          | CIFC 2023-1A A1R                                                                                                                                       | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2849267.55   | 0.28%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 01/30/28 144A                                                                                                                                  | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $126696.00    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2025-H7 MORTGAGE TRUST                                                                     | CROSS 2025-H7 A1                                                                                                                                       | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463940 | PA      | $461242.53    | 0.05%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 1.65 03/03/33 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    100000 | PA      | $94021.17     | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                                         | Turning Point Brands Inc COM                                                                                                                           | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       600 | NS      | $52074.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-RCF6 LLC                                                                               | PRPM 2024-RCF6 A1                                                                                                                                      | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625475 | PA      | $611919.50    | 0.06%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.593 07/21/28 GMTN                                                                                                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158310.27    | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                                   | Open Text Corp COM NPV                                                                                                                                 | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      6400 | NS      | $142620.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp.                                                                            | Kioxia Holdings Corp. NPV                                                                                                                              | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      5100 | NS      | $666060.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                  | GEN 6.25 04/01/33 144A                                                                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64241.71     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rush Street Interactive Inc                                                                      | Rush Street Interactive Inc COM                                                                                                                        | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $30450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd.                                                                      | Samsung Electronics Co Ltd. N/VTG PFD KRW100                                                                                                           | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      3081 | NS      | $248709.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Donnelley Financial Solutions Inc                                                                | Donnelley Financial Solutions Inc COM                                                                                                                  | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1100 | NS      | $51854.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.15 03/15/34                                                                                                                                      | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340664.77    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co.                                                                             | EE 6 05/15/35                                                                                                                                          | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137453.04    | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8 PERP 144A                                                                                                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655353.38    | 0.06%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | Caterpillar Inc COM                                                                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      6200 | NS      | $4392452.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.511 10/20/32 MTN                                                                                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189870.27    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS DEUTSCHE TELEKOM AG                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $336.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 5 01/09/38                                                                                                                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     89481 | PA      | $67468.67     | 0.01%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                              | Danaher Corporation COM                                                                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     17800 | NS      | $3374880.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.541 01/21/47                                                                                                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209537.07    | 0.02%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                                           | MSCI Emerging Markets Index Futures - ICUS, Jun26                                                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        16 | NC      | $-43002.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yale University                                                                                  | YALUNI 1.482 04/15/30 2020                                                                                                                             | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    595000 | PA      | $537859.83    | 0.05%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL ENERGY SERVICES REUNITED CORP                                                           | National Energy Services Reunited Corp. COM NPV                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      4100 | NS      | $88027.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -496000 | NC      | $-2557.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -491000 | NC      | $-1988.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-CES2                                                              | TPMT 2023-CES2 A1A                                                                                                                                     | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131553 | PA      | $132330.29    | 0.01%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -813000 | NC      | $-23807.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                                                                          | QXO INC                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190000.00    | 0.02%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Ardelyx Inc                                                                                      | Ardelyx Inc COM                                                                                                                                        | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |      2800 | NS      | $16772.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                                        | Linde PLC COM EUR0.001                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      4500 | NS      | $2230920.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 3.49 05/15/27                                                                                                                                       | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    548000 | PA      | $542151.50    | 0.05%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley COM NEW                                                                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     35800 | NS      | $5891606.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594795                                                                                                                                              | CUSIP: 36201VXY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       424 | PA      | $429.84       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5 05/15/50                                                                                                                                          | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140968.35    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 09/16/30 144A                                                                                                                              | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $398300.00    | 0.04%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | Conagra Brands Inc COM                                                                                                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     52200 | NS      | $820584.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 2.875 08/15/30                                                                                                                                    | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159277.21    | 0.02%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                                               | NextEra Energy Inc COM                                                                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1700 | NS      | $157896.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                                                                      | Huron Consulting Group Inc. COM                                                                                                                        | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       500 | NS      | $63745.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS SOFTBANK GROUP CORP                                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-392.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                              | Viavi Solutions Inc COM                                                                                                                                | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     12000 | NS      | $399360.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                                                                    | Janus International Group Inc COMMON STOCK                                                                                                             | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9200 | NS      | $47380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 5.375 05/01/47                                                                                                                                    | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96529.47     | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 3.25 08/01/50                                                                                                                                      | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $142810.29    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                                              | TPMT 2024-CES3 A1                                                                                                                                      | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166435 | PA      | $167776.34    | 0.02%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                     | Cummins Inc. COM                                                                                                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      6400 | NS      | $3443328.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.125 01/31/30 144A                                                                                                                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71681.39     | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | PHP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2674.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINERALYS THERAPEUTICS INC                                                                       | Mineralys Therapeutics Inc. COM                                                                                                                        | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $78561.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Financiere Richemont Sa                                                                | Compagnie Financiere Richemont Sa CHF1 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       770 | NS      | $135955.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Power Company                                                                               | AEP 4.15 04/01/48                                                                                                                                      | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $135179.11    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.375 06/01/29 144A                                                                                                                               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $369938.80    | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.875 02/15/32 144A                                                                                                                                | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229394.68    | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California BanCorp                                                                               | California BanCorp COM                                                                                                                                 | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |      3800 | NS      | $67336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/s                                                                   | Scandinavian Tobacco Group A/s DKK1                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |     25568 | NS      | $269315.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2007-A1 4A1                                                                                                                                      | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1342 | PA      | $1350.86      | 0.00%             | 2035-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ATEGRITY SPECIALTY INSURANCE COMPANY HOLDINGS                                                    | Ategrity Specialty Holdings LLC COM                                                                                                                    | CUSIP: 04681Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $37563.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -244000 | NC      | $-3939.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins India Ltd.                                                                               | Cummins India Ltd. INR2                                                                                                                                | CUSIP: 000000000<br>LEI: 3358002PR6NKJRU4YS77 | Long             | EC               | CORP              | IN        |      7854 | NS      | $376055.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412087.90    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5552                                                                                                                                              | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014403 | PA      | $1001203.31   | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                                                 | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54054 | PA      | $53243.24     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS UNITEDHEALTH GROUP INC                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $406.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                                     | WMB 5.4 03/04/44                                                                                                                                       | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162946.60    | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8.125 05/14/30 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $304841.63    | 0.03%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-1552.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                                     | Bread Financial Holdings Inc COM                                                                                                                       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3000 | NS      | $224670.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT 2025-7 MORTGAGE LOAN TRUST                                                                  | COLT 2025-7 A1                                                                                                                                         | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-O            | CORP              | US        |    517304 | PA      | $518772.21    | 0.05%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mercury General Corporation                                                                      | Mercury General Corporation COM                                                                                                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1400 | NS      | $123410.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                                                             | Schindler Holding AG CHF0.10 (REGD)                                                                                                                    | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       100 | NS      | $31495.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF                                                                         | CA BAYTRN 6.26 04/01/2049                                                                                                                              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    220000 | PA      | $229860.30    | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| OceanaGold Corp.                                                                                 | OceanaGold Corp. COM NEW                                                                                                                               | CUSIP: 675222400<br>LEI: 549300CBMSE8I9N3E232 | Long             | EC               | CORP              | CA        |      8800 | NS      | $277455.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S ARTFI MASTER TRUST                                                                     | ARTFI 2026-1A A1                                                                                                                                       | CUSIP: 83589DAA4<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $399377.56    | 0.04%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES2                                                              | TPMT 2025-CES2 A1                                                                                                                                      | CUSIP: 89183KAA5<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-O            | CORP              | US        |    411323 | PA      | $411331.65    | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                            | Jackson Financial Inc COM CL A                                                                                                                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2600 | NS      | $274872.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                                                   | CLP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1819.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594822                                                                                                                                              | CUSIP: 36201VYT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       540 | PA      | $552.63       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | Gilead Sciences Inc. COM                                                                                                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     20000 | NS      | $2787400.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.271 07/23/29 MTN                                                                                                                                | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348553.47    | 0.03%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                                              | SAN 2025-NQM2 A1                                                                                                                                       | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504878 | PA      | $507745.41    | 0.05%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | Commercial Metals Company COM                                                                                                                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      5550 | NS      | $340936.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd.                                                                                         | ABB Ltd. CHF0.12 (REGD)                                                                                                                                | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     14271 | NS      | $1160345.99   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IRHYTHM HOLDINGS INC                                                                             | iRhythm Holdings Inc. COM                                                                                                                              | CUSIP: 450056106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $59010.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $986126.64    | 0.10%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                         | COXENT 5.45 09/01/34 144A                                                                                                                              | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1324772.45   | 0.13%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG 3.9 04/01/35                                                                                                                                       | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110323.50    | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4158                                                                                                                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489092 | PA      | $398335.58    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Compass Therapeutics Inc                                                                         | Compass Therapeutics Inc COM                                                                                                                           | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12800 | NS      | $67712.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN STATE BUYER INC                                                                           | GOLDEN STATE BUYER INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123750.00    | 0.01%             | 2031-03-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.25 04/15/31 144A                                                                                                                                 | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29810.59     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.625 04/01/32 144A                                                                                                                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359994.71    | 0.04%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries Ltd.                                                               | Sun Pharmaceutical Industries Ltd. INR1(DEMAT)                                                                                                         | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |      9214 | NS      | $172331.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  10700000 | OU      | $108963.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-ACES1                                                              | JPMMT 2026-ACES1 A1                                                                                                                                    | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490336 | PA      | $487518.68    | 0.05%             | 2065-10-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-24.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $311017.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-2A C                                                                                                                                        | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1201422.60   | 0.12%             | 2033-07-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 4.25 04/01/29 O                                                                                                                                     | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312341.30    | 0.03%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPG RE FINANCE TRUST INC                                                                         | TPG RE Finance Trust Inc. COM                                                                                                                          | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $42174.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                                                       | Xenia Hotels & Resorts Inc COM                                                                                                                         | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      5800 | NS      | $86014.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.55 05/01/28 144A                                                                                                                              | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    485000 | PA      | $493187.77    | 0.05%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS CDX.NA.HY.42.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1448.71      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.125 07/09/30 *                                                                                                                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    230170 | PA      | $218154.74    | 0.02%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Centrais Elet Bras Sa Eletrobras                                                                 | Centrais Elet Bras Sa Eletrobras COM NPV                                                                                                               | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |      5400 | NS      | $61007.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc.                                                                                   | Celestica Inc. COM                                                                                                                                     | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      1700 | NS      | $479558.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK V4.954 07/08/33                                                                                                                                 | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1095000 | PA      | $1089675.34   | 0.11%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V2.871 04/19/32 144A                                                                                                                               | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    685000 | PA      | $621843.55    | 0.06%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Diploma PLC                                                                                      | Diploma PLC ORD GBP0.05                                                                                                                                | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      1440 | NS      | $114972.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | Fidelity National Information Services Inc COM                                                                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     58800 | NS      | $2758308.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                                                      | TALKLN 11.75 03/01/28 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    125727 | PA      | $0.17         | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Dycom Industries, Inc.                                                                           | Dycom Industries, Inc. COM                                                                                                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       240 | NS      | $81316.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc.                                                                              | ABM Industries Inc. COM                                                                                                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       800 | NS      | $30816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  10700000 | OU      | $95.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.7 02/04/56                                                                                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    365000 | PA      | $338085.09    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2026-3 LTD                                                                          | ELD 2026-3A A                                                                                                                                          | CUSIP: 28473CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999776.00   | 0.20%             | 2038-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ROLAND CORP                                                                                      | Roland Corp. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5300 | NS      | $130122.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.5 05/15/35                                                                                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118446.23    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd.                                                                   | ASE Technology Holding Co Ltd. TWD10                                                                                                                   | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     13000 | NS      | $143080.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | Roper Technologies Inc COM                                                                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       400 | NS      | $141544.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                                               | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $44644.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8135                                                                                                                                              | CUSIP: 3132DWBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1596951 | PA      | $1357240.13   | 0.13%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameris Bancorp                                                                                   | Ameris Bancorp COM                                                                                                                                     | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1500 | NS      | $116985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel S.p.A.                                                                                      | Enel S.p.A. EUR1                                                                                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     91521 | NS      | $1000583.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCI Industries                                                                                   | LCI Industries COM                                                                                                                                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1800 | NS      | $221364.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                                     | Southern Co. COM                                                                                                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2500 | NS      | $241300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd                                                                    | Geely Automobile Holdings Ltd HKD0.02                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |     77000 | NS      | $208531.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5810.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc.                                                                            | Douglas Dynamics Inc. COM                                                                                                                              | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      2600 | NS      | $109434.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                                                               | Kinross Gold Corp. COM NPV                                                                                                                             | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     29400 | NS      | $898844.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 6.625 02/01/32 144A                                                                                                                                 | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71646.38     | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 2.4 10/15/28                                                                                                                                        | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2184612.94   | 0.21%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Compass Inc.                                                                                     | Compass Inc. CL A                                                                                                                                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     11700 | NS      | $85527.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orlen SA                                                                                         | Orlen SA PLN1.25                                                                                                                                       | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |      3262 | NS      | $118196.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                                           | RWE AG NPV                                                                                                                                             | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      2401 | NS      | $161536.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: A2                                                                     | HPS SLF VI GP - UNFUNDED: A2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80145 | PA      | $80145.00     | 0.01%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4514                                                                                                                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313145 | PA      | $289002.06    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 02/01/32                                                                                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82546.04     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indian Oil Corp Ltd.                                                                             | Indian Oil Corp Ltd. INR10                                                                                                                             | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |    370532 | NS      | $528947.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Railway Finance Corp Ltd.                                                                 | INRCIN 3.57 01/21/32 144A                                                                                                                              | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $187698.00    | 0.02%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                                | ABIBB 4.7 02/01/36 *                                                                                                                                   | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146167.29    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                                                                       | Bumble Inc COM CL A                                                                                                                                    | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38400 | NS      | $125184.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New China Life Insurance Co Ltd.                                                                 | New China Life Insurance Co Ltd. 'H'CNY1                                                                                                               | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |     63300 | NS      | $376851.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2023-1 LTD                                                                    | ROCKT 2023-1A A1R                                                                                                                                      | CUSIP: 77341RAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000541.60   | 0.20%             | 2038-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-Ubs11                                                        | MSC 2016-UB11 A3                                                                                                                                       | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571564 | PA      | $567994.78    | 0.06%             | 2049-08-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                          | AQNCN 5.365 06/15/26                                                                                                                                   | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $335166.73    | 0.03%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Ingredion Incorporated                                                                           | Ingredion Incorporated COM                                                                                                                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     11500 | NS      | $1295590.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Biprogy Inc                                                                                      | Biprogy Inc NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2500 | NS      | $73586.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                                                     | ODART 2023-1A C                                                                                                                                        | CUSIP: 682685AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $409192.40    | 0.04%             | 2031-02-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        13 | NC      | $-20229.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pricesmart Inc                                                                                   | Pricesmart Inc COM                                                                                                                                     | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1100 | NS      | $165550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                                                                                     | Hitachi Ltd. NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      2900 | NS      | $85072.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                                | OKE 6.2 09/15/43                                                                                                                                       | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204754.43    | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.125 05/01/29 144A                                                                                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    170000 | PA      | $168111.25    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cvc Cordatus Loan Fund XV Designated Activity Company                                            | CORDA 15A ARR                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-O            | CORP              | IE        |   2000000 | PA      | $2311700.00   | 0.23%             | 2039-02-28      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A D                                                                                                                                        | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206262.74    | 0.02%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-157882.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 4.95 03/16/36 144A                                                                                                                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153777.30    | 0.02%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 5.875 03/01/32 144A                                                                                                                                | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86571.40     | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97258.24     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VERA THERAPEUTICS INC                                                                            | Vera Therapeutics Inc. CL A                                                                                                                            | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $52299.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                                            | UBSCM 2017-C5 A4                                                                                                                                       | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    899906 | PA      | $884886.79    | 0.09%             | 2050-11-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                                           | MSCI EAFE Index Futures - ICUS, Jun26                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        16 | NC      | $-34882.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                                                      | Cognex Corp COM                                                                                                                                        | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      8800 | NS      | $431112.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sansera Engineering Ltd.                                                                         | Sansera Engineering Ltd. INR2.00                                                                                                                       | CUSIP: 000000000<br>LEI: 335800XI377HHFNG6381 | Long             | EC               | CORP              | IN        |      2600 | NS      | $57432.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2026-INV2                                                                                   | EFMT 2026-INV2 A1                                                                                                                                      | CUSIP: 26846TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397764 | PA      | $392560.02    | 0.04%             | 2071-02-25      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                                                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59162.47     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Caretrust Reit Inc                                                                               | Caretrust Reit Inc COM                                                                                                                                 | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      7500 | NS      | $274875.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -214000 | NC      | $-1595.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc.                                                                               | ManpowerGroup Inc. COM                                                                                                                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      7200 | NS      | $212112.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-Gc46                                                    | CGCMT 2020-GC46 A4                                                                                                                                     | CUSIP: 17328RAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1284140.90   | 0.13%             | 2053-02-18      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Materials Corp.                                                                       | Mitsubishi Materials Corp. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 35380076QOBOSOUBRT89 | Long             | EC               | CORP              | JP        |      1800 | NS      | $56722.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS ALPHABET INC                                                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $11271.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                                   | Constellium SE CL A SHS                                                                                                                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      6800 | NS      | $167144.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                                                                            | Emaar Properties PJSC AED1                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    222191 | NS      | $727106.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2024-RVR                                                       | GSMS 2024-RVR A                                                                                                                                        | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1106468.77   | 0.11%             | 2041-08-12      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 7.5 04/01/2034                                                                                                                                  | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17241.96     | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.115 05/23/31                                                                                                                                    | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1085957.37   | 0.11%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -493000 | NC      | $-1342.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UniCredit S.p.A. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      8474 | NS      | $607957.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | Apple Inc. COM                                                                                                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    123754 | NS      | $31407527.66  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                                                             | Ingevity Corporation COM                                                                                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2200 | NS      | $156706.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS STANDARD CHARTERED BANK                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1138.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                    | Koninklijke Ahold Delhaize NV EUR0.01                                                                                                                  | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     19685 | NS      | $916714.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 01/30/30 144A                                                                                                                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $32662.00     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                                          | MTN 2022-LPFL E                                                                                                                                        | CUSIP: 62475WAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499894.60    | 0.05%             | 2039-03-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| OR Royalties Inc.                                                                                | OR Royalties Inc. COM SHS                                                                                                                              | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |       600 | NS      | $22846.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-64178.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TRUST                                                           | STRE 2025-1A A                                                                                                                                         | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365286 | PA      | $366450.06    | 0.04%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NLIGHT INC                                                                                       | Nlight Inc. COM                                                                                                                                        | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $51318.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of India                                                                      | EXIMBK 3.875 02/01/28 144A                                                                                                                             | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $197600.00    | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Puma Biotechnology Inc                                                                           | Puma Biotechnology Inc COM                                                                                                                             | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $20448.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                                                                   | Transocean Ltd COM CHF0.10                                                                                                                             | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     18500 | NS      | $122655.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                                     | Chevron Corp. COM                                                                                                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19725 | NS      | $4081102.