# EDGAR Filing Document

**Accession Number:** 0001809541
**File Stem:** 0001752724-25-204455
**Filing Date:** 2025-8
**Character Count:** 524855
**Document Hash:** 0cf425e7b1fb3b9dc2fe757994725989
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204455.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204455

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Capital Allocation Term Trust
- **CENTRAL INDEX KEY:** 0001809541

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23564
- **FILM NUMBER:** 251254620

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Capital Allocation Trust
- **DATE OF NAME CHANGE:** 20200414

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23564

- **c. CIK number of Registrant:** 0001809541

- **d. LEI of Registrant:** 5493007LDARS47M53X11

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

- **c. LEI of Series:** 5493007LDARS47M53X11

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1876164508.33

**Total Liabilities:** $234452760.09

**Net Assets:** $1641711748.24

**Amount of Assets Invested in Other Investment Companies:** $32908350.95

**Delayed Delivery Securities:** $16994109.70

**Cash Not Reported:** $21351078.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13914.91000000 | **1-Year:** 941.71000000 | **5-Year:** 9629.20000000 | **10-Year:** 109663.89000000 | **30-Year:** 4244.68000000

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

- **3-Month:** 37330.69000000 | **1-Year:** 78556.84000000 | **5-Year:** 303157.59000000 | **10-Year:** 37501.03000000 | **30-Year:** -17871.79000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.29%                | 3.46%                | 2.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10004612.84            | $10898889.59                               |
| Month 2  | $7431107.86              | $59056948.62                               |
| Month 3  | $2247175.35              | $50813070.06                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                    | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         24 | NC      | $7680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tele Columbus AG                                        | Tele Columbus AG                                                   | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |     408629 | PA      | $330202.53    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                            | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $182860.00    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $10501.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                                          | Wynn Macau Ltd                                                     | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |     534519 | NS      | $369945.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135880.44    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CML Hyatt Lost Pines                                    | CML Hyatt Lost Pines Term Loan                                     | CUSIP: 000000000<br>LEI: 2549001EJNHFSTNVDQ92 | Long             | LON              | CORP              | US        |    5000000 | PA      | $5000000.00   | 0.30%             | 2026-09-09      | Floating      | 7.89%                 | No            | 3                  | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                        | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     325000 | PA      | $375799.93    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DP WORLD SALAAM                                         | DP World Salaam                                                    | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |     352000 | PA      | $351669.12    | 0.02%             | 2025-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     211000 | PA      | $248935.98    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Speed Midco 3 Sarl                                      | Speed Midco 3 Sa rl 2024 EUR Term Loan B2                          | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |    2565959 | PA      | $3041615.28   | 0.19%             | 2029-05-16      | Floating      | 7.33%                 | No            | 3                  | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      83869 | NS      | $4891240.08   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                          | SONDER 1L PIK NOTES 7 12/10/27                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10555006 | PA      | $9050917.58   | 0.55%             | 2027-12-10      | Fixed         | 13.36%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -302 | NC      | $-71574.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                              | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $235644.32    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc             | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    4805000 | PA      | $4511270.35   | 0.27%             | 2026-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD TWD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-413050.24   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                     | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        480 | NS      | $251222.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     137000 | PA      | $173789.30    | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| OCEANA A NOTE 2 YEAR                                    | OCEANA A NOTE 2 YEAR                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1881000 | PA      | $1239589.91   | 0.08%             | 2025-07-31      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     112103 | NS      | $7777706.14   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Structured Asset Securities Corporation                 | Structured Asset Securities Corp Mortgage Loan Trust 2005-WF2      | CUSIP: 86359DDJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     182214 | PA      | $177889.70    | 0.01%             | 2035-05-25      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                               | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     102000 | PA      | $126458.89    | 0.01%             | 2029-12-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     100000 | PA      | $132485.33    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         33 | NC      | $143797.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                         | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     229000 | PA      | $279896.52    | 0.02%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      34279 | NS      | $9347540.51   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                              | Intuit Inc                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       9459 | NS      | $7450192.17   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTBAY 4A2 NOTES                                       | WESTBAY 4A2 NOTES                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9314000 | PA      | $9326108.20   | 0.57%             | 2030-02-06      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $385937.36    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        107 | NC      | $24128.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                           | COREWEAVE CONVERTIBLE PREF EQ                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1579000 | NS      | $5558080.00   | 0.34%             |  |  |  | No            | 3                  | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF       | iShares J.P. Morgan USD Emerging Markets Bond ETF                  | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      71155 | NS      | $6590376.10   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| EDP SA                                                  | EDP SA                                                             | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     200000 | PA      | $238884.62    | 0.01%             | 2054-09-16      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      18036 | PA      | $8431.83      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                            | ARES Loan Funding I Ltd                                            | CUSIP: 04018YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2150000 | PA      | $1066959.00   | 0.06%             | 2034-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                 | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    1025000 | PA      | $1240655.72   | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AIR PRODUCTS AND CHEMICALS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          6 | NC      | $3480.