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | The Procter & Gamble Co. COM                                                                                                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2200 | NS      | $317768.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                                                                       | Telos Corp COM                                                                                                                                         | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |      6900 | NS      | $28911.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                                                                | CBL & Associates Properties, Inc. COMMON STOCK                                                                                                         | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       900 | NS      | $34587.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                                                         | Hana Financial Group Inc. KRW5000                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2944 | NS      | $214608.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI BIOLOGICS (CAYMAN) INC                                                                      | Wuxi Biologics (Cayman) Inc. USD0.0000083                                                                                                              | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |     38500 | NS      | $165568.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co Ltd.                                                                              | Alps Alpine Co Ltd. NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     11400 | NS      | $154618.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST                                                                   | CROSS 2026-NQM1 A1                                                                                                                                     | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590468 | PA      | $584326.20    | 0.06%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2 08/15/51                                                                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9430000 | PA      | $5367732.81   | 0.52%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | Amphenol Corporation CL A                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1100 | NS      | $138985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'B'NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      1729 | NS      | $37037.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 4.25 10/31/26 144A                                                                                                                              | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199370.00    | 0.02%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Valhi Inc                                                                                        | Valhi Inc COM                                                                                                                                          | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $25025.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.95 12/01/47                                                                                                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $188837.29    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                                   | BHP Group Ltd. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      8287 | NS      | $299844.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atkore Inc                                                                                       | Atkore Inc COM                                                                                                                                         | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       700 | NS      | $41237.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                                  | Danske Bank A/S DKK10                                                                                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      1525 | NS      | $75155.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/SGD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19234.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                        | Shell PLC ORD EUR0.07                                                                                                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      8883 | NS      | $411416.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -243000 | NC      | $-3594.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 TRUST                                                                             | PRET 2024-RPL2 A1                                                                                                                                      | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424062 | PA      | $400183.84    | 0.04%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                                                       | Amneal Pharmaceuticals Inc COM STK CL A                                                                                                                | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      3900 | NS      | $48477.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Providence St Joseph Health                                                                      | PSJHOG 2.532 10/01/29 19A                                                                                                                              | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $177508.72    | 0.02%             | 2029-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Toyoda Gosei Co Ltd                                                                              | Toyoda Gosei Co Ltd NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |     10700 | NS      | $280475.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| APR CO LTD                                                                                       | Apr Co. Ltd. KRW100                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1719 | NS      | $392223.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS CNH PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    986000 | NC      | $6617.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.561 05/01/32                                                                                                                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165550.76    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                                                                | Airtel Africa PLC ORD USD0.5                                                                                                                           | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     68613 | NS      | $316397.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 801455                                                                                                                                              | CUSIP: 31405WMC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4153 | PA      | $4317.63      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd.                                                                       | Zijin Mining Group Co Ltd. 'H'CNY0.1                                                                                                                   | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     86000 | NS      | $386870.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.55 09/15/55                                                                                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $74772.58     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc.                                                                      | Organogenesis Holdings Inc. COM                                                                                                                        | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     10900 | NS      | $25833.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                             | Royal Bank of Canada COM NPV                                                                                                                           | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      1000 | NS      | $161656.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -250000 | NC      | $-91.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                                                                        | Capitec Bank Holdings Ltd ZAR0.01                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       230 | NS      | $56509.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    738000 | OU      | $4542.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    493000 | NC      | $12.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                                                                             | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $292336.19    | 0.03%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C14                                                           | UBSCM 2018-C14 A3                                                                                                                                      | CUSIP: 90278KAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620444 | PA      | $616195.26    | 0.06%             | 2051-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8269                                                                                                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373179 | PA      | $371600.24    | 0.04%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 753141                                                                                                                                              | CUSIP: 31403MWA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5255 | PA      | $5281.06      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2025-CES1                                                                         | TPMT 2025-CES1 A1                                                                                                                                      | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |    304864 | PA      | $306222.68    | 0.03%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD                                                                              | EMIR 2021-2 M1C                                                                                                                                        | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     42254 | PA      | $42322.99     | 0.00%             | 2034-04-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                           | SEE 6.125 02/01/28 144A                                                                                                                                | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25382.83     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Company                                                                | Northwest Natural Holding Company COM                                                                                                                  | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      3500 | NS      | $186270.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                    | COMM 2024-277P A                                                                                                                                       | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $208473.86    | 0.02%             | 2044-08-11      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH                                                                                  | MI UNVHGR 2.44 04/01/2040                                                                                                                              | CUSIP: 914455UF5<br>LEI: 549300MFOB21PM9P9H72 | Long             | DBT              | MUN               | US        |    215000 | PA      | $161382.92    | 0.02%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 10 02/07/33                                                                                                                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    240000 | PA      | $273420.00    | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                                       | Xerox Holdings Corporation COM NEW                                                                                                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     13400 | NS      | $17286.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27901.82     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | TACHEM 3.025 07/09/40                                                                                                                                  | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $187787.80    | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                              | Vontier Corporation COM                                                                                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      9800 | NS      | $347606.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                                                                              | Uranium Energy Corp. COM                                                                                                                               | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      4500 | NS      | $60750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                                                     | International Consolidated Airlines Group S.A. ORD EUR0.10 (CDI)                                                                                       | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |     94316 | NS      | $447653.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                                                                      | Arcutis Biotherapeutics Inc. COM                                                                                                                       | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $127224.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                                       | Allianz SE NPV(REGD)(VINKULIERT)                                                                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       259 | NS      | $109380.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ichor Holdings Ltd                                                                               | Ichor Holdings Ltd COM USD0.0001                                                                                                                       | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      2000 | NS      | $93220.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 5.5 01/15/28 144A                                                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272617.22    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 PERP H                                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608835.47    | 0.06%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 02/15/44                                                                                                                                       | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $3652312.50   | 0.36%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                                 | BNSF 6.7 08/01/28                                                                                                                                      | CUSIP: 12189TAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $142314.82    | 0.01%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SSR Mining Inc                                                                                   | SSR Mining Inc COM                                                                                                                                     | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |      2600 | NS      | $76440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    246000 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4876                                                                                                                                              | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153628 | PA      | $158002.62    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                                    | SUI 2.7 07/15/31                                                                                                                                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1248674.09   | 0.12%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc                                                                                  | Tripadvisor Inc COM                                                                                                                                    | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      1300 | NS      | $13858.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF ROMANIA                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $115.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2012.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ambea Ab (Publ)                                                                                  | Ambea Ab (Publ) NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      7629 | NS      | $107983.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERIMETER SOLUTIONS INC                                                                          | Perimeter Solutions Inc. COMMON STOCK                                                                                                                  | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $73260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                                                                                 | AdaptHealth Corporation COMMON STOCK                                                                                                                   | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $16660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                                                                | Fluor Corporation COM                                                                                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      3400 | NS      | $158610.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                                                     | National Vision Holdings Inc COM                                                                                                                       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       400 | NS      | $10360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6865                                                                                                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    780943 | PA      | $673039.37    | 0.07%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | Societe Generale S.A. EUR1.25                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     10568 | NS      | $771642.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-126.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $648000.23    | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    493000 | NC      | $12.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.55 03/13/33                                                                                                                                     | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376324.72    | 0.04%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Currys PLC                                                                                       | Currys PLC ORD GBP0.001                                                                                                                                | CUSIP: 000000000<br>LEI: 2138001E12GWLLDQQF16 | Long             | EC               | CORP              | GB        |     32375 | NS      | $53613.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastly Inc.                                                                                      | Fastly Inc. CL A                                                                                                                                       | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      8700 | NS      | $252822.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME MTG TR 2025-RTL1                                                                           | LHOME 2025-RTL1 A1                                                                                                                                     | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $602008.44    | 0.06%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 6.75 06/15/33 144A                                                                                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36134.00     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: A2                                                                     | HPS SLF VI IM - UNFUNDED: A2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120218 | PA      | $120218.00    | 0.01%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Sai Lifesciences Ltd.                                                                            | Sai Lifesciences Ltd. INR1                                                                                                                             | CUSIP: 000000000<br>LEI: 335800JBS3NY25NIBC93 | Long             | EC               | CORP              | IN        |     16222 | NS      | $167477.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc.                                                                               | TTEC Holdings Inc. COM                                                                                                                                 | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     11150 | NS      | $27875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | Honda Motor Co Ltd. NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     37400 | NS      | $302699.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NVent Electric PLC                                                                               | NVent Electric PLC COM USD0.01                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8000 | NS      | $946240.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.288 04/25/34                                                                                                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419893.98    | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4549                                                                                                                                              | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354336 | PA      | $312027.27    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                                                                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223620.67    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                                          | STACR 2021-DNA6 B1                                                                                                                                     | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $202156.24    | 0.02%             | 2041-10-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                                            | BDN 4.55 10/01/29                                                                                                                                      | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410478.24    | 0.04%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                                                                                                     | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23897.91     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   4230000 | OU      | $11738.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC TRUST 2018-RPL9                                                                             | CSMC 2018-RPL9 A                                                                                                                                       | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137890 | PA      | $132476.11    | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                                                                                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34254.90     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.3 04/15/47                                                                                                                                        | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441318.24    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24105.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 6 03/15/34 144A                                                                                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24157.93     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 01/31/33                                                                                                                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1588000.00   | 0.16%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kforce Inc                                                                                       | Kforce Inc COM                                                                                                                                         | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      2500 | NS      | $73100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc                                                                        | The Vita Coco Company Inc COM                                                                                                                          | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |       700 | NS      | $33537.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                                                           | CRISPR Therapeutics AG COM CHF0.03                                                                                                                     | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |       300 | NS      | $14271.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -8460000 | OU      | $-12676.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS ZAR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    250000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                                  | Leonardo S.p.A. NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      1924 | NS      | $130869.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                                                                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5965000 | PA      | $5410441.41   | 0.53%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194963.65    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Postal Realty Trust Inc                                                                          | Postal Realty Trust Inc CL A                                                                                                                           | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |      1100 | NS      | $20416.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                                               | Helix Energy Solutions Group, Inc. COM                                                                                                                 | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      4200 | NS      | $41538.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB (publ)                                                                               | Swedbank AB (publ) SER'A'NPV                                                                                                                           | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     19929 | NS      | $679250.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103818.75    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 6.25 02/15/29 144A                                                                                                                               | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $37500.00     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                         | APTV 5.15 09/13/34                                                                                                                                     | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $402428.40    | 0.04%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IPG Photonics Corp                                                                               | IPG Photonics Corp COM                                                                                                                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1800 | NS      | $206262.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS BANK OF NOVA SCOTIA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1389.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.75 02/15/28                                                                                                                                      | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $336027.40    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                        | Adobe Inc COM                                                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5900 | NS      | $1434172.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO BIOPHARMACEUTICAL LTD                                                                       | Sino Biopharmaceutical Ltd. HKD0.025                                                                                                                   | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | KY        |    110000 | NS      | $83569.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                                    | Clarivate PLC COM NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |    577600 | NS      | $1461328.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                                                                   | Red Violet Inc COM                                                                                                                                     | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       700 | NS      | $24220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8649                                                                                                                                              | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291619 | PA      | $298762.52    | 0.03%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 05/15/51                                                                                                                                       | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20810000 | PA      | $13016004.69  | 1.27%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -375000 | NC      | $-76.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Food & Life Companies Ltd.                                                                       | Food & Life Companies Ltd. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |      6300 | NS      | $375844.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-20536.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-NQM11 TRUST                                                                             | OBX 2025-NQM11 A1                                                                                                                                      | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-O            | CORP              | US        |    492877 | PA      | $494282.64    | 0.05%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS EUROPEAN INVESTMENT BANK                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-202.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   7515000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 8.5 01/15/36 144A                                                                                                                                 | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99100.97     | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 4.3 03/25/28                                                                                                                                       | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    359000 | PA      | $357793.10    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                            | FRIDPT 5.315 04/14/32 144A                                                                                                                             | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199026.00    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 6 06/15/29                                                                                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254059.21    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | CZK/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3084.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | Texas Capital Bancshares, Inc. COM                                                                                                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      2800 | NS      | $265664.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 4.75 01/30/30 144A                                                                                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33149.57     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HA Sustainable Infrastructure Capital Inc COM                                                                                                          | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      5100 | NS      | $187425.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 5.95 10/01/33                                                                                                                                      | CUSIP: 341081ER4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47982.44     | 0.00%             | 2033-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                            | SWOP CDS CDX.NA.IG.45.V1                                                                                                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        | -11560000 | OU      | $-3674.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 4.55 03/10/29                                                                                                                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497548.96    | 0.05%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                                                   | EFMT 2025-CES4 A1                                                                                                                                      | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |    495427 | PA      | $496180.99    | 0.05%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                                                                 | Haemonetics Corp COM                                                                                                                                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1600 | NS      | $90176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QFIN HOLDINGS INC                                                                                | Qfin Holdings Inc. AMERICAN DEP                                                                                                                        | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |     17100 | NS      | $220761.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke University Health System Inc.                                                               | DUKHEA 3.92 06/01/47 2017                                                                                                                              | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74658.68     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                     | Capgemini SE EUR8                                                                                                                                      | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      3510 | NS      | $414174.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                                                                         | Bloom Energy Corporation COM CL A                                                                                                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      2900 | NS      | $392921.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $20849.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QHSLI                                                                                            | Qinghai Salt Lake Industry Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 300300Q8WSV1OODU9092 | Long             | EC               | CORP              | CN        |    127200 | NS      | $694996.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLA Corp. COM NEW                                                                                                                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       500 | NS      | $736205.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $804.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                                  | Nordea Bank ABP NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     46047 | NS      | $792890.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5.401 07/02/37                                                                                                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3984.91      | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CBIZ Inc.                                                                                        | CBIZ Inc. COM                                                                                                                                          | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      4500 | NS      | $120825.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | The Bank of New York Mellon Corp. COM                                                                                                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     41850 | NS      | $4964665.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.125 07/20/45                                                                                                                                     | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    357000 | PA      | $314059.86    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Riyad Bank Ltd                                                                                   | Riyad Bank Ltd SAR10                                                                                                                                   | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     28415 | NS      | $225086.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'A'DKK1000                                                                                                                         | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        11 | NS      | $26933.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp.                                                                         | Perdoceo Education Corp. COM                                                                                                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      6800 | NS      | $253028.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                                                                       | Astra International Tbk PT IDR50                                                                                                                       | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    240700 | NS      | $88857.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 5.625 01/31/34 144A                                                                                                                                | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83217.63     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Laureate Education, Inc.                                                                         | Laureate Education, Inc. COMMON STOCK                                                                                                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      6900 | NS      | $240396.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/ZAR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13893.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 6.875 04/29/30                                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     68000 | PA      | $68040.80     | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4564                                                                                                                                              | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2215053 | PA      | $1950280.99   | 0.19%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $37002.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | Micron Technology Inc. COM                                                                                                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     11300 | NS      | $3817592.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd.                                                                   | Tata Consultancy Services Ltd. INR1                                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |      7353 | NS      | $185153.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX Corp. COM                                                                                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     21400 | NS      | $4128060.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                                                 | InterDigital, Inc. COM                                                                                                                                 | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |       150 | NS      | $45300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 02/15/44                                                                                                                                         | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5405000 | PA      | $5167686.72   | 0.51%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                             | Cognizant Technology Solutions Corp. CL A                                                                                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     69100 | NS      | $4239285.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                                                     | GFF 5.75 03/01/28                                                                                                                                      | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422762.61    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 7 01/15/28 144A                                                                                                                                  | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $217867.50    | 0.02%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PACS GROUP INC                                                                                   | PACS Group Inc. COM SHS                                                                                                                                | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $141328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.194 07/23/30 MTN                                                                                                                                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206268.10    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V1.904 09/30/28 144A                                                                                                                               | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $719900.70    | 0.07%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2025-PR1                                                             | LMAT 2025-PR1 A1                                                                                                                                       | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    904149 | PA      | $899652.16    | 0.09%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: DDTL                                                                              | HPS SLF VI GP: DDTL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67156 | PA      | $67156.00     | 0.01%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Zeta Global Holdings Corp                                                                        | Zeta Global Holdings Corp CL A                                                                                                                         | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |       700 | NS      | $11144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 7.125 02/15/31 144A                                                                                                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147078.44    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4807                                                                                                                                              | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2974671 | PA      | $3008382.55   | 0.29%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                       | Boliden AB NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      6256 | NS      | $327951.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | TRY/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2265.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Digital Corp                                                                             | Applied Digital Corp COM NEW                                                                                                                           | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      3000 | NS      | $71220.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149158.30    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.963 01/25/33                                                                                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    495000 | PA      | $448821.14    | 0.04%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                                                           | Brightstar Lottery PLC USD0.00015625                                                                                                                   | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      2200 | NS      | $28028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                                                        | Moog Inc. CL A                                                                                                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1070 | NS      | $313124.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Trust                                                                     | CHASE 2007-A1 1A5                                                                                                                                      | CUSIP: 161630AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4079 | PA      | $4095.21      | 0.00%             | 2037-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.55 03/15/56                                                                                                                                      | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135325.98    | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-15626.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                                       | Neurocrine Biosciences Inc COM                                                                                                                         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3200 | NS      | $421568.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group PLC                                                                           | Lion Finance Group PLC ORD GBP0.01                                                                                                                     | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |      1020 | NS      | $126601.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                               | URI 3.875 02/15/31                                                                                                                                     | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58309.50     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 4.95 06/15/28                                                                                                                                       | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212214.11    | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: DDTL                                                                              | HPS SLF VI IM: DDTL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43715 | PA      | $43715.00     | 0.00%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       217 | NC      | $-306935.27   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.702 05/06/30                                                                                                                                    | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141444.41    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                                                                           | Cogent Biosciences Inc. COM                                                                                                                            | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $180903.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 5.5 07/31/47 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166180.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd.                                                                           | Fast Retailing Co Ltd. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      1300 | NS      | $513638.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBS) Schatz Futures                                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $4123.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/41                                                                                                                                           | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $296621.34    | 0.03%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                                         | MSRM 2026-NQM3 A1                                                                                                                                      | CUSIP: 617960AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498528.80    | 0.05%             | 2071-03-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| N-ABLE INC                                                                                       | N-Able Inc. COMMON STOCK                                                                                                                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7600 | NS      | $35492.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/49                                                                                                                                           | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $52577.70     | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4                                                       | NRZT 2018-4A A1S                                                                                                                                       | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33031 | PA      | $32501.92     | 0.00%             | 2048-01-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 4.75 01/15/43                                                                                                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94345.50     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE 2026-1 LLC                                                            | CPTRS 2026-1A C                                                                                                                                        | CUSIP: 14077FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400369.68    | 0.04%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.93 05/01/60                                                                                                                                       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269546.91    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/ZAR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $328.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                                           | BP PLC ORD USD0.25                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     21615 | NS      | $169176.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                          | ATI Inc COM                                                                                                                                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     18700 | NS      | $2720102.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                                                    | Rio Tinto PLC ORD GBP0.10                                                                                                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      6923 | NS      | $642272.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Electronics Ltd.                                                                          | Bharat Electronics Ltd. INR1                                                                                                                           | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     83063 | NS      | $355447.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                                                     | Infosys Ltd. INR5                                                                                                                                      | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     30569 | NS      | $412309.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 3.75 09/19/28                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    660000 | PA      | $746840.92    | 0.07%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                         | F&G Annuities & Life Inc. COMMON STOCK                                                                                                                 | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $35448.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| University of Pennsylvania                                                                       | UPENN 3.61 02/15/19                                                                                                                                    | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34503.16     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Inter Rao Ues Public Joint Stock Company                                                         | Inter Rao Ues Public Joint Stock Company RUB2.809767(RUB)                                                                                              | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   4433000 | NS      | $5.45         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                                                      | AAL 3.575 01/15/28 AA                                                                                                                                  | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115122 | PA      | $113509.92    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $57913.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $116.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2825                                                                                                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68265 | PA      | $61997.13     | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DONCASTERS US FINANCE LLC                                                                        | DONCASTERS US FINANCE LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198500 | PA      | $198996.25    | 0.02%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 3.557 08/15/27                                                                                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106821.63    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                                                                                                | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30076.57     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marex Group Plc                                                                                  | Marex Group Plc ORD                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |       300 | NS      | $13374.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                | DOC 5.25 12/15/32                                                                                                                                      | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956086.14    | 0.09%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bancorp Inc                                                                                      | Bancorp Inc COM                                                                                                                                        | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      1000 | NS      | $53730.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4.95 10/15/32                                                                                                                                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    865000 | PA      | $858122.46    | 0.08%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 03/01/29                                                                                                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181520.86    | 0.02%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cars.com Inc                                                                                     | Cars.com Inc COM                                                                                                                                       | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      4100 | NS      | $33292.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 08/15/29 144A                                                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28522.35     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -246000 | NC      | $-899.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -364000 | NC      | $-1612.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                                                                              | Krystal Biotech Inc COM                                                                                                                                | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       110 | NS      | $28415.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                                                           | LNC 6.3 10/09/37                                                                                                                                       | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113177.90    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Site Centers Corp                                                                                | Site Centers Corp COM                                                                                                                                  | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      2200 | NS      | $11880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/THB FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $86141.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Company                                                                | Portland General Electric Company COM NEW                                                                                                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      6200 | NS      | $327174.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 6.125 08/01/28 144A                                                                                                                             | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124805.37    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CRITICAL METALS CORP                                                                             | Critical Metals Corp. PUBCO ORD SHS                                                                                                                    | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |      1500 | NS      | $11910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citadel Securities Global Holdings LLC                                                           | CITSEC 5.125 01/27/32                                                                                                                                  | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332344.40    | 0.03%             | 2032-01-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.875 04/30/29 144A                                                                                                                               | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $208737.72    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                                          | STACR 2022-DNA3 M1B                                                                                                                                    | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $101791.02    | 0.01%             | 2042-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $273.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                                                           | MP 2.125 06/22/26                                                                                                                                      | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $99616.72     | 0.01%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 709691                                                                                                                                              | CUSIP: 31401JNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2850 | PA      | $2877.08      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4237                                                                                                                                              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154524 | PA      | $125786.04    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2026-HE1                                                     | GSMBS 2026-HE1 A1                                                                                                                                      | CUSIP: 362975AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499999.95    | 0.05%             | 2066-03-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -54 | NC      | $80318.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2025-CES6 A1A                                                                                                                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |    694328 | PA      | $696624.84    | 0.07%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -246000 | NC      | $-1118.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 06/01/31 144A                                                                                                                                | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25762.30     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NTN Corp                                                                                         | NTN Corp NPV                                                                                                                                           | CUSIP: 000000000<br>LEI: 3538008XP7ZG9BKBQX64 | Long             | EC               | CORP              | JP        |    161000 | NS      | $333692.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                                        | DHL GROUP                                                                                                                                              | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      6795 | NS      | $358143.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthequity Inc                                                                                 | Healthequity Inc COM                                                                                                                                   | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      1200 | NS      | $100284.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc.                                                                                         | BRP Inc. SUB VTG NPV                                                                                                                                   | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |       900 | NS      | $64697.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-REV1                                                           | FORDR 2021-1 C                                                                                                                                         | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $179796.71    | 0.02%             | 2033-10-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 MORTGAGE TRUST                                                                       | BMO 2023-C7 A2                                                                                                                                         | CUSIP: 05593FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1771595 | PA      | $1831620.20   | 0.18%             | 2056-12-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 1 07/09/29                                                                                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    733664 | PA      | $644156.73    | 0.06%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT 4.569 02/01/29 144A                                                                                                                             | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348342.44    | 0.03%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.7 05/14/45                                                                                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    740000 | PA      | $659494.52    | 0.06%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Daktronics Inc.                                                                                  | Daktronics Inc. COM                                                                                                                                    | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      2400 | NS      | $46920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.25 02/01/31 144A                                                                                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90976.92     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $125068.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminum                                                                                | National Aluminum INR5                                                                                                                                 | CUSIP: 000000000<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |    102600 | NS      | $423554.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc.                                                                   | PFG 4.625 09/15/42                                                                                                                                     | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13080.07     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.578 04/22/27                                                                                                                                    | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1003358.31   | 0.10%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                                | Galderma Group AG CHF0.01                                                                                                                              | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      1934 | NS      | $380096.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                                       | DLLTD 0 12/31/30 1B14                                                                                                                                  | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     42342 | PA      | $4.23         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2020-L4                                                           | MSC 2020-L4 A2                                                                                                                                         | CUSIP: 61770KAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3528372 | PA      | $3265423.98   | 0.32%             | 2053-02-18      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| NAPCO Security Technologies Inc.                                                                 | NAPCO Security Technologies Inc. COM                                                                                                                   | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      5300 | NS      | $208767.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 928657                                                                                                                                              | CUSIP: 31412LWS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24935 | PA      | $26435.33     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B15 MORTGAGE TRUST                                                                | BMARK 2019-B15 A2                                                                                                                                      | CUSIP: 08160KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371263 | PA      | $358625.02    | 0.04%             | 2072-12-16      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: B                                                                                 | HPS SLF VI IM: B                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100733 | PA      | $100733.00    | 0.01%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR1 TRUST                                                               | TCN 2025-SFR1 A                                                                                                                                        | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691647 | PA      | $690350.48    | 0.07%             | 2042-03-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Matsuda Sangyo Co Ltd.                                                                           | Matsuda Sangyo Co Ltd. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 3538005JX81V3H77VM68 | Long             | EC               | CORP              | JP        |       600 | NS      | $23920.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.772 01/24/29 GMTN                                                                                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1158037.52   | 0.11%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Universal Corporation                                                                            | Universal Corporation COM                                                                                                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3200 | NS      | $168640.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 800823                                                                                                                                              | CUSIP: 31405VVQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12102 | PA      | $12401.65     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.75 02/12/27                                                                                                                                       | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753455.47    | 0.07%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml T                                                                               | WFCM 2016-NXS6 A3                                                                                                                                      | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-O            | CORP              | US        |    393345 | PA      | $392664.43    | 0.04%             | 2049-11-18      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Regis Resources Ltd.                                                                             | Regis Resources Ltd. NPV                                                                                                                               | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |     10608 | NS      | $50279.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation COM                                                                                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35900 | NS      | $818520.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-8                                                                | VERUS 2025-8 A1                                                                                                                                        | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-O            | CORP              | US        |    274456 | PA      | $272737.34    | 0.03%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22084.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP Paribas SA EUR2                                                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     10098 | NS      | $961972.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.75 07/01/31 144A                                                                                                                                  | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20921.35     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                                                                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29744.64     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWCO HOLDINGS INC                                                                              | Flowco Holdings Inc. COM CL A                                                                                                                          | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |       900 | NS      | $18540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                         | AT&T Inc COM                                                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    108000 | NS      | $3130920.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOVENTUS INC                                                                                    | Bioventus Inc. COM CL A                                                                                                                                | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $20999.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNSYLVANIA ST TPK COMMN                                                                        | PA PASTRN 5.51 12/01/2045                                                                                                                              | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $79448.84     | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725057                                                                                                                                              | CUSIP: 31402CQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2158 | PA      | $2221.83      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Company                                                                     | Central Garden & Pet Company CL A NON-VTG                                                                                                              | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       500 | NS      | $16210.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)                                                           | Telefonaktiebolaget LM Ericsson (publ) SER'B'NPV                                                                                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     28430 | NS      | $324108.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX 3.55 10/01/26                                                                                                                                      | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358897.72    | 0.04%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Future PLC                                                                                       | Future PLC ORD GBP0.15                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |     66131 | NS      | $259791.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                                      | Novartis AG CHF0.49 (REGD)                                                                                                                             | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     12083 | NS      | $1854673.28   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| RADNOR RE LTD 2021-2                                                                             | RMIR 2021-2 M1B                                                                                                                                        | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-O            | CORP              | BM        |     53277 | PA      | $53659.67     | 0.01%             | 2031-11-25      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 645369                                                                                                                                              | CUSIP: 31390F6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2754 | PA      | $2891.75      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 797095                                                                                                                                              | CUSIP: 31405RRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3123 | PA      | $3185.48      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    250000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phinia Inc.                                                                                      | PHIN 6.75 04/15/29 144A                                                                                                                                | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76556.18     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ningxia Baofeng Energy Group C                                                                   | Ningxia Baofeng Energy Group Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 300300G6CBIVJWQ4IC71 | Long             | EC               | CORP              | CN        |     86800 | NS      | $366221.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725221                                                                                                                                              | CUSIP: 31402CVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6440 | PA      | $6564.78      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp.                                                                           | Medipal Holdings Corp. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |     19900 | NS      | $373669.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIC LTD                                                                                        | CITIC Ltd. NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | HK        |    415000 | NS      | $631978.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 3.4 01/15/28                                                                                                                                         | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786726.93    | 0.08%             | 2028-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 6 12/07/33                                                                                                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $913467.28    | 0.09%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STELLANTIS NV                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $344.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phc Holdings Corporation                                                                         | Phc Holdings Corporation NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 3538001U3W83EUYS3187 | Long             | EC               | CORP              | JP        |     29700 | NS      | $207977.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                                         | Panasonic Holdings Corp. NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     29700 | NS      | $498109.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                                | Siemens Energy AG NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      2774 | NS      | $478375.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCO Brands Corporation                                                                          | ACCO Brands Corporation COM                                                                                                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     11100 | NS      | $33300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                                                               | UFP Industries Inc COM                                                                                                                                 | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       200 | NS      | $18424.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Bsp Realty Trust Inc                                                                    | Franklin Bsp Realty Trust Inc COMMON STOCK                                                                                                             | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      7300 | NS      | $61977.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro European CLO 9 Designated Activity Co.                                                      | TCLO 9A A                                                                                                                                              | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-O            | CORP              | IE        |   1750000 | PA      | $2022440.76   | 0.20%             | 2037-04-15      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-Ces2                                                                    | RCKT 2025-CES2 A1A                                                                                                                                     | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-O            | CORP              | US        |    396583 | PA      | $398113.35    | 0.04%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2020-A A2FX                                                                                                                                       | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159639 | PA      | $154257.34    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                        | FWD TREASURY BOND                                                                                                                                      | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | N/A              | DIR              | CORP              | US        |   1765000 | NC      | $-28323.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BANK OF TOYAMA LTD (THE)                                                                   | The First Bank Of Toyama Ltd NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 98450054D3B87A37C666 | Long             | EC               | CORP              | JP        |      4100 | NS      | $62318.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ducommun Incorporated                                                                            | Ducommun Incorporated COM                                                                                                                              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       600 | NS      | $73200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. COM                                                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     58990 | NS      | $12285847.30  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                                                  | FPH 8 10/01/30 144A                                                                                                                                    | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64887.19     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                                               | RADIATE HOLDCO LLC                                                                                                                                     | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | N/A       |    325410 | PA      | $288664.65    | 0.03%             | 2029-09-25      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc.                                                   | International Container Terminal Services Inc. PHP1                                                                                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     62460 | NS      | $708130.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -5730000 | OU      | $-8719.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                          | CHTR 4.5 09/15/42                                                                                                                                      | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    320000 | PA      | $240000.79    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                                   | PGIM Corporate Bond 5-10 Year ETF                                                                                                                      | CUSIP: 69344A743<br>LEI: 529900047IV4FYTVWU33 | Long             | EC               | RF                | US        |     75000 | NS      | $3750795.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Voltagrid LLC                                                                                    | VOLTAG 7.375 11/01/30 144A                                                                                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196054.99    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                                                                  | Gold Fields Ltd ZAR0.50                                                                                                                                | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      1650 | NS      | $75820.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V5.42 03/23/37                                                                                                                                  | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $536972.87    | 0.05%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | S&P Global Inc COM                                                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2000 | NS      | $850680.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                                    | Medtronic PLC USD0.0001                                                                                                                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     13000 | NS      | $1126450.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM3                                                    | GSMBS 2025-NQM3 A1                                                                                                                                     | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-O            | CORP              | US        |    397699 | PA      | $397423.69    | 0.04%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Rapport Therapeutics Inc                                                                         | Rapport Therapeutics Inc COM                                                                                                                           | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $115773.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | Costco Wholesale Corporation COM                                                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4800 | NS      | $4782864.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 651175                                                                                                                                              | CUSIP: 36292KMY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20203 | PA      | $20854.71     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST                                                                      | CAPST 2024-1 A                                                                                                                                         | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600327.66    | 0.06%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                                         | QBE Insurance Group Ltd. NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     36939 | NS      | $545099.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QUALCOMM Inc. COM                                                                                                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1500 | NS      | $193170.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 6.5 04/15/32                                                                                                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196582.90    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.125 11/16/28                                                                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234073.23    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Titan Co Ltd.                                                                                    | Titan Co Ltd. INR1                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300RO9VJWPK37FE54 | Long             | EC               | CORP              | IN        |       616 | NS      | $25873.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | Howmet Aerospace Inc COM                                                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      7700 | NS      | $1774542.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | Exxon Mobil Corp. COM                                                                                                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     49725 | NS      | $8436343.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS NATIONAL BANK OF CANADA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $665.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | The Cigna Group COM                                                                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3200 | NS      | $853600.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 3.75 03/01/31 144A                                                                                                                                 | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95356.12     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ensign Group Inc                                                                                 | Ensign Group Inc COM                                                                                                                                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       570 | NS      | $114855.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                                                             | Warrior Met Coal Inc COM                                                                                                                               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      3300 | NS      | $307395.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                                    | Asbury Automotive Group, Inc. COM                                                                                                                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       730 | NS      | $142649.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 3.1 07/15/31 144A                                                                                                                               | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $410397.12    | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | Diversified Healthcare Trust COM SH BEN INT                                                                                                            | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26950 | NS      | $178948.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sasol Financing USA LLC                                                                          | SASOL 6.5 09/27/28                                                                                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201814.00    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOYA Corp.                                                                                       | HOYA Corp. NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      2700 | NS      | $468073.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                | RHP 6.5 04/01/32 144A                                                                                                                                  | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208789.79    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                                     | ASH 3.375 09/01/31 144A                                                                                                                                | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201756.73    | 0.02%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C01811                                                                                                                                              | CUSIP: 31292JAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3611 | PA      | $3655.11      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD5251                                                                                                                                              | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435962 | PA      | $374963.46    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                         | AIA Group Ltd, Hong Kong NPV                                                                                                                           | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      7000 | NS      | $77779.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8494                                                                                                                                              | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1702557 | PA      | $1711136.54   | 0.17%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | ACM 6 08/01/33 144A                                                                                                                                    | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19982.87     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS Health Corp COM                                                                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     54000 | NS      | $3878280.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.223 05/01/29                                                                                                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94442.65     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281249.11    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.625 02/15/31 144A                                                                                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138530.45    | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stagwell Inc                                                                                     | Stagwell Inc COM CL A                                                                                                                                  | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     10000 | NS      | $62900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-B TRUST                                                      | SOFI 2019-B A2FX                                                                                                                                       | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46961 | PA      | $46256.55     | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -248000 | NC      | $-190.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HNI Corp                                                                                         | HNI Corp COM                                                                                                                                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      3900 | NS      | $130221.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                          | STACR 2021-HQA4 M2                                                                                                                                     | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $201376.00    | 0.02%             | 2041-12-26      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                               | Toyota Motor Corp. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      3670 | NS      | $76289.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                                                       | Asics Corp NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     15600 | NS      | $419407.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | Fairfax Financial Holdings Limited SUB-VTG COM NPV                                                                                                     | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       400 | NS      | $681567.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.75 04/15/27                                                                                                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74546.34     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                | DOC 2.875 01/15/31                                                                                                                                     | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $289145.59    | 0.03%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                    | NRZT 2025-NQM4 A1                                                                                                                                      | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |    432718 | PA      | $433026.90    | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality Reit Inc                                                                       | Apple Hospitality Reit Inc COM NEW                                                                                                                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      2000 | NS      | $23020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp.                                                                         | CECO Environmental Corp. COM                                                                                                                           | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       200 | NS      | $11916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.                                                                | Oversea-Chinese Banking Corp Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      5500 | NS      | $94202.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/TWD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8761.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | INR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1728.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON 55 LTD                                                                                   | OCT55 2021-1A A1R                                                                                                                                      | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2847748.22   | 0.28%             | 2038-03-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM2                                              | SAN 2026-NQM2 A1                                                                                                                                       | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-O            | CORP              | US        |    588977 | PA      | $582513.31    | 0.06%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | Booking Holdings Inc COM                                                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       980 | NS      | $4126113.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.25 05/15/29 144A                                                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $72176.30     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fabrinet                                                                                         | Fabrinet COM USD0.01                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       260 | NS      | $135595.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL INC                                                                               | Remitly Global Inc. COM                                                                                                                                | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15200 | NS      | $238184.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V7.375 03/15/55                                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50281.33     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                    | Netflix, Inc. COM                                                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     16000 | NS      | $1538400.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 5.75 02/01/29 144A                                                                                                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49251.04     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | ING Groep N.V. EUR0.01                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     22462 | NS      | $583038.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc.                                                                                    | Prologis Inc. COM                                                                                                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     37200 | NS      | $4917096.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                                                  | ICU Medical Inc COM                                                                                                                                    | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       600 | NS      | $77490.