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                      | EUR/USD Up-and-out barrier option; Barrier price EUR 1.25000       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |    4725000 | OU      | $52524.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warner Bros Discovery Inc                               | Warner Bros Discovery Inc                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     163596 | NS      | $1874810.16   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                              | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74731000 | PA      | $67273248.25  | 4.10%             | 2054-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Exchange Group                                    | NIKKEI 225                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -52 | NC      | $-128189.99   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.670000 26-DEC-2034 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13998101 | OU      | $-58579.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fairstone Financial Issuance Trust I                    | Fairstone Financial Issuance Trust I                               | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    1270000 | PA      | $915770.96    | 0.06%             | 2039-10-20      | Fixed         | 6.87%                 | No            | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                      | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     254000 | PA      | $322388.92    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                               | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $236099.00    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-20 Ltd                                                | CUSIP: 670859AU1<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3515684.55   | 0.21%             | 2037-04-18      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |        -47 | NC      | $-9165.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arini European CLO                                      | Arini European CLO                                                 | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $269910.79    | 0.02%             | 2039-01-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                  | Contemporary Amperex Technology Co Ltd                             | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      87600 | NS      | $3091232.14   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                    | CUSIP: 46592ECC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     924023 | PA      | $694066.23    | 0.04%             | 2051-06-25      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         15 | NC      | $20700.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mobico Group PLC                                        | Mobico Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     195000 | PA      | $185971.17    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                 | Wintershall Dea Finance 2 BV                                       | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |     164000 | PA      | $197289.06    | 0.01%             | 2030-05-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| EIS Group Inc                                           | EIS Group Inc Revolver                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373370 | PA      | $360301.76    | 0.02%             | 2028-07-10      | Floating      | 11.33%                | No            | 3                  | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     244000 | PA      | $194895.00    | 0.01%             | 2047-11-28      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 55B LTD                                 | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000827.30   | 0.06%             | 2034-07-20      | Floating      | 11.09%                | No            | 2                  | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO XXVI Ltd                                           | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250125.15    | 0.02%             | 2034-07-20      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     305134 | PA      | $305433.52    | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-8867.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         47 | NC      | $4629.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       1300 | NS      | $77545.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -11 | NC      | $-13310.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arini European CLO                                      | Arini European Clo IV DAC                                          | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |     430000 | PA      | $511312.98    | 0.03%             | 2038-01-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| WOM NEW HOLDCO COMMON                                   | WOM NEW HOLDCO COMMON                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        599 | NS      | $16772.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Japan Exchange Group                                    | NIKKEI 225                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         52 | NC      | $521787.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      50188 | PA      | $25846.82     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                 | JetBlue 2019-1 Class AA Pass Through Trust                         | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     327338 | PA      | $286456.14    | 0.02%             | 2032-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HESTIAFLOOR 2                                           | Hestiafloor 2 2024 EUR Term Loan B                                 | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |     588236 | PA      | $693003.06    | 0.04%             | 2030-02-27      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      38321 | NS      | $7426993.01   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                       | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     794000 | PA      | $770656.73    | 0.05%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EIS Group Inc                                           | EIS Group Inc Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3733697 | PA      | $3603017.61   | 0.22%             | 2028-05-01      | Floating      | 11.33%                | No            | 3                  | On Loan: No      |
| STEM INC                                                | Stem Inc                                                           | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     200000 | PA      | $48500.00     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Stratus CLO                                             | Stratus CLO 2021-1 Ltd                                             | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1110.00      | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 17-JAN-2034 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2862750 | OU      | $73853.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.422000 02-OCT-2028 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   81301300 | OU      | $2488191.36   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy Universal LLC                                    | Galaxy Universal LLC 1st Lien Term Loan                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12858233 | PA      | $12793942.04  | 0.78%             | 2026-11-12      | Floating      | 10.75%                | No            | 3                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $138238.63    | 0.01%             | 2031-06-04      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AIR PRODUCTS AND CHEMICALS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-2625.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                        | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1629702.92   | 0.10%             | 2028-11-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2021-1                                      | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2320000 | PA      | $2152272.35   | 0.13%             | 2031-11-20      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.952300 03-NOV-2027 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4880425 | OU      | $61877.