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                                                           | Artisan Partners Asset Management Inc. CL A                                                                                                            | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       800 | NS      | $29112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.5 02/01/29 144A                                                                                                                               | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31113.00     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/42                                                                                                                                           | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $318130.84    | 0.03%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.35 04/15/31                                                                                                                                     | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    620000 | PA      | $607047.01    | 0.06%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATURAL GAS SERVICES GROUP INC                                                                   | Natural Gas Services Group Inc. COM                                                                                                                    | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $67932.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    364000 | NC      | $16870.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE 2026-1 LLC                                                            | CPTRS 2026-1A B                                                                                                                                        | CUSIP: 14077FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500307.50    | 0.05%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 4.375 07/15/30 144A                                                                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283244.49    | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                                   | Fortescue Ltd. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     25456 | NS      | $363756.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                                                                       | Rigel Pharmaceuticals Inc. COM                                                                                                                         | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      1900 | NS      | $51376.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/16/26                                                                                                                                           | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $1166062.25   | 0.11%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Polyus Public Joint Stock Company                                                                | Polyus Public Joint Stock Company RUB1(RUB)                                                                                                            | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |     37040 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                                                 | Mitsubishi Heavy Industries Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     11100 | NS      | $304990.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JARIR MARKETING JSC                                                                              | Jarir Marketing Company SAR1                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |     36200 | NS      | $136435.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 7.125 01/15/30                                                                                                                                    | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    452000 | PA      | $502620.41    | 0.05%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                                                                                 | LUGO 2024-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400ZKKXDKKVOM9V22 | Long             | ABS-O            | CORP              | IE        |    325112 | PA      | $375044.36    | 0.04%             | 2066-05-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS BRL PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    250000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.375 08/15/33 144A                                                                                                                             | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107886.55    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS Group AG USD0.10 (REGD)                                                                                                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      8479 | NS      | $330625.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4649                                                                                                                                              | CUSIP: 31418EEX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365452 | PA      | $354254.68    | 0.03%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-4A A2                                                                                                                                        | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497681.65    | 0.05%             | 2055-12-22      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 4.875 02/15/30 144A                                                                                                                              | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $551262.00    | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                                   | BANK 2017-BNK4 A3                                                                                                                                      | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994655 | PA      | $985592.99    | 0.10%             | 2050-05-17      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                                       | DLLTD 0 12/31/30 3B14                                                                                                                                  | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     29546 | PA      | $0.03         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.75 07/09/30                                                                                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    669764 | PA      | $561262.37    | 0.05%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $56985.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 618179                                                                                                                                              | CUSIP: 36290UXG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60202 | PA      | $60350.73     | 0.01%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89366.49     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142298.78    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                             | ATLX 2024-RPL2 A1                                                                                                                                      | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    886572 | PA      | $860539.14    | 0.08%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1599                                                                                                                                              | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22601 | PA      | $20681.19     | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Riot Platforms Inc                                                                               | Riot Platforms Inc COM                                                                                                                                 | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |       900 | NS      | $11124.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C7                                                                     | BBCMS 2020-C7 XB                                                                                                                                       | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $175685.09    | 0.02%             | 2053-04-17      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                                                                    | Catalyst Pharmaceuticals Inc. COM                                                                                                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      2700 | NS      | $66852.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                                                               | Mativ Holdings Inc COM                                                                                                                                 | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     15000 | NS      | $130500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                                           | CLDCRN 11.5 09/01/28 144A                                                                                                                              | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130105.86    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ESCO Technologies Inc.                                                                           | ESCO Technologies Inc. COM                                                                                                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1490 | NS      | $419241.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                | PEG 5.8 05/01/37 MTN                                                                                                                                   | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131720.49    | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Palomar Holdings Inc                                                                             | Palomar Holdings Inc COM                                                                                                                               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       500 | NS      | $59750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V3.127 06/03/32 144A                                                                                                                             | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    405000 | PA      | $370898.27    | 0.04%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/TRY FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5916.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4047                                                                                                                                              | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1458926 | PA      | $1189415.23   | 0.12%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.5 04/15/34 144A                                                                                                                                  | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44353.76     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                                     | WMB 4.9 01/15/45                                                                                                                                       | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192752.58    | 0.02%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 8.45 08/10/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    450000 | PA      | $471879.00    | 0.05%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                          | The J M Smucker Company COM NEW                                                                                                                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     11900 | NS      | $1147636.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc.                                                                         | Axsome Therapeutics Inc. COM                                                                                                                           | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       800 | NS      | $135216.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.969 11/01/47                                                                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13989.52     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Lumax Auto Technologies Limited                                                                  | Lumax Auto Technologies Limited INR2(POST SUBD)                                                                                                        | CUSIP: 000000000<br>LEI: 335800RSWZACIRXEB242 | Long             | EC               | CORP              | IN        |      3650 | NS      | $58577.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                                                                | SCI 5.75 10/15/32                                                                                                                                      | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79908.53     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CNH FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4438.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/41                                                                                                                                           | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $14214.55     | 0.00%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4018423.64   | 0.39%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT 3.95 05/15/60 144A                                                                                                                              | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    115000 | PA      | $78003.80     | 0.01%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $45800.50     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.239 07/21/32 GMTN                                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $880011.53    | 0.09%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | Banco Santander SA EUR0.50(REGD)                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     75484 | NS      | $846229.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 01/15/28 144A                                                                                                                                | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500841.60    | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    245000 | NC      | $0.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                    | COMM 2024-277P X                                                                                                                                       | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $22119.90     | 0.00%             | 2044-08-11      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/44                                                                                                                                           | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $13883.12     | 0.00%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 754756                                                                                                                                              | CUSIP: 31403QQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3096 | PA      | $3200.39      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V2.383 07/21/32                                                                                                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $410263.43    | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 310167                                                                                                                                              | CUSIP: 31374CQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42791 | PA      | $42349.02     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVA Airways Corp.                                                                                | EVA Airways Corp. TWD10                                                                                                                                | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |    208000 | NS      | $224108.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                                    | FWRD 9.5 10/15/31 144A                                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $738802.68    | 0.07%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vistance Networks Inc.                                                                           | Vistance Networks Inc. COM                                                                                                                             | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      4100 | NS      | $74620.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Shanghai Co Ltd                                                                          | Bank of Shanghai Co Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 300300C1091231000098 | Long             | EC               | CORP              | CN        |     76800 | NS      | $110500.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 6.343 08/02/30                                                                                                                                  | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106604.06    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | Comcast Corporation CL A                                                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     54800 | NS      | $1573308.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST PACIFIC COMPANY LTD                                                                        | First Pacific Co Ltd. USD0.01                                                                                                                          | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |    206000 | NS      | $144294.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 3.625 02/15/32 144A                                                                                                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272565.78    | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 3.75 01/15/32                                                                                                                                      | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183445.27    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                               | Avient Corporation COM                                                                                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      3500 | NS      | $127050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -496000 | NC      | $-10820.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                           | MSC 2019-H6 A3                                                                                                                                         | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055121 | PA      | $1014388.56   | 0.10%             | 2052-06-17      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 740169                                                                                                                                              | CUSIP: 31402WJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14494 | PA      | $14619.43     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 8.75 01/29/34 144A                                                                                                                                | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    800000 | PA      | $785400.00    | 0.08%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/42                                                                                                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2585000 | PA      | $2339425.00   | 0.23%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WIND RIVER 2020-1 CLO LTD                                                                        | WINDR 2020-1A A1R                                                                                                                                      | CUSIP: 973142AQ5<br>LEI: 549300A14TZYBLI67020 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000761.20   | 0.20%             | 2037-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   4230000 | OU      | $9.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                                                   | MHO 4.95 02/01/28                                                                                                                                      | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148471.14    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                                                             | Bridgebio Pharma Inc COM                                                                                                                               | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      3400 | NS      | $252484.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                                                   | Proto Labs Inc COM                                                                                                                                     | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      3900 | NS      | $222378.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Kinzoku Co Ltd.                                                                           | Mitsui Kinzoku Co Ltd. NPV                                                                                                                             | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |       700 | NS      | $132779.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                                                                                                 | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186419.88    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co LLC                                                                              | TRAILR 7.625 02/15/30 144A                                                                                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $353500.04    | 0.03%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                                 | AMC Networks Inc CL A                                                                                                                                  | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      7200 | NS      | $48888.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CZK/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4927.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                                        | Tesla Inc COM                                                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     11250 | NS      | $4182187.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL A                                                                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     53100 | NS      | $15269436.00  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                                                                           | Nicolet Bankshares Inc. COM                                                                                                                            | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $237792.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                                       | Vonovia SE NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     24672 | NS      | $617106.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | American Electric Power Co, Inc. COM                                                                                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     22500 | NS      | $2949300.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -246000 | NC      | $-4430.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                                        | NEC Corp. NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     10400 | NS      | $258784.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5553                                                                                                                                              | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445464 | PA      | $447710.92    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/30 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    180000 | PA      | $175140.00    | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ORIC Pharmaceuticals Inc.                                                                        | ORIC Pharmaceuticals Inc. COM                                                                                                                          | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |      3000 | NS      | $38010.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -10700000 | OU      | $-73417.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SERIA COMPANY LTD                                                                                | Seria Co Ltd. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $28648.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                                               | OMIR 2021-2 M1B                                                                                                                                        | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     74541 | PA      | $75017.80     | 0.01%             | 2034-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                                                       | Rhythm Pharmaceuticals Inc COM                                                                                                                         | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      1000 | NS      | $86970.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                                                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387124.67    | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                                                                | Atmus Filtration Technologies Inc. COM                                                                                                                 | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $210049.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         6 | NC      | $-24278.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $933.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-1A A                                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006057.00   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2014-1                                                 | UAL 4 04/11/26 A                                                                                                                                       | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38602 | PA      | $38566.57     | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Accenture PLC                                                                                    | Accenture PLC CLS'A'USD0.0000225                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     20500 | NS      | $4064945.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| POP MART INTERNATIONAL GROUP LTD                                                                 | Pop Mart International Group Limited USD0.0001                                                                                                         | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |      1200 | NS      | $22324.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | USD/PLN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5564.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                                     | GE Aerospace COM NEW                                                                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     10800 | NS      | $3064716.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C48                                                   | WFCM 2018-C48 A4                                                                                                                                       | CUSIP: 95001RAW9<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-O            | CORP              | US        |   1545682 | PA      | $1528045.64   | 0.15%             | 2052-01-18      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                                  | PRPM 2024-6 A1                                                                                                                                         | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506723 | PA      | $507095.25    | 0.05%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty Limited                                                                     | CRNAU 9.25 10/01/29 144A                                                                                                                               | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $112223.75    | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A47402                                                                                                                                              | CUSIP: 3128K8GK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11502 | PA      | $11619.40     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2                                                                     | BBCMS 2018-C2 A4                                                                                                                                       | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1351000 | PA      | $1335582.39   | 0.13%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MABUCHI MOTOR CO LTD                                                                             | Mabuchi Motor Co., Ltd. NPV                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29600 | NS      | $298200.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | CZK/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3331.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                                                | Sumitomo Electric Industries Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      3700 | NS      | $210234.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                                         | SBAC 3.125 02/01/29                                                                                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331694.95    | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Helia Group Ltd.                                                                                 | Helia Group Ltd. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |    158018 | NS      | $579551.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                                    | Embecta Corp. COMMON STOCK                                                                                                                             | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     10000 | NS      | $88400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 4.875 01/30/32 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $321788.64    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MALAYAN CEMENT BHD                                                                               | Malayan Cement Berhad NPV                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |     65800 | NS      | $98318.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                                      | Verizon Communications Inc. COM                                                                                                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    114490 | NS      | $5747398.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                                                                   | PBF Energy Inc CL A                                                                                                                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      2500 | NS      | $119050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8202                                                                                                                                              | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1151455 | PA      | $1062553.85   | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS SIEMENS AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $426.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.875 02/01/29 144A                                                                                                                                | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125012.99    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES7                                                                    | RCKT 2024-CES7 A1A                                                                                                                                     | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305914 | PA      | $305532.82    | 0.03%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited                                                       | The Bank of N.T. Butterfield & Son Limited COM BMD0.01(POST REV SPLIT)                                                                                 | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      3300 | NS      | $173184.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | Banco Bilbao Vizcaya Argentaria SA EUR0.49                                                                                                             | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     37199 | NS      | $803482.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $776.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                               | Enact Holdings Inc COM                                                                                                                                 | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      4800 | NS      | $195888.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                         | PNR 4.5 07/01/29                                                                                                                                       | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $446311.80    | 0.04%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD                                                                               | ELM36 2024-12RA BR                                                                                                                                     | CUSIP: 29004MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998760.20   | 0.20%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6306                                                                                                                                              | CUSIP: 3138EPAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80145 | PA      | $79089.26     | 0.01%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 5.5 10/31/46 144A                                                                                                                               | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166504.00    | 0.02%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                                                       | ServisFirst Bancshares Inc. COM                                                                                                                        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $160226.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                                                        | Tesco PLC ORD GBP0.0633333                                                                                                                             | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     16459 | NS      | $103445.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RADNOR RE LTD 2023-1                                                                             | RMIR 2023-1 M1A                                                                                                                                        | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-O            | CORP              | BM        |     22415 | PA      | $22475.74     | 0.00%             | 2033-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 3.875 06/01/29 144A                                                                                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214390.62    | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                                                                              | Virtu Financial Inc CL A                                                                                                                               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     17600 | NS      | $774048.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                              | Synchrony Financial COM                                                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2100 | NS      | $142842.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                                                            | Woolworths Group Ltd. NPV                                                                                                                              | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     21845 | NS      | $551635.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Worthington Enterprises Inc                                                                      | Worthington Enterprises Inc COM                                                                                                                        | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3400 | NS      | $177276.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.65 07/23/48                                                                                                                                        | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46568.51     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi Ve Ticaret AS                                                          | Aselsan Elektronik Sanayi Ve Ticaret AS TRY1 (B SHARES)                                                                                                | CUSIP: 000000000<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |     14850 | NS      | $106773.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MYR Grp Inc                                                                                      | MYR Grp Inc COM                                                                                                                                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       640 | NS      | $180684.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                                                              | Walt Disney Company COM                                                                                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      9200 | NS      | $886696.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces9                                                                    | RCKT 2024-CES9 A1A                                                                                                                                     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286793 | PA      | $287929.38    | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Nichiha Corp                                                                                     | Nichiha Corp NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $47523.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                                          | STACR 2020-HQA5 B1                                                                                                                                     | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $274821.13    | 0.03%             | 2050-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                                       | ORIX Corp. NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     10000 | NS      | $296713.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0025                                                                                                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    648121 | PA      | $642713.58    | 0.06%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom Inc COM                                                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     38850 | NS      | $12024463.50  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokai Rika Co Ltd                                                                                | Tokai Rika Co Ltd NPV                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12400 | NS      | $236386.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                                                                | ACI Worldwide Inc COM                                                                                                                                  | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      6800 | NS      | $278868.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.55 12/01/33                                                                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    129000 | PA      | $109136.17    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-CES2                                                        | BRAVO 2025-CES2 A1                                                                                                                                     | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-O            | CORP              | US        |    351788 | PA      | $349595.16    | 0.03%             | 2055-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| LifeStance Health Group Inc                                                                      | LifeStance Health Group Inc COM                                                                                                                        | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17100 | NS      | $108927.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                                                                 | Coca-Cola HBC AG ORD CHF6.70(CDI)                                                                                                                      | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       615 | NS      | $34642.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co.                                                                         | Modine Manufacturing Co. COM                                                                                                                           | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       820 | NS      | $177702.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 02/15/51                                                                                                                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1825000 | PA      | $1013160.16   | 0.10%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 4 04/15/28 X                                                                                                                                       | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    830000 | PA      | $823651.87    | 0.08%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corporation                                                                               | Kemper Corporation COM                                                                                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     35700 | NS      | $1090992.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $174.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CZK/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3375.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    214000 | NC      | $0.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $181274.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PG&E Corporation COM                                                                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     82200 | NS      | $1444254.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   2520000 | OU      | $5792.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5649                                                                                                                                              | CUSIP: 36179UH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387309 | PA      | $349837.44    | 0.03%             | 2048-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CLP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9338.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11257.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 7.75 07/15/36 MTN                                                                                                                                  | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $455827.67    | 0.04%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| H Lundbeck A S                                                                                   | H Lundbeck A S SER'B'DKK1                                                                                                                              | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     20125 | NS      | $126023.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. COM NEW                                                                                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     51800 | NS      | $5874638.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP Bank PLC                                                                                     | OTP Bank PLC HUF100                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      5170 | NS      | $554368.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 5.25 10/15/28 144A                                                                                                                                | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193357.07    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.384 10/23/35                                                                                                                                    | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111979.93    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 4.125 02/15/32 144A                                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73784.41     | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                                                     | ODART 2023-1A B                                                                                                                                        | CUSIP: 682685AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1022356.30   | 0.10%             | 2031-02-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                | BXMT 2025-FL5 A                                                                                                                                        | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    415000 | PA      | $414640.03    | 0.04%             | 2042-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                                              | Arista Networks Inc COM SHS                                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     13200 | NS      | $1620696.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEL AVIV STOCK EXCHANGE LTD (THE)                                                                | Tel Aviv Stock Exchange Ltd NPV                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1296 | NS      | $57571.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co Ltd.                                                            | China Pacific Insurance Group Co Ltd. 'H'CNY1                                                                                                          | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      6800 | NS      | $27850.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                                   | Kennametal Inc COM                                                                                                                                     | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       300 | NS      | $10839.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    269000 | PA      | $293045.54    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                                                                     | IBESM 6.75 09/15/33                                                                                                                                    | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $33000.15     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1284                                                                                                                                              | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72011 | PA      | $65862.18     | 0.01%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.55 02/04/46                                                                                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98031.18     | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.75 07/01/26                                                                                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $473702.99    | 0.05%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 6.75 04/15/32 144A                                                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70946.97     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Japan Lifeline Co Ltd                                                                            | Japan Lifeline Co Ltd NPV                                                                                                                              | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |      9600 | NS      | $83955.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF2 LLC                                                                               | PRPM 2025-RCF2 A1                                                                                                                                      | CUSIP: 74448VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551268 | PA      | $537975.44    | 0.05%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2028.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITIME CORP                                                                                      | Sitime Corporation COM                                                                                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       410 | NS      | $141593.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 5.5 07/31/47 144A                                                                                                                               | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $332360.00    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                                      | Keysight Technologies, Inc. COM                                                                                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      9600 | NS      | $2710752.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 894221                                                                                                                                              | CUSIP: 31410QPE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5985 | PA      | $6319.20      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                                                         | Insight Enterprises Inc. COM                                                                                                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       400 | NS      | $26804.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 6.05 08/01/28 144A                                                                                                                              | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313909.27    | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| World Kinect Corporation                                                                         | World Kinect Corporation COM                                                                                                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      6449 | NS      | $148778.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | CZK/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33776.