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2020-2          | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2183889 | PA      | $2160999.99   | 0.13%             | 2060-09-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      46395 | NS      | $12380969.70  | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| ALSTRIA OFFICE REIT-AG                                  | Alstria Office AG                                                  | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |     100000 | PA      | $119938.94    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                             | SONDER WARRANTS DEC 30 2029                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      26165 | NS      | $70383.85     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| INTRUM AB                                               | Intrum AB                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     137000 | PA      | $143627.52    | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                 | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     177000 | PA      | $256807.66    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 Term Loan                                | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1980855 | PA      | $1059757.49   | 0.06%             | 2028-04-27      | Floating      | 9.29%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-4                                    | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     862340 | PA      | $632900.70    | 0.04%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         26 | NC      | $15990.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RRX Ltd                                                 | RRX 7 Ltd                                                          | CUSIP: 40256JAA3<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $751417.95    | 0.05%             | 2035-07-15      | Floating      | 11.11%                | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD AUD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-10258.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ATLANTIC UNION BANKSHARES CORP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       1550 | OU      | $-48484.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                      | Union Pacific Corp                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      32163 | NS      | $7400063.04   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                     | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     495000 | PA      | $707713.60    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                  | Lending Funding Trust 2020-2                                       | CUSIP: 51507KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     980000 | PA      | $956118.87    | 0.06%             | 2031-04-21      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| SPDR S&P Homebuilders ETF                               | SPDR S&P Homebuilders ETF                                          | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             | EC               | RF                | US        |       8193 | NS      | $807584.01    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -479 | NC      | $-123582.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD HKD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $13062.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 2Y RTR 3.300000 22-SEP-2025                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |  -44761000 | OU      | $-147533.15   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                            | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     224000 | PA      | $231728.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 03-NOV-2053 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5250777 | OU      | $34504.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                    | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     685195 | NS      | $17782769.28  | 1.08%             |  |  |  | No            | 2                  | On Loan: No      |
| QUIMPER AB                                              | Quimper AB 2024 EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |    1008696 | PA      | $1183524.50   | 0.07%             | 2030-03-29      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                               | Hess Corp                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      21570 | NS      | $2988307.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2021-4 Ltd                              | CUSIP: 69702JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $750042.00    | 0.05%             | 2029-10-15      | Floating      | 9.52%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     251000 | PA      | $279311.61    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BRIGHT MACHINES SERIES C 1                              | BRIGHT MACHINES SERIES C 1                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     985059 | NS      | $128057.70    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| BlackRock Liquidity Funds                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares            | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   51859729 | NS      | $51859729.47  | 3.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 3.270000 05-FEB-2028 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24746900 | OU      | $-31363.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                            | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116777.76    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BP PLC                                                  | BP PLC                                                             | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      73129 | NS      | $364350.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HAWKEYE 360 SERIES D1 CONVERT                           | HAWKEYE 360 SERIES D1 CONVERT                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     406081 | NS      | $5534884.03   | 0.34%             |  |  |  | No            | 3                  | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       9801 | NS      | $61452.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     194000 | PA      | $246162.07    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: JPY 0.283000 09-MAR-2026 FTO                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 2893936941 | OU      | $50414.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                      | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |     766000 | PA      | $937065.36    | 0.06%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      17845 | NS      | $14299857.99  | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| AIR CANADA 2020-1C PTT                                  | Air Canada 2020-1 Class C Pass Through Trust                       | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1769000 | PA      | $1861872.50   | 0.11%             | 2026-07-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| HAWKEYE 360 ATM WARRANTS                                | HAWKEYE 360 ATM WARRANTS                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      19736 | NS      | $107955.92    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                      | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     120000 | PA      | $125665.50    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| INSPIRED FINCO HOLDINGS LTD                             | INSPIRED FINCO HOLDINGS LTD 2025 EUR TERM LOAN B6 B 2              | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     383142 | PA      | $449196.64    | 0.03%             | 2031-02-28      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                             | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     317000 | PA      | $315880.99    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $61687.