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                                                                                               | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142557.37    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0308                                                                                                                                              | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185106 | PA      | $186526.94    | 0.02%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                                                                                       | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16900.54     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                                        | Talanx AG NPV                                                                                                                                          | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      4723 | NS      | $586063.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                                                                      | Sterling Infrastructure Inc COM                                                                                                                        | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       280 | NS      | $114035.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                                                                    | Celcuity Inc. COM                                                                                                                                      | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |      1300 | NS      | $148382.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 3.875 09/15/28                                                                                                                                     | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332752.35    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                              | MTU Aero Engines AG NPV (REGD)                                                                                                                         | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       240 | NS      | $87556.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Erasca Inc                                                                                       | Erasca Inc COM                                                                                                                                         | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8900 | NS      | $144002.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                                                                  | ATR 3.6 03/15/32                                                                                                                                       | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    780000 | PA      | $724262.25    | 0.07%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                                        | Aegon Ltd. EUR0.12                                                                                                                                     | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     54209 | NS      | $396442.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                                      | Inpex Corp. NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      4000 | NS      | $118317.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Mortgage Capital Inc.                                                                    | Invesco Mortgage Capital Inc. COM                                                                                                                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      6200 | NS      | $50096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                                                                            | NCR Voyix Corporation COM                                                                                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      7100 | NS      | $44943.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                                                                          | Saab AB NPV B                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     10569 | NS      | $691738.59    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ODFJELL DRILLING LTD                                                                             | Odfjell Drilling Limited USD0.01                                                                                                                       | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |      3640 | NS      | $38131.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 647492                                                                                                                                              | CUSIP: 31390JKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5806 | PA      | $6002.27      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | KRW CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    813000 | NC      | $1422.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    246000 | NC      | $0.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX CLEARING CORPORATION LIMITED                                                                 | ASX 10 Year Treasury Bond Futures                                                                                                                      | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |        14 | NC      | $-4247.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.5 05/15/64                                                                                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618948.62    | 0.06%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | Philip Morris International Inc. COM                                                                                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     10500 | NS      | $1736070.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                                                             | Myriad Genetics Inc. COM                                                                                                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     11500 | NS      | $51750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46834.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4847                                                                                                                                              | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703657 | PA      | $722310.35    | 0.07%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4494                                                                                                                                              | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1196259 | PA      | $1058560.95   | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                                     | WH Group Ltd. USD0.0001                                                                                                                                | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    538000 | NS      | $707167.08    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                   | Mckesson Corp. COM                                                                                                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1900 | NS      | $1644184.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co Ltd.                                                                            | Hyundai Mobis Co Ltd. KRW5000                                                                                                                          | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       481 | NS      | $124107.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arlo Technologies Inc                                                                            | Arlo Technologies Inc COM                                                                                                                              | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1200 | NS      | $17076.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.25 06/15/29 144A                                                                                                                                 | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223021.60    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                     | CAS 2022-R04 1B1                                                                                                                                       | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     90000 | PA      | $93415.56     | 0.01%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                                   | PGIM Corporate Bond 0-5 Year ETF                                                                                                                       | CUSIP: 69344A750<br>LEI: 529900FOCAPT3GN1O867 | Long             | EC               | RF                | US        |    100000 | NS      | $4999500.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                                                                       | Northern Trust Corporation COM                                                                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     14900 | NS      | $2079593.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                                       | Industrial & Commercial Bank of China Ltd. 'H'CNY1                                                                                                     | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    180000 | NS      | $158660.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                                                                     | Protagonist Therapeutics Inc COM                                                                                                                       | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $63240.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 7 04/01/31 144A                                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20336.80     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                                                      | Monte Rosa Therapeutics Inc COM                                                                                                                        | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $13160.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                                                      | Snam S.p.A. NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     89422 | NS      | $677410.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/40                                                                                                                                           | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2835000 | PA      | $1385041.77   | 0.14%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AL9337                                                                                                                                              | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46589 | PA      | $41852.14     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | CZK/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8891.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 4 01/31/29 REGS                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $370753.60    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 5N Plus Inc                                                                                      | 5N Plus Inc COM                                                                                                                                        | CUSIP: 33833X101<br>LEI: 5493005GU1NFX4YB2S73 | Long             | EC               | CORP              | CA        |      4400 | NS      | $100202.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    429000 | NC      | $1.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES INC                                                                 | Kulicke and Soffa Industries, Inc. COM                                                                                                                 | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      2300 | NS      | $151156.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ALTICE FRANCE SA                                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $772.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.625 02/15/27 144A                                                                                                                                | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549965.08    | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AnaptysBio Inc.                                                                                  | AnaptysBio Inc. COM                                                                                                                                    | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      1800 | NS      | $99828.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP INC                                                                                 | MiMedx Group Inc. COM                                                                                                                                  | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15800 | NS      | $62410.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                                 | NAVSL 2019-CA A2                                                                                                                                       | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26221 | PA      | $25970.42     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    250000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp (Taiwan) Ltd.                                                              | Evergreen Marine Corp (Taiwan) Ltd. TWD10                                                                                                              | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |     64000 | NS      | $403709.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                                        | Sanofi SA EUR2                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3416 | NS      | $329882.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Community Banks Inc.(South Carolina)                                                      | United Community Banks Inc.(South Carolina) COM                                                                                                        | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       800 | NS      | $25192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-CES1 Trust                                                                             | EFMT 2025-CES1 A1A                                                                                                                                     | CUSIP: 26846VAA2<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-O            | CORP              | US        |    327275 | PA      | $328902.68    | 0.03%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 4 08/01/28 144A                                                                                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $244070.73    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Macerich Company                                                                             | The Macerich Company COM                                                                                                                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      3200 | NS      | $60480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                                                 | Powszechny Zaklad Ubezpieczen SA PLN0.10                                                                                                               | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |      7268 | NS      | $126513.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc.                                                                            | Urban Outfitters Inc. COM                                                                                                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       900 | NS      | $57015.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Gas Transmission and Storage Inc                                                         | BRKHEC 4.6 12/15/44 *                                                                                                                                  | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8519.68      | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    493000 | NC      | $3726.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                              | Deutsche Telekom AG NPV(REGD)                                                                                                                          | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     24836 | NS      | $926960.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OLEMA PHARMACEUTICALS INC                                                                        | Olema Pharmaceuticals Inc. COM                                                                                                                         | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $74550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                                                                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51947.58     | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $356985.19    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                                 | Bank Hapoalim BM ILS1                                                                                                                                  | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     32009 | NS      | $751731.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                                                    | Teradyne Inc. COM                                                                                                                                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7700 | NS      | $2282742.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                                                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57777.85     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A17103                                                                                                                                              | CUSIP: 31296R3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7733 | PA      | $7780.17      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSUGAMI CORP                                                                                     | Tsugami Corp. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1100 | NS      | $22910.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2865000 | OU      | $15.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | Lamb Weston Holdings Inc COM                                                                                                                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     14300 | NS      | $604318.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                                                                    | Adaptive Biotechnologies Corp COM                                                                                                                      | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      8000 | NS      | $111040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC                                                               | Johnson Controls International PLC COM USD1.00                                                                                                         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      8800 | NS      | $1152360.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | CNH/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-206.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG V10.25 PERP 144A                                                                                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80999.36     | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                                  | BorgWarner Inc. COM                                                                                                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     24300 | NS      | $1318518.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc                                                                         | Enliven Therapeutics Inc COM                                                                                                                           | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $78400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/30 144A                                                                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234273.61    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 7.25 07/01/33 144A                                                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36248.37     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    496000 | NC      | $26.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1979.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    491000 | NC      | $0.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON OUTDOORS INC                                                                             | Johnson Outdoors Inc. CL A                                                                                                                             | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $13953.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                                                                            | ProPetro Holding Corp. COM                                                                                                                             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21600 | NS      | $311256.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                                                         | Alignment Healthcare Inc COM                                                                                                                           | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11900 | NS      | $209678.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                                                                  | Photronics Inc. COM                                                                                                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      6800 | NS      | $274788.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    248000 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nu Skin Enterprises Inc.                                                                         | Nu Skin Enterprises Inc. CL A                                                                                                                          | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      6500 | NS      | $47320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Petroleum Corp Ltd.                                                                       | Bharat Petroleum Corp Ltd. INR10                                                                                                                       | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     49509 | NS      | $148440.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725162                                                                                                                                              | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3194 | PA      | $3304.78      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV                                                                                 | MI MISHGR 4.17 08/15/2122                                                                                                                              | CUSIP: 594712WY3<br>LEI: 5493000C7JLSR3TV6F07 | Long             | DBT              | MUN               | US        |    435000 | PA      | $310810.14    | 0.03%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Covista Inc.                                                                                     | Covista Inc. COM                                                                                                                                       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1600 | NS      | $184400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 2.9 02/16/28                                                                                                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408035.63    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Co. COM                                                                                                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6350 | NS      | $5840539.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8.375 02/01/34 144A                                                                                                                             | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136363.57    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                                | Radian Group Inc. COM                                                                                                                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      7400 | NS      | $244792.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                       | LH 4.35 04/01/30                                                                                                                                       | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1100520.30   | 0.11%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lupin Ltd.                                                                                       | Lupin Ltd. INR2                                                                                                                                        | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |      3559 | NS      | $88078.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR C                                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $283377.13    | 0.03%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| St. Joe Co.                                                                                      | St. Joe Co. COM                                                                                                                                        | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      3600 | NS      | $226080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Netherlands Finance B V                                                                  | BRASKM 8.5 01/12/31 144A                                                                                                                               | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    604000 | PA      | $289920.00    | 0.03%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-89.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liquidity Services Inc.                                                                          | Liquidity Services Inc. COM                                                                                                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      4200 | NS      | $128394.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                                                                | Elbit Systems Ltd ILS1                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       408 | NS      | $343989.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                                        | Alibaba Group Holding Ltd. USD0.000003125                                                                                                              | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     26500 | NS      | $415373.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                                                               | Graham Holdings Co COM CL B                                                                                                                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        80 | NS      | $84580.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                     | GSMBS 2026-CES1 A1                                                                                                                                     | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477709 | PA      | $473530.54    | 0.05%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | Berkshire Hathaway Inc. CL B NEW                                                                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      5749 | NS      | $2754920.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                                         | Devon Energy Corporation COM                                                                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     23000 | NS      | $1157360.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRUST                                                                 | IHSFR 2024-SFR1 C                                                                                                                                      | CUSIP: 46188DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $678166.44    | 0.07%             | 2041-09-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.668 07/24/28                                                                                                                                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286985.08    | 0.03%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVIDIA Corp. COM                                                                                                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    188300 | NS      | $32839520.00  | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                                                   | WFCM 2016-C35 A3                                                                                                                                       | CUSIP: 95000FAS5<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-O            | CORP              | US        |    419924 | PA      | $419193.82    | 0.04%             | 2048-07-17      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 4.25 02/15/29 144A                                                                                                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308229.05    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4182                                                                                                                                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2458140 | PA      | $2002005.03   | 0.20%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | Ford Motor Company COM                                                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    105600 | NS      | $1218624.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA5854                                                                                                                                              | CUSIP: 3133KMQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313234 | PA      | $269620.52    | 0.03%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                                                     | Indivior Pharmaceuticals Inc. COM                                                                                                                      | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $73152.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                                                      | Fiserv Inc. COM                                                                                                                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     59300 | NS      | $3308940.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -495000 | NC      | $-5406.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                                                        | Kratos Defense & Security Solutions, Inc. COM NEW                                                                                                      | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       300 | NS      | $21153.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp.                                                                                        | VSE Corp. COM                                                                                                                                          | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1030 | NS      | $189932.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7829                                                                                                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    802934 | PA      | $743239.90    | 0.07%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 2.5 07/12/31 144A                                                                                                                               | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1190000 | PA      | $1055207.39   | 0.10%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | Cisco Systems, Inc. COM                                                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     14600 | NS      | $1132814.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       286 | NC      | $-409013.09   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -245000 | NC      | $-1994.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NURIX THERAPEUTICS INC                                                                           | Nurix Therapeutics Inc. COM                                                                                                                            | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $34100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.IG.46.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $651427.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.25 05/22/36                                                                                                                                   | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    620000 | PA      | $608545.50    | 0.06%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                              | TPMT 2024-CES1 A1A                                                                                                                                     | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51467 | PA      | $51551.96     | 0.01%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                                   | EFMT 2025-NQM2 A1                                                                                                                                      | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-O            | CORP              | US        |    657146 | PA      | $659709.39    | 0.06%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Gold.com Inc.                                                                                    | Gold.com Inc. COM                                                                                                                                      | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      1600 | NS      | $64128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                                                            | Monster Beverage Corp COM                                                                                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      9500 | NS      | $688370.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                                                                               | COP 3.758 03/15/42                                                                                                                                     | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120904.59    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                            | J 4.75 03/03/31                                                                                                                                        | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    570000 | PA      | $561923.92    | 0.05%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                                                                     | Macy's, Inc. COM                                                                                                                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     91700 | NS      | $1658853.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                                   | PMT Credit Risk Transfer Trust 2024-1R                                                                                                                 | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919131 | PA      | $924303.03    | 0.09%             | 2033-05-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP                                                         | Madison Square Garden Entertainment Corp New COM CL A                                                                                                  | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $47128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 6.75 05/02/34 144A                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    413000 | PA      | $430089.94    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sandoz Group AG                                                                                  | Sandoz Group AG CHF0.05                                                                                                                                | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      2308 | NS      | $180833.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 4.25 08/14/28 GMTN                                                                                                                              | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    235000 | PA      | $230300.00    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    246000 | NC      | $0.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicor Corp                                                                                       | Vicor Corp COM                                                                                                                                         | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1300 | NS      | $209300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group Inc                                                                                 | Trinet Group Inc COM                                                                                                                                   | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1800 | NS      | $65574.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                                                                     | Life Time Group Holdings Inc COMMON STOCK                                                                                                              | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $121230.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    243000 | NC      | $1.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TotalEnergies SE EUR2.5                                                                                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3614 | NS      | $331671.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.419 04/15/33                                                                                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1600703.55   | 0.16%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2837.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| St. Paul'S Clo X Dac                                                                             | SPAUL 10A AR                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400814HPIBD5YSW07 | Long             | ABS-O            | CORP              | IE        |   3110040 | PA      | $3584331.58   | 0.35%             | 2035-04-22      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                                                                       | Friedrich Vorwerk Group SE NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |      3703 | NS      | $306389.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | ILIADH 7 10/15/28 144A                                                                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200562.50    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Samsung Securities Co.Ltd                                                                        | Samsung Securities Co.Ltd KRW5000                                                                                                                      | CUSIP: 000000000<br>LEI: 988400RBTJTHNUOHE716 | Long             | EC               | CORP              | KR        |      3594 | NS      | $227183.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MidMichigan Health                                                                               | MIHLTH 3.409 06/01/50 2020                                                                                                                             | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $105495.93    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                                   | Blackrock Inc. COM                                                                                                                                     | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       300 | NS      | $288513.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 807532                                                                                                                                              | CUSIP: 31406EED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15905 | PA      | $16482.45     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                                          | PNMSR 2024-FT1 A                                                                                                                                       | CUSIP: 693968AA7<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601091.70    | 0.06%             | 2027-12-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594814                                                                                                                                              | CUSIP: 36201VYK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       690 | PA      | $709.88       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                          | OMFIT 2020-2A A                                                                                                                                        | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239155 | PA      | $235880.20    | 0.02%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AstraZeneca PLC ORD USD0.25                                                                                                                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1655 | NS      | $323618.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.9 07/15/32                                                                                                                                      | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383421.84    | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V7.079 02/10/34                                                                                                                                     | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $266423.13    | 0.03%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 1.875 10/15/30                                                                                                                                     | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $547344.68    | 0.05%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Safehold Inc.                                                                                    | Safehold Inc. COM                                                                                                                                      | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      2600 | NS      | $35178.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDIA CORP                                                                                    | Liquidia Corporation COM NEW                                                                                                                           | CUSIP: 53635D202<br>LEI: 549300O826O5VQJTG707 | Long             | EC               | CORP              | US        |      1200 | NS      | $45288.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                                                          | ADT Inc COM                                                                                                                                            | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    413400 | NS      | $2716038.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                              | Abbott Laboratories COM                                                                                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1900 | NS      | $195073.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2018-1 Trust                                                                                 | OBX 2018-1 A2                                                                                                                                          | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29076 | PA      | $28756.34     | 0.00%             | 2057-06-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Power Corporation of Canada                                                                      | Power Corporation of Canada SUB-VTG NPV                                                                                                                | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      2600 | NS      | $125168.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Konecranes Oyj                                                                                   | Konecranes Oyj NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |      7677 | NS      | $251964.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7989                                                                                                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491021 | PA      | $454741.31    | 0.04%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FHLB 5.5 07/15/36                                                                                                                                      | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    135000 | PA      | $146586.06    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UnitedHealth Group Inc. COM                                                                                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7400 | NS      | $2002366.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                                                                             | Bank of Hawaii Corp. COM                                                                                                                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3400 | NS      | $252450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $59560.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV                                                                                           | JBS NV COM EUR0.01 CL A                                                                                                                                | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | NL        |      9800 | NS      | $176008.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH                                                                      | PSJHOG 2.746 10/01/26 H                                                                                                                                | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49543.52     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Acutaas Chemicals Ltd.                                                                           | Acutaas Chemicals Ltd. INR5(POST SUBD)                                                                                                                 | CUSIP: 000000000<br>LEI: 335800BQIYJ5LQOLWE94 | Long             | EC               | CORP              | IN        |      9275 | NS      | $252783.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A24436                                                                                                                                              | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18017 | PA      | $18166.73     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                                                                   | Ironwood Pharmaceuticals, Inc. COM CL A                                                                                                                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      6400 | NS      | $22464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | TRS TRSBENCH21 INDEX                                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |         1 | NC      | $294160.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                                          | Naturgy Energy Group SA EUR1                                                                                                                           | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     10584 | NS      | $317735.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745275                                                                                                                                              | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16223 | PA      | $16375.48     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $294.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp                                                                   | Metropolitan Bank Holding Corp COM                                                                                                                     | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $224883.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                                                                       | Par Pacific Holdings, Inc. COM NEW                                                                                                                     | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1700 | NS      | $106488.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 829866                                                                                                                                              | CUSIP: 31407F6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7867 | PA      | $7944.40      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc Of America Mortgage Securities Inc.                                                         | BOAMS 2005-A 2A1                                                                                                                                       | CUSIP: 05949AH86<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |      3705 | PA      | $3634.43      | 0.00%             | 2035-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                                                         | ANI Pharmaceuticals Inc. COM                                                                                                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       300 | NS      | $23070.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Packers Inc                                                                               | Canada Packers Inc COM                                                                                                                                 | CUSIP: 135180107<br>LEI: 894500HMD2RU8EFIQ237 | Long             | EC               | CORP              | CA        |      2920 | NS      | $42338.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS SOCIALIST REPUBLIC OF VIETNAM                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2855.