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                    | CUSIP: 46592ECD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1533533 | PA      | $664370.05    | 0.04%             | 2051-06-25      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| Algoma Steel Group Inc                                  | Algoma Steel Group Inc                                             | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |     178901 | NS      | $1232627.89   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                      | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |     143000 | PA      | $167366.96    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                            | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |     521885 | PA      | $603996.56    | 0.04%             | 2028-08-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                | Spirit Airlines Pass Through Trust 2017-1AA                        | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     553906 | PA      | $490313.12    | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                 | San Miguel Global Power Holdings Corp                              | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $196500.00    | 0.01%             | 2029-12-02      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $15676.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CAPITAL ONE FINANCIAL CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         31 | NC      | $45105.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lionsgate Studios Corp                                  | Lionsgate Studios Corp                                             | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      95306 | NS      | $553727.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CML ST Regis Aspen                                      | CML ST Regis Aspen Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6479771 | PA      | $6514797.39   | 0.40%             | 2027-02-09      | Fixed         | 7.27%                 | No            | 3                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 5Y RTP 4.100000 06-NOV-2025                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |  -13135500 | OU      | $-19579.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      16041 | NS      | $2156231.22   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.864300 10-NOV-2027 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   20266800 | OU      | $226089.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     141152 | NS      | $11309098.24  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                             | 2Y RTP 3.800000 06-NOV-2025                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -47110556 | OU      | $-45464.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 EUR Term Loan B6B                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1400000 | PA      | $1646376.86   | 0.10%             | 2031-07-01      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                         | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $211930.00    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| APPLEGREEN IRELAND                                      | Applegreen Ireland 2025 EUR Term Loan B                            | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |     569620 | PA      | $675010.15    | 0.04%             | 2032-01-30      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                        | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     128000 | PA      | $151908.52    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     216000 | PA      | $195696.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX INVESTMENT GRA                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -711 | NC      | $-142911.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $306799.39    | 0.02%             | 2030-06-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Emerald Technologies (US) Acquisitionco Inc             | Emerald Technologies (US) Acquisitionco Inc Term Loan              | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1085962 | PA      | $749314.13    | 0.05%             | 2027-12-29      | Floating      | 10.73%                | No            | 3                  | On Loan: No      |
| VANTAGE DRILL INTL LTD                                  | Vantage Drilling International Ltd                                 | CUSIP: 92210KAD0<br>LEI: 549300T9QN1134QR7185 | Long             | DBT              | CORP              | KY        |      91000 | PA      | $90545.00     | 0.01%             | 2028-02-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| PREEM HOLDING AB                                        | Preem Holdings AB                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |     137600 | PA      | $168810.42    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     153651 | NS      | $10666452.42  | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2020-NQM1                             | CUSIP: 452760AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3602500 | PA      | $3259416.99   | 0.20%             | 2055-10-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       4391 | NS      | $1169498.94   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CHF                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4844.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                  | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      48000 | PA      | $47633.28     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Vedanta Holdings Mauritius II LTD                       | Vedanta Holdings Mauritius II LTD Delayed Draw Term Loan           | CUSIP: 000000000<br>LEI: 894500ANJHA7BPW5U641 | Long             | LON              | CORP              | MU        |     863720 | PA      | $872357.20    | 0.05%             | 2026-04-17      | Fixed         | 18.00%                | No            | 3                  | On Loan: No      |
| ABRA GLOBAL FINANCE                                     | ABRA Global Finance                                                | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     161628 | PA      | $122130.97    | 0.01%             | 2029-10-22      | Fixed         | 14.00%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -35 | NC      | $-5740.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $107040.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-4280.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                            | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     187000 | PA      | $223309.98    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 30Y RTR 3.650000 26-NOV-2025                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   11435000 | OU      | $232909.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21399.63     | 0.00%             | 2030-08-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| DR Horton Inc                                           | DR Horton Inc                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      19895 | NS      | $2564863.40   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| KANE BIDCO LTD                                          | Kane Bidco Ltd                                                     | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |     699000 | PA      | $969324.57    | 0.06%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Offerpad Solutions Inc                                  | Offerpad Solutions Inc                                             | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |      60706 | NS      | $309.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | VANGUARD INTERMEDIATE-TERM CORP BO                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      19188 | OU      | $-1591068.96  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corportation Trust 2021-IP                  | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1540000 | PA      | $1513226.33   | 0.09%             | 2036-10-15      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| EXO IMAGING INC                                         | EXO IMAGING INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2531 | NS      | $911.33       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $33000.00     | 0.00%             | 2023-07-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Alorica Inc                                             | Alorica Inc 2022 Term Loan                                         | CUSIP: 000000000<br>LEI: 549300I7BKCLNE05U640 | Long             | LON              | CORP              | US        |    3060069 | PA      | $3018146.26   | 0.18%             | 2027-12-21      | Floating      | 11.20%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | PROGRESSIVE CORP/THE                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -10 | NC      | $-2425.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $33122.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -246 | NC      | $-61008.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | SWP: IFS 2.693000 15