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                                       | DIAMOND SPORTS GRP LLC- CS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5129 | NS      | $964.25       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| El Pollo Loco Holdings Inc                                                                       | El Pollo Loco Holdings Inc COM                                                                                                                         | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     13700 | NS      | $189882.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                                                           | PTC Therapeutics, Inc. COM                                                                                                                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      2400 | NS      | $163512.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/TRY FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3027.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $32766.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                           | LUV 5.125 06/15/27                                                                                                                                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260895.89    | 0.03%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| De'Longhi S.p.A.                                                                                 | De'Longhi S.p.A. NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 8156000E09A52C4F8A38 | Long             | EC               | CORP              | IT        |      1003 | NS      | $35250.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tactile Systems Technology Inc.                                                                  | Tactile Systems Technology Inc. COM                                                                                                                    | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      5300 | NS      | $138489.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Copper Corp                                                                             | CAPCOP 6.75 03/31/33 144A                                                                                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74437.50     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 7.125 05/01/30                                                                                                                                     | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     90000 | PA      | $100555.80    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/TRY FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5102.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies Inc COM                                                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     27100 | NS      | $1949303.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                                                      | Plexus Corp COM                                                                                                                                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       400 | NS      | $81016.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravo Residential Funding Trust 2025-Ces1                                                        | BRAVO 2025-CES1 A1A                                                                                                                                    | CUSIP: 10569PAA4<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-O            | CORP              | US        |    124744 | PA      | $125445.68    | 0.01%             | 2055-02-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.947 02/24/28                                                                                                                                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108600.55    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHENBRO MICOM CO LTD                                                                             | Chenbro Micom Co TWD10                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $28009.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 - UNFUNDED                                                                         | CLOUDHQ VA B1 - UNFUNDED                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61942 | PA      | $61942.00     | 0.01%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP                                                                   | Brookfield Infrastructure Corporation COM SUB VTG A                                                                                                    | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      3900 | NS      | $154128.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6.25 05/26/28 144A                                                                                                                              | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $203600.00    | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5.2 02/15/29                                                                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238941.78    | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 4.6 03/16/33 144A                                                                                                                                 | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182776.14    | 0.02%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Liveramp Holdings Inc                                                                            | Liveramp Holdings Inc COM                                                                                                                              | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       900 | NS      | $23868.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ClubCorp Holdings Inc                                                                            | CLUBCORP HLDGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7854 | PA      | $7716.76      | 0.00%             | 2032-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/43                                                                                                                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $217318.75    | 0.02%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                                                               | KKR Real Estate Finance Trust Inc. COM                                                                                                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     10700 | NS      | $65484.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                                                           | Abercrombie & Fitch Co CL A                                                                                                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2000 | NS      | $182740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                          | OMFIT 2025-1A C                                                                                                                                        | CUSIP: 68270DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400486.84    | 0.04%             | 2038-07-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 12 11/30/28 144A                                                                                                                                | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $427500.00    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 4.688 05/15/29 144A                                                                                                                             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    440000 | PA      | $431299.00    | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Praxis Precision Medicines Inc                                                                   | Praxis Precision Medicines Inc COM NEW                                                                                                                 | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $167538.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7496                                                                                                                                              | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532441 | PA      | $457599.21    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1                                                           | FORDR 2023-1 C                                                                                                                                         | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508288.30    | 0.05%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corporation                                                              | Wheaton Precious Metals Corporation COM NPV                                                                                                            | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      1000 | NS      | $131263.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD9153                                                                                                                                              | CUSIP: 31418XE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30998 | PA      | $30678.01     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Corp                                                                                      | Rogers Corp COM                                                                                                                                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       600 | NS      | $64398.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2865000 | OU      | $8671.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc.                                                                           | Great-West Lifeco Inc. COM NPV                                                                                                                         | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      1800 | NS      | $84300.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 7.3 10/01/2039                                                                                                                                  | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    210000 | PA      | $242323.68    | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Cullinan Therapeutics Inc                                                                        | Cullinan Therapeutics Inc COM                                                                                                                          | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $76734.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                                                           | TransMedics Group Inc. COM                                                                                                                             | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      1300 | NS      | $129233.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ8                                                     | GSMS 2021-GSA3 XB                                                                                                                                      | CUSIP: 36263UAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $1122432.50   | 0.11%             | 2054-12-17      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.303 10/23/29                                                                                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    715000 | PA      | $744899.20    | 0.07%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                  | PR 8 04/15/27 144A                                                                                                                                     | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175174.32    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                              | D 2.875 07/15/29 A                                                                                                                                     | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1083799.66   | 0.11%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                                    | RCKT 2024-CES5 A1A                                                                                                                                     | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148481 | PA      | $149232.04    | 0.01%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| American Eagle Outfitters Inc.                                                                   | American Eagle Outfitters Inc. COM                                                                                                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     11000 | NS      | $183700.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buysell Technologies Co Ltd.                                                                     | Buysell Technologies Co Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 353800QCRDO2G02AM851 | Long             | EC               | CORP              | JP        |      3000 | NS      | $59023.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                | Suncor Energy Inc. COM NPV 'NEW'                                                                                                                       | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      6300 | NS      | $416693.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8113                                                                                                                                              | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419111 | PA      | $341077.73    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                                        | CNA 5.125 02/15/34                                                                                                                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147970.12    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MasterCard Incorporated CL A                                                                                                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14475 | NS      | $7232578.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS AIRCRAFT LTD                                                                              | Cirrus Aircraft Ltd. USD0.5                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8100 | NS      | $37253.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | TWD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3599.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.875 03/13/36                                                                                                                                    | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    545000 | PA      | $539922.32    | 0.05%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 6.75 10/01/37                                                                                                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $296475.08    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Inghams Group Ltd.                                                                               | Inghams Group Ltd. NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ZZ4VRHSGVBNE41 | Long             | EC               | CORP              | AU        |     17850 | NS      | $24523.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.7 04/15/48                                                                                                                                      | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158801.68    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                                 | Wartsila Oyj Abp NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     18016 | NS      | $671059.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS PLN PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    495000 | NC      | $6243.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 11 11/30/28 144a                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $607451.19    | 0.06%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                                                                 | Osaka Gas Co Ltd NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      4600 | NS      | $186320.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Pistons & Rings Ltd                                                                      | Shriram Pistons & Rings Ltd INR10                                                                                                                      | CUSIP: 000000000<br>LEI: 335800FCJADHLO77JO64 | Long             | EC               | CORP              | IN        |      3925 | NS      | $125786.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                                       | Sandvik AB NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     22944 | NS      | $882009.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.75 09/21/47                                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     29000 | PA      | $23155.05     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                                   | DIRCHA 7.75 11/15/29 144A                                                                                                                              | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191975.36    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 6.5 12/01/52                                                                                                                                       | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    260000 | PA      | $261701.26    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | Pepsico Inc COM                                                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       900 | NS      | $139761.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -246000 | NC      | $-1470.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Insurance Holdings Inc                                                                  | Heritage Insurance Holdings Inc COM                                                                                                                    | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      3000 | NS      | $78750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    244000 | NC      | $14.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.887 01/10/28                                                                                                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492777.36   | 0.15%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | Credit Agricole S.A. EUR3                                                                                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     35470 | NS      | $662024.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/CNH FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $550.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                                  | Ross Stores Inc COM                                                                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     12900 | NS      | $2794527.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                                                                       | Sally Beauty Holdings Inc. COM                                                                                                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1200 | NS      | $16620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55147.09     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Belden Inc.                                                                                      | Belden Inc. COM                                                                                                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1650 | NS      | $189469.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2021-ACNT E                                                                                                                                         | CUSIP: 05609QAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747053 | PA      | $746586.29    | 0.07%             | 2038-11-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                              | TPMT 2024-CES5 A2                                                                                                                                      | CUSIP: 89183QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498497.50    | 0.05%             | 2064-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR A                                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $914929.02    | 0.09%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Codan Ltd.                                                                                       | Codan Ltd. NPV                                                                                                                                         | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |      7465 | NS      | $164303.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rambus Inc.                                                                                      | Rambus Inc. COM                                                                                                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1500 | NS      | $129045.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                                                            | Bank of Marin Bancorp. COM                                                                                                                             | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $115335.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8179                                                                                                                                              | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455240 | PA      | $402090.57    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Entertainment Inc                                                                | Dave & Buster's Entertainment Inc COM                                                                                                                  | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      3900 | NS      | $42237.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-17442.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                                      | NetEase Inc. USD0.0001                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     28600 | NS      | $639061.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 6 12/31/30 144A                                                                                                                                    | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124175.59    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | Vodafone Group PLC ORD USD0.2095238                                                                                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     92055 | NS      | $138851.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                                                                    | Herbalife Ltd. COM USD0.001                                                                                                                            | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      5000 | NS      | $73600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 4.95 01/15/33                                                                                                                                     | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    980000 | PA      | $956830.91    | 0.09%             | 2033-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NESTLE' CAPITAL MARKETS SA                                                                       | Nestle SA CHF0.10 (REGD)                                                                                                                               | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |      3576 | NS      | $350773.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                            | TIAAGL 6.85 12/16/39 144A                                                                                                                              | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24740.77     | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ping An Bank Co Ltd                                                                              | Ping An Bank Co Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300W9MKNIVWXFM679 | Long             | EC               | CORP              | CN        |    385500 | NS      | $622496.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 4.25 01/15/30 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $349549.52    | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini Russell 2000 Index Futures, Jun-2026,ETH                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         7 | NC      | $-3328.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                                                          | SITC International Holdings Co Ltd. HKD0.10                                                                                                            | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    105000 | NS      | $459744.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sany Heavy Equipment International Holdings Co Ltd                                               | Sany Heavy Equipment International Holdings Co Ltd HKD0.1                                                                                              | CUSIP: 000000000<br>LEI: 254900BKG9FQLCKFVK72 | Long             | EC               | CORP              | KY        |     52000 | NS      | $73838.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc.                                                                        | Patterson-UTI Energy Inc. COM                                                                                                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      1600 | NS      | $17328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                                      | VST V7 PERP 144A                                                                                                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200101.38    | 0.02%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DXC Technology Company                                                                           | DXC Technology Company COM                                                                                                                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     11200 | NS      | $140784.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                                                                    | Woodward Inc. COM                                                                                                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       400 | NS      | $143168.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP TRUST 2007-9                                                    | SARM 2004-1 4A3                                                                                                                                        | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5962 | PA      | $5786.47      | 0.00%             | 2034-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8279                                                                                                                                              | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    557590 | PA      | $572370.58    | 0.06%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rubis SCA                                                                                        | Rubis SCA EUR1.25                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |      8452 | NS      | $342495.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 897329                                                                                                                                              | CUSIP: 31410T4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4081 | PA      | $4204.09      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -738000 | OU      | $-7081.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phinia Inc.                                                                                      | Phinia Inc. COMMON STOCK                                                                                                                               | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      1600 | NS      | $109504.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                                              | TPMT 2025-CRM1 A1                                                                                                                                      | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372105 | PA      | $374552.74    | 0.04%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | COP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8988.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.431 01/23/30 GMTN                                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238743.33    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.35 03/06/30                                                                                                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    385000 | PA      | $406226.50    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Emergent Biosolutions Inc                                                                        | Emergent Biosolutions Inc COM                                                                                                                          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      6200 | NS      | $51460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bravo Residential Funding Trust 2024-CES1                                                        | BRAVO 2024-CES1 A1A                                                                                                                                    | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-O            | CORP              | US        |    294602 | PA      | $297150.14    | 0.03%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. COM                                                                                                                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     25700 | NS      | $1817504.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 987019                                                                                                                                              | CUSIP: 31415RPC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1615 | PA      | $1680.01      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bse Limited                                                                                      | Bse Limited INR2                                                                                                                                       | CUSIP: 000000000<br>LEI: 335800UOTLCPTZQVDA19 | Long             | EC               | CORP              | IN        |      8920 | NS      | $256805.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS HSBC BANK PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2050.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                                        | Cogeco Communications Inc SUB VTG SHS                                                                                                                  | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |      7300 | NS      | $370483.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | SWOP CDS CDX.NA.IG.45.V1                                                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -4160000 | OU      | $-1981.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                                     | Diebold Nixdorf Incorporated COM SHS                                                                                                                   | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3600 | NS      | $271584.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                                                   | AZO 1.65 01/15/31                                                                                                                                      | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160663.30    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QC3918                                                                                                                                              | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680057 | PA      | $575788.89    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 8.5 02/15/32 144a                                                                                                                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25376.97     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hilltop Holdings Inc                                                                             | Hilltop Holdings Inc COM                                                                                                                               | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      6900 | NS      | $247158.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                                      | AbbVie Inc. COM                                                                                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     20030 | NS      | $4356324.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR ZS3824                                                                                                                                              | CUSIP: 3132A4G93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96334 | PA      | $97360.48     | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.705 05/01/40                                                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175299.01    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/PLN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1355.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31086.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CNP 2.4 09/01/26 Z                                                                                                                                     | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168741.67    | 0.02%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8195                                                                                                                                              | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1471732 | PA      | $1296009.17   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    245000 | NC      | $0.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-43.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA ECONOMIC SETTLEMENT AUTHORITY (AL)                                                       | AL ABMGEN 4.26 09/15/2032                                                                                                                              | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34733.24     | 0.00%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PHP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4276.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                 | BRX 4.05 07/01/30                                                                                                                                      | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335581.22    | 0.03%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Franklin Electric Co Inc                                                                         | Franklin Electric Co Inc COM                                                                                                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      2600 | NS      | $239642.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ClubCorp Holdings Inc                                                                            | CLUBCORP HOLDINGS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119829 | PA      | $117732.04    | 0.01%             | 2032-07-09      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Terns Pharmaceuticals Inc.                                                                       | Terns Pharmaceuticals Inc. COM                                                                                                                         | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |      2800 | NS      | $147616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                                                              | Newmont Corporation COM                                                                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      9200 | NS      | $995900.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 5.5 02/22/29 144A                                                                                                                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    440000 | PA      | $435600.00    | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                          | BLKPRL 6.125 02/15/31 144A                                                                                                                             | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132380.02    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of Jiangsu Co Ltd                                                                           | Bank of Jiangsu Co Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300C1086832000046 | Long             | EC               | CORP              | CN        |     81600 | NS      | $129372.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-1                                                                    | LFT 2021-1A A                                                                                                                                          | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $685402.69    | 0.07%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cosco Shipping Holdings Co Ltd.                                                                  | Cosco Shipping Holdings Co Ltd. 'H'CNY1                                                                                                                | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |     40000 | NS      | $76170.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                         | Lam Research Corporation COM NEW                                                                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     29100 | NS      | $6217506.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 734946                                                                                                                                              | CUSIP: 31402QP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5387 | PA      | $5413.66      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4357                                                                                                                                              | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106253 | PA      | $93661.91     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A17831                                                                                                                                              | CUSIP: 31296SVY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9953 | PA      | $10156.65     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4697.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd.                                                                                     | Plus500 Ltd. ORD ILS0.01 (DI)                                                                                                                          | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      2800 | NS      | $151647.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                                                                             | SPX Technologies, Inc. COM                                                                                                                             | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $107967.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                                                        | Taylor Morrison Home Corp COM                                                                                                                          | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1800 | NS      | $104832.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1396.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.875 10/17/31 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    703000 | PA      | $792654.77    | 0.08%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                                         | Enova International Inc. COM                                                                                                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2200 | NS      | $298826.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                                                               | Teleperformance SE EUR2.50                                                                                                                             | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      6238 | NS      | $366562.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.625 05/15/42                                                                                                                                     | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39413.46     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | SGD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1291.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.75 05/05/26 144a                                                                                                                                | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $200302.52    | 0.02%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON 68 LTD                                                                                   | OCT68 2023-1A A1R                                                                                                                                      | CUSIP: 675949AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998924.00   | 0.20%             | 2038-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                                                       | Korn Ferry COM NEW                                                                                                                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4100 | NS      | $258095.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.3 12/05/43                                                                                                                                       | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40880.27     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                                                     | Mueller Water Products, Inc. COM SER A                                                                                                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      2500 | NS      | $68725.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc.                                                                          | KB Financial Group Inc. KRW5000                                                                                                                        | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      4994 | NS      | $490263.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                                       | Mirum Pharmaceuticals Inc. COM                                                                                                                         | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       700 | NS      | $64666.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Company of Colorado                                                               | XEL 4.3 03/15/44                                                                                                                                       | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28947.72     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                          | Fresenius SE & Co. KGaA NPV                                                                                                                            | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      6443 | NS      | $334364.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Astec Industries Inc.                                                                            | Astec Industries Inc. COM                                                                                                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      3800 | NS      | $204592.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | Canadian Imperial Bank of Commerce COM NPV                                                                                                             | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     12200 | NS      | $1156241.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                                                                      | Hancock Whitney Corporation COM                                                                                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      4300 | NS      | $273437.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                                                                 | Tokyo Gas Co Ltd NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       700 | NS      | $32967.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4686                                                                                                                                              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326794 | PA      | $323933.89    | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                                                 | (PIPA070) PGIM Core Government Money Market Fund                                                                                                       | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |  19243484 | NS      | $19243484.27  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PK ALIFT LOAN FUNDING 8 LP                                                                       | PKAIR 2026-1 A                                                                                                                                         | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493635.05    | 0.05%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 8.75 07/01/34 144A                                                                                                                                  | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62745.95     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Sigorta As                                                                               | Turkiye Sigorta As TRY1                                                                                                                                | CUSIP: 000000000<br>LEI: 789000O7DB1JKMXK2Q45 | Long             | EC               | CORP              | TR        |    495336 | NS      | $142147.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cvc Cordatus Loan Fund XIV Designated Activity Company                                           | CORDA 14A A1R                                                                                                                                          | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-O            | CORP              | IE        |    644329 | PA      | $744949.82    | 0.07%             | 2032-05-24      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries, Inc.                                                                 | Advanced Energy Industries, Inc. COM                                                                                                                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       630 | NS      | $203307.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                                                          | Piper Sandler Companies COM NEW                                                                                                                        | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      3800 | NS      | $290890.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                                                                     | ViaSat, Inc. COM                                                                                                                                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       300 | NS      | $13740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -251000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Slide Insurance Holdings Inc.                                                                    | Slide Insurance Holdings Inc. COM                                                                                                                      | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |      3700 | NS      | $66600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                                  | Deere & Company COM                                                                                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1900 | NS      | $1070270.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                                                         | Theravance Biopharma Inc COM USD0.00001 WHEN ISSUED                                                                                                    | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      4700 | NS      | $76281.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc.                                                                                | IES Holdings Inc. COM                                                                                                                                  | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       590 | NS      | $281117.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc.                                                                       | Innovex International Inc. COM                                                                                                                         | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1300 | NS      | $31707.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 3.75 08/15/47                                                                                                                                      | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    622000 | PA      | $468758.21    | 0.05%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.299 07/21/32                                                                                                                                    | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    665000 | PA      | $586748.33    | 0.06%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | General Motors Company COM                                                                                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     48700 | NS      | $3628150.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                                                              | Kodiak Sciences Inc COM                                                                                                                                | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      3000 | NS      | $114360.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -489000 | NC      | $-1875.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -364000 | NC      | $-1612.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                                         | Engie SA EUR1                                                                                                                                          | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     33506 | NS      | $1079813.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                                           | Agnico Eagle Mines Ltd COM NPV                                                                                                                         | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      5300 | NS      | $1075811.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Const(New)                                                                                 | Tokyu Const(New) NPV                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |     24900 | NS      | $224079.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | General Mills, Inc. COM                                                                                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     15200 | NS      | $565744.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.5 04/15/38                                                                                                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157466.96    | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G03589                                                                                                                                              | CUSIP: 3128M5KA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3167 | PA      | $3271.80      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.375 03/01/31                                                                                                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44295.39     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CZK/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8549.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 4.125 02/01/29 144A                                                                                                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331313.84    | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    496000 | NC      | $41.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SLOVAKIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1971.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP CDS CDX.NA.IG.45.V1                                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -8500000 | OU      | $-12434.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                                         | VTRS 5.25 06/15/46                                                                                                                                     | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    800000 | PA      | $642770.39    | 0.06%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd.                                                                              | Perseus Mining Ltd. NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |     10486 | NS      | $38417.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9 02/01/31 144A                                                                                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99863.16     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc New                                                                                | Tidewater Inc New COM                                                                                                                                  | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       900 | NS      | $75195.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                                                                                                    | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39450.96     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Talos Energy Inc                                                                                 | Talos Energy Inc COM                                                                                                                                   | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      6200 | NS      | $97712.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                                                                  | BankUnited Inc. COM                                                                                                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1300 | NS      | $58708.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                                       | Dollar General Corporation COM                                                                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      9400 | NS      | $1116062.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                                   | CLNXSM 2 02/15/33 EMTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $301146.31    | 0.03%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 4.5 04/15/33                                                                                                                                       | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73251.49     | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7938                                                                                                                                              | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453947 | PA      | $419563.63    | 0.04%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clear Secure Inc                                                                                 | Clear Secure Inc COM CL A                                                                                                                              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $135548.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.837 09/10/28                                                                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $611947.91    | 0.06%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                                      | MCFE 7.375 02/15/30 144A                                                                                                                               | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164982.41    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                            | CLUBCORP HLDGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13090 | PA      | $12861.27     | 0.00%             | 2031-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NOS SGPS SA                                                                                      | NOS SGPS SA EUR 0.50                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |     63818 | NS      | $403489.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | Post Holdings Inc. COM                                                                                                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1800 | NS      | $177948.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.375 07/01/28                                                                                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48494.59     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V3.091 05/14/32 144A                                                                                                                               | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    495000 | PA      | $453655.03    | 0.04%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.782 02/01/28                                                                                                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1582570.59   | 0.15%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                                        | Mitsubishi Electric Corp. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     24700 | NS      | $807865.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-18742.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                         | Rolls-Royce Holdings PLC ORD GBP0.20                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     66619 | NS      | $1012104.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    250000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 6.7 01/26/36                                                                                                                                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $211006.00    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 3.5 01/11/28                                                                                                                                     | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    370000 | PA      | $364472.20    | 0.04%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CZK FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5676.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4618                                                                                                                                              | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1393340 | PA      | $1315367.63   | 0.13%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/44                                                                                                                                       | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6670000 | PA      | $6468857.81   | 0.63%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                                                                        | Liberty Latin America Ltd COM USD0.01 CL C                                                                                                             | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      3600 | NS      | $31752.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                                                                   | Sumitomo Corp. NPV                                                                                                                                     | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     11700 | NS      | $437803.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                                                                 | A10 Networks Inc COM                                                                                                                                   | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      8600 | NS      | $198832.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7939                                                                                                                                              | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85118 | PA      | $80469.57     | 0.01%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virtus Investment Partners Inc.                                                                  | Virtus Investment Partners Inc. COM                                                                                                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1450 | NS      | $194807.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hongqiao Holdings                                                                                | Shandong Hongqiao Aluminum Industry Holding Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     63600 | NS      | $254541.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | MXN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8925.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genus PLC                                                                                        | Genus PLC ORD GBP0.10                                                                                                                                  | CUSIP: 000000000<br>LEI: 54930022EOITNKSIGH56 | Long             | EC               | CORP              | GB        |      1575 | NS      | $49945.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                                   | AutoNation, Inc. COM                                                                                                                                   | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $175734.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'B'NPV                                                                                                                               | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      6717 | NS      | $105001.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB Group PLC ORD EUR0.625                                                                                                                             | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     16700 | NS      | $178274.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                                                                  | SBM Offshore NV EUR0.25                                                                                                                                | CUSIP: 000000000<br>LEI: 549300RDGCRYZ5QE6513 | Long             | EC               | CORP              | NL        |     11092 | NS      | $442324.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Limited                                                                            | George Weston Limited COM NPV                                                                                                                          | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1200 | NS      | $84778.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                                                                              | Vici Properties Inc COM                                                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      4800 | NS      | $131136.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monument CLO 1 Designated Activity Co.                                                           | MNMNT 1A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |   2500000 | PA      | $2896454.63   | 0.28%             | 2037-05-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | Lloyds Banking Group PLC ORD GBP0.1                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    216161 | NS      | $267917.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                                         | Vinci SA EUR2.50                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       780 | NS      | $117077.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc                                                                               | Eneos Holdings Inc NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     82200 | NS      | $740633.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinbane 2024-RPL 2 Designated Activity Co.                                                       | KINBN 2024-RPL2A A                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-O            | CORP              | IE        |    237579 | PA      | $275066.03    | 0.03%             | 2063-01-24      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | Standard Chartered PLC ORD USD0.50                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     32144 | NS      | $669876.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 953278                                                                                                                                              | CUSIP: 31413RQ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21384 | PA      | $22394.47     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                                                 | Knife River Corp. COMMON STOCK                                                                                                                         | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $24495.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                                                           | Primis Financial Corp. COM                                                                                                                             | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     13630 | NS      | $181006.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                                                                      | Allient Inc COM                                                                                                                                        | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1600 | NS      | $94544.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2995.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.75 02/25/41 144A                                                                                                                              | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $262500.00    | 0.03%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Box Inc.                                                                                         | Box Inc. CL A                                                                                                                                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      8150 | NS      | $192666.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7543                                                                                                                                              | CUSIP: 3132DVLY9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    503997 | PA      | $432917.83    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $142769.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LGCY                                                                               | BX 2021-LGCY F                                                                                                                                         | CUSIP: 12434DAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1348734.38   | 0.13%             | 2036-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| United Electronics Co                                                                            | United Electronics Co SAR55                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      4068 | NS      | $87672.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.85 02/04/66                                                                                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119351.85    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: B                                                                      | HPS SLF VI GP - UNFUNDED: B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193792 | PA      | $193792.00    | 0.02%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Pan African Resources PLC                                                                        | Pan African Resources PLC ORD GBP0.01                                                                                                                  | CUSIP: 000000000<br>LEI: 213800EAXURCXMX6RL85 | Long             | EC               | CORP              | GB        |     22320 | NS      | $41357.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Csmc                                                                                             | CSMC 2014-USA A2                                                                                                                                       | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1465026.88   | 0.14%             | 2037-09-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 6.625 11/15/30                                                                                                                                    | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $222223.90    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CG ONCOLOGY INC                                                                                  | CG Oncology Inc. COM                                                                                                                                   | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $33840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc                                                            | Skyward Specialty Insurance Group Inc COM                                                                                                              | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      2400 | NS      | $104832.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.45 03/02/28                                                                                                                                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    620000 | PA      | $628940.81    | 0.06%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                                           | HARVRD 3.3 07/15/56                                                                                                                                    | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $183794.81    | 0.02%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BKV Corporation                                                                                  | BKV Corporation COM                                                                                                                                    | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |      5400 | NS      | $154008.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooredoo Q.P.S.C.                                                                                 | Ooredoo Q.P.S.C. QAR1                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |    134810 | NS      | $459827.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4709                                                                                                                                              | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2114965 | PA      | $2096562.63   | 0.20%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSK Ltd                                                                                          | NSK Ltd NPV                                                                                                                                            | CUSIP: 000000000<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |     62400 | NS      | $442197.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -243000 | NC      | $-1377.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonos Inc                                                                                        | Sonos Inc COM                                                                                                                                          | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      4500 | NS      | $60300.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GE Vernova Inc. COM                                                                                                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3000 | NS      | $2618700.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                                                                 | Merck & Co., Inc COM                                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     12000 | NS      | $1443480.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Public Service Company                                                              | XEL 3.7 08/15/47                                                                                                                                       | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184194.50    | 0.02%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                                    | BGC Group Inc CL A                                                                                                                                     | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |     22000 | NS      | $215160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                                     | Barclays PLC ORD GBP0.25                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     57022 | NS      | $298423.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GigaDevice Semiconductor Inc                                                                     | GigaDevice Semiconductor Inc                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1700 | NS      | $60673.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hallador Energy Co                                                                               | Hallador Energy Co COM                                                                                                                                 | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      3800 | NS      | $61864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2098.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                                                    | AGL 2022-20A A1R                                                                                                                                       | CUSIP: 00119CAN1<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3251414.08   | 0.32%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Dianthus Therapeutics Inc                                                                        | Dianthus Therapeutics Inc COM                                                                                                                          | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |       600 | NS      | $50352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4379                                                                                                                                              | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1920786 | PA      | $1629356.37   | 0.16%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                                           | PMTCR 2024-2R A                                                                                                                                        | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588216 | PA      | $590927.76    | 0.06%             | 2027-03-29      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.299 07/24/29                                                                                                                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468533.36    | 0.05%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PT Indofood Sukses Makmur Tbk                                                                    | PT Indofood Sukses Makmur Tbk IDR100                                                                                                                   | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |    106800 | NS      | $39849.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1587.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY MICH                                                                                  | MI UNVHGR 4.45 04/01/2122                                                                                                                              | CUSIP: 914455UJ7<br>LEI: 549300MFOB21PM9P9H72 | Long             | DBT              | MUN               | US        |    440000 | PA      | $338386.16    | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3033                                                                                                                                              | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128641 | PA      | $116472.99    | 0.01%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Globalstar Inc                                                                                   | Globalstar Inc COM NEW                                                                                                                                 | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |       900 | NS      | $59778.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4208                                                                                                                                              | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1577013 | PA      | $1284050.67   | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8949                                                                                                                                              | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266119 | PA      | $272099.76    | 0.03%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2757                                                                                                                                              | CUSIP: 36179RB24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32537 | PA      | $32956.32     | 0.00%             | 2045-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         3 | NC      | $2596.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Technogym SpA                                                                                    | Technogym SpA NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |      6291 | NS      | $127075.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES                           | GN 781287                                                                                                                                              | CUSIP: 36225BNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1249 | PA      | $1293.58      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5519.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trial Holdings Inc                                                                               | Trial Holdings Inc NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $175528.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTPOWER INC                                                                                    | Nextpower Inc. CLASS A COM                                                                                                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $216990.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                                                              | TE Connectivity PLC ORD SHS                                                                                                                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      5200 | NS      | $1086904.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd.                                                                             | Muthoot Finance Ltd. INR10                                                                                                                             | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      3655 | NS      | $122740.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 6.125 03/01/34 144A                                                                                                                                | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100921.36    | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | Salesforce Inc. COM                                                                                                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2700 | NS      | $504009.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                                       | Siemens AG NPV(REGD)                                                                                                                                   | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       232 | NS      | $56523.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AAR Corp.                                                                                        | AAR Corp. COM                                                                                                                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1300 | NS      | $142298.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T. International Finance PLC                                                                 | BATSLN 4.448 03/16/28                                                                                                                                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1410000 | PA      | $1409895.24   | 0.14%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                                                                 | BrightSpring Health Services Inc. COM                                                                                                                  | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $272704.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.708 03/12/32                                                                                                                                     | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1604074.25   | 0.16%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 MORTGAGE LOAN TRUST                                                               | COLT 2025-INV2 A1                                                                                                                                      | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-O            | CORP              | US        |    413829 | PA      | $415776.46    | 0.04%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Mastec, Inc.                                                                                     | MTZ 5.9 06/15/29                                                                                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87785.13     | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DONCASTERS US FIN LLC                                                                            | DONCASTERS US FIN LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300750.00    | 0.03%             | 2030-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/43                                                                                                                                           | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5955000 | PA      | $2429668.13   | 0.24%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 5.5 09/15/33                                                                                                                                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130122.30    | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp.                                                                           | Independent Bank Corp. COM                                                                                                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1900 | NS      | $142899.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johns Hopkins University                                                                         | JHUNIV 2.813 01/01/60 A                                                                                                                                | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57973.98     | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Groupe Dynamite Inc                                                                              | Groupe Dynamite Inc SUB VTG SH                                                                                                                         | CUSIP: 39944C100<br>LEI: 894500PR7X62F01X8R60 | Long             | EC               | CORP              | CA        |      7300 | NS      | $401917.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4037                                                                                                                                                | CUSIP: 36202EPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6327 | PA      | $6442.33      | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                                                 | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16216 | PA      | $15972.76     | 0.00%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.057 01/25/33                                                                                                                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252804.59    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4493                                                                                                                                              | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470264 | PA      | $398399.74    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tenable Holdings Inc                                                                             | Tenable Holdings Inc COM                                                                                                                               | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      3200 | NS      | $54128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2020-BNK26                                                                                  | BANK 2020-BN26 A3                                                                                                                                      | CUSIP: 06540JBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1659802.68   | 0.16%             | 2063-03-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China Ltd.                                                  | Ping An Insurance (Group) Company of China Ltd. 'H' CNY1                                                                                               | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     47000 | NS      | $361393.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NATURE'S SUNSHINE PRODUCTS INC                                                                   | Nature's Sunshine Products Inc. COM                                                                                                                    | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $26389.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera US Finance LP                                                                              | EMACN 3.55 06/15/26                                                                                                                                    | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $384287.44    | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                                   | PNW 5.7 08/15/34                                                                                                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1336420.07   | 0.13%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                                               | AerCap Holdings N.V. EUR0.01                                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      3900 | NS      | $535002.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    244000 | NC      | $8.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harbin Electric Co Llt                                                                           | Harbin Electric Co Llt 'H'CNY1                                                                                                                         | CUSIP: 000000000<br>LEI: 529900QH6Y4U07RU0U61 | Long             | EC               | CORP              | CN        |     42000 | NS      | $113433.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                               | Kubota Corporation NPV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     19400 | NS      | $310888.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hain Celestial Group Inc.                                                                    | The Hain Celestial Group Inc. COM                                                                                                                      | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     26200 | NS      | $18282.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                                        | Safran SA EUR0.20                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1853 | NS      | $606355.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 6.25 08/15/33 144A                                                                                                                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25363.70     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: B                                                                      | HPS SLF VI IM - UNFUNDED: B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290688 | PA      | $290688.00    | 0.03%             | 2034-09-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    245000 | NC      | $14.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 724390                                                                                                                                              | CUSIP: 31402BXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6965 | PA      | $7032.34      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3735                                                                                                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136277 | PA      | $123552.12    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                                          | Singapore Technologies Engineering Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     77200 | NS      | $655214.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CGI Inc                                                                                          | CGI Inc COM NPV SUB VTG SHS CL A                                                                                                                       | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      6400 | NS      | $467888.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                                                       | Southwest Gas Holdings Inc COM                                                                                                                         | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       900 | NS      | $78210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shizuoka Gas Co Ltd                                                                              | Shizuoka Gas Co Ltd NPV                                                                                                                                | CUSIP: 000000000<br>LEI: 353800FKNOC1V6FE8T28 | Long             | EC               | CORP              | JP        |      4300 | NS      | $41235.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                                                         | Arbor Realty Trust, Inc. COM                                                                                                                           | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     17500 | NS      | $134925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4738                                                                                                                                              | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223877 | PA      | $225872.50    | 0.02%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH                                                                           | NJ NJSTRN 7.41 01/01/2040                                                                                                                              | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    165000 | PA      | $194866.90    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                                           | The TJX Companies Inc. COM                                                                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     14100 | NS      | $2251770.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-23138.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| China Gold International Resources Corp Ltd                                                      | China Gold International Resources Corp Ltd COM                                                                                                        | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     13500 | NS      | $267302.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11498.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7614.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-HE1 TR                                                                                  | OBX 2025-HE1 A1                                                                                                                                        | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    540836 | PA      | $541925.94    | 0.05%             | 2055-02-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC Financial Services Group Inc. COM                                                                                                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2900 | NS      | $603461.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A C                                                                                                                                        | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205366.80    | 0.02%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | Capital One Financial Corp. COM                                                                                                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3800 | NS      | $693234.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2026-R1                                                               | VERUS 2026-R1 A1                                                                                                                                       | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-O            | CORP              | US        |    293972 | PA      | $291386.32    | 0.03%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                      | KPERM 2.81 06/01/41 2021                                                                                                                               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    495000 | PA      | $360785.16    | 0.04%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX S.A.B. de C.V. CPO NPV(REP 2'A' & 1'B' SHS)                                                                                                      | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    308900 | NS      | $353658.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                                          | Magna International Inc COM NPV                                                                                                                        | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      2200 | NS      | $122865.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.4 06/23/32 144A                                                                                                                               | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488008.16    | 0.05%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Acadia Pharmaceuticals Inc                                                                       | Acadia Pharmaceuticals Inc COM                                                                                                                         | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      5900 | NS      | $131334.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 5.375 08/31/32 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115585.00    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-I1                                                                                | CIM 2025-I1 A1                                                                                                                                         | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346686 | PA      | $348842.60    | 0.03%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 6.25 03/01/56                                                                                                                                      | CUSIP: 472140AH5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    266000 | PA      | $257589.11    | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/INR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1888.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7769                                                                                                                                              | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1728840 | PA      | $1601768.50   | 0.16%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                                             | CANTOR 7.2 12/12/28 144A                                                                                                                               | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333311.21    | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 4.65 01/15/43                                                                                                                                      | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25971.02     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/45                                                                                                                                       | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2310000 | PA      | $2228067.19   | 0.22%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Co. COM                                                                                                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      8374 | NS      | $2463295.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.824 01/20/28 MTN                                                                                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1825724.89   | 0.18%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41                                                    | CGCMT 2019-GC41 A4                                                                                                                                     | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1499728.16   | 0.15%             | 2056-08-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                               | Deluxe Corporation COM                                                                                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     10550 | NS      | $290547.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | Paypal Holdings Inc. COM                                                                                                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3000 | NS      | $135690.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc                                                                                       | Alumis Inc COM                                                                                                                                         | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $96932.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs Pbc                                                                                  | Planet Labs Pbc COM CL A                                                                                                                               | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |      3400 | NS      | $95030.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 1.75 08/21/30                                                                                                                                      | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705884.78    | 0.07%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $41218.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594831                                                                                                                                              | CUSIP: 36201VY48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       140 | PA      | $143.72       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL4                                                                   | LHOME 2024-RTL4 A1                                                                                                                                     | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250586.25    | 0.02%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Materion Corp                                                                                    | Materion Corp COM                                                                                                                                      | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1200 | NS      | $173580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCL Technologies Ltd.                                                                            | HCL Technologies Ltd. INR2                                                                                                                             | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |     24061 | NS      | $346302.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | Goldman Sachs Group, Inc. COM                                                                                                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1400 | NS      | $1184386.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                                                                               | Bloomin Brands Inc COM                                                                                                                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    159800 | NS      | $862920.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.814 04/23/29                                                                                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187380.65    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bankwell Financial Group, Inc.                                                                   | Bankwell Financial Group, Inc. COM                                                                                                                     | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       800 | NS      | $38816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 6.7 03/15/66                                                                                                                                       | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96459.05     | 0.01%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | The Sherwin-Williams Company COM                                                                                                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3400 | NS      | $1089870.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.4 06/15/47                                                                                                                                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $171374.30    | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Trueblue Inc                                                                                     | Trueblue Inc COM                                                                                                                                       | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15650 | NS      | $61191.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Bank of India                                                                              | State Bank of India INR1                                                                                                                               | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     30972 | NS      | $323012.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eckert & Ziegler SE                                                                              | Eckert & Ziegler SE NPV (BR)                                                                                                                           | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |      1438 | NS      | $24806.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                              | OBX 2026-NQM2 A1                                                                                                                                       | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |    295299 | PA      | $293015.09    | 0.03%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    251000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MXN                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-27073.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/45                                                                                                                                           | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $34210.91     | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.279 03/10/37                                                                                                                                   | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $529142.71    | 0.05%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2026-1 ISSUER TRUST                                                           | STRE 2026-1A A                                                                                                                                         | CUSIP: 86325MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $396950.84    | 0.04%             | 2046-08-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mitek Systems Inc.                                                                               | Mitek Systems Inc. COM NEW                                                                                                                             | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     12400 | NS      | $167400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/44                                                                                                                                       | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2945000 | PA      | $2849287.50   | 0.28%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                                  | Dollar Tree Inc COM                                                                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3400 | NS      | $372334.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc.                                                                           | Alphatec Holdings Inc. COM NEW                                                                                                                         | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      3200 | NS      | $34816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/THB FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | The Toronto-Dominion Bank COM NPV                                                                                                                      | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     13100 | NS      | $1223457.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                                      | Nutrien Ltd COM NPV                                                                                                                                    | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      3800 | NS      | $286850.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc                                                                        | Capricor Therapeutics Inc COM NEW                                                                                                                      | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |      1600 | NS      | $48640.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                                                                                                 | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131313.66    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Company PLC                                                                              | Perrigo Company PLC COM EUR0.001                                                                                                                       | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     56500 | NS      | $606810.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SI2106                                                                                                                                              | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347954 | PA      | $295270.36    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Solaria Energia Y Medio Ambiente, S.A.                                                           | Solaria Energia Y Medio Ambiente, S.A. EUR0.01                                                                                                         | CUSIP: 000000000<br>LEI: 959800PM2YJU406K2789 | Long             | EC               | CORP              | ES        |     15320 | NS      | $424580.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V2.393 06/02/28 MTN                                                                                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2440174.37   | 0.24%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Inogen Inc                                                                                       | Inogen Inc COM                                                                                                                                         | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     10200 | NS      | $63036.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1530.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                                   | APU 5.75 05/20/27                                                                                                                                      | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351429.82    | 0.03%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                                          | STACR 2021-DNA5 M2                                                                                                                                     | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |     21104 | PA      | $21104.25     | 0.00%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Sprinklr Inc                                                                                     | Sprinklr Inc CL A                                                                                                                                      | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     21600 | NS      | $129600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/43                                                                                                                                           | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $216445.11    | 0.02%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                                     | Sandisk Corporation COM                                                                                                                                | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $1016544.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                                                                | Provident Financial Services Inc. COM                                                                                                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     12800 | NS      | $270848.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.9 09/15/30                                                                                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100884.92    | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 4.875 05/15/29 144A                                                                                                                                 | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96220.77     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                                                                | Redwood Trust Inc COM                                                                                                                                  | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     11900 | NS      | $66759.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                                                        | Fresenius Medical Care AG NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      4128 | NS      | $187070.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2023-HE1                                                                             | FIGRE 2026-HE1 A                                                                                                                                       | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481042 | PA      | $477088.95    | 0.05%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Customers Bancorp, Inc.                                                                          | Customers Bancorp, Inc. COM                                                                                                                            | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2200 | NS      | $152702.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.5 11/15/32 144A                                                                                                                                  | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104045.10    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594846                                                                                                                                              | CUSIP: 36201VZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3302 | PA      | $3390.44      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 02/15/31 144A                                                                                                                               | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $214536.00    | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1131.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                                   | ConocoPhillips COM                                                                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     21400 | NS      | $2824800.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | USD/INR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $174.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBM) Bobl Futures                                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -11 | NC      | $31544.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    813000 | NC      | $116.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                           | Lumen Technologies Inc COM                                                                                                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     14700 | NS      | $102165.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelleron Industries AG.                                                                        | Accelleron Industries AG. CHF0.01                                                                                                                      | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |      1353 | NS      | $122292.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                             | Tencent Holdings Ltd. HKD0.00002                                                                                                                       | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     24700 | NS      | $1557887.81   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6.25 05/26/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $203600.00    | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                                        | Renesas Electronics Corp. NPV                                                                                                                          | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     12800 | NS      | $183004.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 5.25 09/15/27                                                                                                                                      | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313402.41    | 0.03%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Octave Specialty Group Inc.                                                                      | Octave Specialty Group Inc. COM NEW                                                                                                                    | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      3300 | NS      | $15345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.05 11/21/39                                                                                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197462.60    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MTG CO LTD                                                                                       | MTG Co., Ltd NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $109683.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                                                  | Advantest Corp. NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      6600 | NS      | $910844.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/52                                                                                                                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $762781.25    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                                         | Tutor Perini Corporation COM                                                                                                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      4400 | NS      | $339636.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORT TR 2025-CES1                                                                      | JPMMT 2025-CES1 A1                                                                                                                                     | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-O            | CORP              | US        |    267539 | PA      | $268668.08    | 0.03%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Axa SA                                                                                           | Axa SA EUR2.29                                                                                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     20091 | NS      | $923212.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    495000 | NC      | $7.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4980                                                                                                                                              | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302391 | PA      | $309583.48    | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veracyte Inc                                                                                     | Veracyte Inc COM                                                                                                                                       | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      3100 | NS      | $99851.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -250000 | NC      | $-15370.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.625 02/15/29                                                                                                                                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261442.68    | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4 TRUST                                                                             | CSMC 2022-RPL4 A1                                                                                                                                      | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275458 | PA      | $263352.07    | 0.03%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                                                      | SCCO 7.5 07/27/35                                                                                                                                      | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $108209.75    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                                     | Polaris Inc. COM                                                                                                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       800 | NS      | $43600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES 2025-NQM2                                                          | GSMBS 2025-NQM2 A1                                                                                                                                     | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-O            | CORP              | US        |    378149 | PA      | $380243.22    | 0.04%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -250000 | NC      | $-5184.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $150.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                                                  | Jones Lang LaSalle Incorporated COM                                                                                                                    | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      5800 | NS      | $1765056.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | CAS 2022-R03 1B1                                                                                                                                       | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    105000 | PA      | $109450.37    | 0.01%             | 2042-03-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NPV(BR)                                                                                                                           | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       448 | NS      | $32180.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd.                                                                      | Harvey Norman Holdings Ltd. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |     73074 | NS      | $251038.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4895                                                                                                                                              | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63680 | PA      | $65834.43     | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coeur Mining Inc                                                                                 | Coeur Mining Inc COM NEW                                                                                                                               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     11500 | NS      | $215855.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                                                      | VTRS 4 06/22/50                                                                                                                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26190.12     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group SA                                                                          | LATAM Airlines Group SA COM NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | EC               | CORP              | CL        |  10146000 | NS      | $250358.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                                                               | Etihad Etisalat Co SAR10                                                                                                                               | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |      7865 | NS      | $136966.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.4 12/01/30                                                                                                                                        | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32059.94     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 190308                                                                                                                                              | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       223 | PA      | $228.99       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Alight Inc                                                                                       | Alight Inc COM CL A                                                                                                                                    | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    156100 | NS      | $90959.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                                                           | Petroleo Brasileiro SA COM NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     12800 | NS      | $132698.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                                                              | Ligand Pharmaceuticals Incorporated COM NEW                                                                                                            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1200 | NS      | $239580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                                                         | Ultra Clean Holdings Inc COM                                                                                                                           | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      2600 | NS      | $161668.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                                                | American International Group Inc. COM NEW                                                                                                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     27900 | NS      | $2099475.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 190297                                                                                                                                              | CUSIP: 31368HKJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        39 | PA      | $39.11        | 0.00%             | 2028-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Blackbaud Inc                                                                                    | Blackbaud Inc COM                                                                                                                                      | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       200 | NS      | $7722.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                                                 | Deutsche Bank AG ORD NPV(REGD)                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     27159 | NS      | $808254.21    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -248000 | NC      | $-890.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                                                                | INTERNATIONAL SCHOOLS PARTNERSHIP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343168 | PA      | $341451.68    | 0.03%             | 2031-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.375 01/15/30                                                                                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435677.53    | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                     | PEMEX 6.625 06/15/38                                                                                                                                   | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     42000 | PA      | $37800.00     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 2.65 08/15/30                                                                                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    630000 | PA      | $580457.62    | 0.06%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                                                 | DIAMOND SPORTS GRP LLC- WARRANTS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9592 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6.25 04/15/32 144A                                                                                                                              | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145090.98    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 6.35 08/10/28 144a                                                                                                                               | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $201562.50    | 0.02%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                                                               | Kontoor Brands Inc COM                                                                                                                                 | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1700 | NS      | $119493.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                                                        | Varex Imaging Corporation COM                                                                                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1100 | NS      | $11671.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -245000 | NC      | $-1581.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                      | KPERM 4.15 05/01/47                                                                                                                                    | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114057.44    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 4.625 10/15/29 144A                                                                                                                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312757.26    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                                                 | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64864 | PA      | $63891.04     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITI GROUP LP                                                                                   | UNIT 8.625 06/15/32 Feb                                                                                                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66109.22     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 02/01/31 144A                                                                                                                                 | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48398.22     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -738000 | OU      | $-2289.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                      | Pfizer Inc. COM                                                                                                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     50100 | NS      | $1406808.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                                                                                       | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $867281.25    | 0.08%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Consd Water Co                                                                                   | Consd Water Co COM USD0.60                                                                                                                             | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      1300 | NS      | $43056.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                                                              | TPMT 2024-CES6 A1                                                                                                                                      | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-O            | CORP              | US        |    281521 | PA      | $282522.04    | 0.03%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd.                                                                         | Maruti Suzuki India Ltd. INR5                                                                                                                          | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |      2821 | NS      | $370002.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA CORP                                                                                     | KYOCERA Corp. NPV                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     35200 | NS      | $539740.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 8.75 06/02/29                                                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    180000 | PA      | $189252.00    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | Parker-Hannifin Corp. COM                                                                                                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       700 | NS      | $626668.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corp.                                                                                   | Iradimed Corp. COM                                                                                                                                     | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       900 | NS      | $86634.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                                                                         | CSL Ltd. ORD NPV                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      3325 | NS      | $326578.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST 2017-BNK3                                | BACM 2017-BNK3 XB                                                                                                                                      | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40575000 | PA      | $139959.41    | 0.01%             | 2050-02-17      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                                                           | Petroleo Brasileiro SA PRF NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    107600 | NS      | $1009142.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                                                      | Progyny Inc COM                                                                                                                                        | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $125652.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                                                                            | Kirin Holdings Co Ltd NPV                                                                                                                              | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     18900 | NS      | $300626.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                                  | Regeneron Pharmaceuticals, Inc. COM                                                                                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2000 | NS      | $1545280.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4320                                                                                                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77510 | PA      | $70150.06     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/48                                                                                                                                           | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $18801.81     | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                             | OBX 2025-NQM10 A1                                                                                                                                      | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |    238181 | PA      | $238939.25    | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | Amgen Inc. COM                                                                                                                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8800 | NS      | $3096280.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.452 12/05/29                                                                                                                                    | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250299.72    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.625 01/19/29                                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    525000 | PA      | $554058.75    | 0.05%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Torm Plc                                                                                         | Torm Plc SER'A'USD0.01                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800VL1H1ABVM1ZF63 | Long             | EC               | CORP              | GB        |      2325 | NS      | $66356.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                                                                        | Woori Financial Group Inc. KRW5000                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3264 | NS      | $71552.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zydus Lifesciences Ltd.                                                                          | Zydus Lifesciences Ltd. INR1                                                                                                                           | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |      5900 | NS      | $54934.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank Co Ltd                                                                           | Industrial Bank Co Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |     32200 | NS      | $88134.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    925000 | PA      | $923600.21    | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                                      | Avnet, Inc. COM                                                                                                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     28600 | NS      | $1762332.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN, Inc.                                                                                   | JELD 4.875 12/15/27 144A                                                                                                                               | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $108603.64    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thangamayil Jewellery Ltd.                                                                       | Thangamayil Jewellery Ltd. INR10                                                                                                                       | CUSIP: 000000000<br>LEI: 335800NK8SU8YY8XAS29 | Long             | EC               | CORP              | IN        |      1725 | NS      | $63387.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES2 A1A                                                                                                                                    | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    718186 | PA      | $720405.81    | 0.07%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -10700000 | OU      | $-53962.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toenec Corp                                                                                      | Toenec Corp NPV                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $129044.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd.                                                                          | POWFIN 6.15 12/06/28 144A                                                                                                                              | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $207068.00    | 0.02%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 4.5 08/11/30 144A                                                                                                                                  | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    840000 | PA      | $829871.53    | 0.08%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                                 | NCRATL 9.5 04/01/29 144A                                                                                                                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    131000 | PA      | $140217.87    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8278                                                                                                                                              | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433726 | PA      | $445223.56    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SI2107                                                                                                                                              | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877094 | PA      | $744017.98    | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 2.65 09/01/26                                                                                                                                      | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208569.68    | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | Nucor Corporation COM                                                                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1400 | NS      | $236740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 3.125 06/15/26 R                                                                                                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    561000 | PA      | $558961.26    | 0.05%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.75 03/01/33 144A                                                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20315.10     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citi Trends Inc.                                                                                 | Citi Trends Inc. COM                                                                                                                                   | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      1300 | NS      | $56316.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                                                 | BMARK 2023-V2 A3                                                                                                                                       | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1430011.94   | 0.14%             | 2055-05-17      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                             | ENTERP 7 10/15/37 144A                                                                                                                                 | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22804.53     | 0.00%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 799490                                                                                                                                              | CUSIP: 31405UF79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12123 | PA      | $12358.13     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | International Business Machines Corp. COM                                                                                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4600 | NS      | $1114994.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 4.625 02/01/29 144A                                                                                                                                | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148187.81    | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8190                                                                                                                                              | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1560643 | PA      | $1375665.88   | 0.13%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 4.625 03/04/33 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    370000 | PA      | $399064.44    | 0.04%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.625 11/01/30 144A                                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78999.14     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TRIPUTRA AGRO PERSADA TBK PT                                                                     | PT Triputra Agro Persada Tbk IDR100                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |    395200 | NS      | $44183.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6140.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                                         | Ipsen SA EUR1                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       364 | NS      | $68025.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK                                                                              | CLOUDHQ VA B1 QUICK                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188797 | PA      | $188796.65    | 0.02%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CNP 6.95 03/15/33 K2                                                                                                                                   | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133965.08    | 0.01%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V2.572 02/11/31 MTN                                                                                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $948428.12    | 0.09%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                                      | EXC 3.75 08/15/47 123                                                                                                                                  | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    754000 | PA      | $563632.94    | 0.06%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FP0105                                                                                                                                              | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372756 | PA      | $316259.05    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.65 PERP U                                                                                                                                        | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287016.80    | 0.03%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Helios Technologies Inc                                                                          | Helios Technologies Inc COM                                                                                                                            | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       400 | NS      | $25884.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosneft Oil Company                                                                              | Rosneft Oil Company RUB0.01(RUB)                                                                                                                       | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     31520 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Guardant Health Inc                                                                              | Guardant Health Inc COM                                                                                                                                | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      1200 | NS      | $110844.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $94.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana Inc.                                                                                        | Dana Inc. COM                                                                                                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      9600 | NS      | $323040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT 3.951 10/15/50 144A                                                                                                                             | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    180000 | PA      | $130299.16    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192293.19    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR D                                                                                                                                       | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $633902.61    | 0.06%             | 2041-11-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                             | RPLDCI 6.581 05/30/49 144A                                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1673544.17   | 0.16%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| NPK International Inc.                                                                           | NPK International Inc. COM SHS                                                                                                                         | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     20300 | NS      | $294147.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194116.26    | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-37538.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                        | Aptiv PLC COM SHS                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     45100 | NS      | $3131744.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                                                       | Tenaris SA USD1                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      4700 | NS      | $137391.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                 | MKL 5 03/30/43                                                                                                                                         | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22375.29     | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astronics Corp.                                                                                  | Astronics Corp. COM                                                                                                                                    | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2700 | NS      | $180171.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                                                              | Imperial Brands PLC GBP0.10                                                                                                                            | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     22111 | NS      | $896552.77    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                                          | Versant Media Group Inc. COM CL A                                                                                                                      | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     16772 | NS      | $620899.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corp. COM                                                                                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      6500 | NS      | $316875.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywest Inc                                                                                      | Skywest Inc COM                                                                                                                                        | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      1260 | NS      | $115705.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                                                                             | Smithfield Foods Inc COM                                                                                                                               | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |     22100 | NS      | $618137.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.943 01/21/33                                                                                                                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    485000 | PA      | $435916.95    | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 8.75 04/15/30 144A                                                                                                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187085.24    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms Inc CL A                                                                                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     17469 | NS      | $9994538.97   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -243000 | NC      | $-3582.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rusta AB (Publ)                                                                                  | Rusta AB (Publ) NPV                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300V512S3QMRNO618 | Long             | EC               | CORP              | SE        |      6175 | NS      | $61270.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V2.615 04/22/32                                                                                                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1262245.89   | 0.12%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7746                                                                                                                                              | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397564 | PA      | $341509.23    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                                    | Boston Scientific Corporation COM                                                                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      7300 | NS      | $458075.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                                                               | Credo Technology Group Holding Ltd ORDINARY SHARES                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1900 | NS      | $178353.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Prudential Investment Portfolios, Inc.

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer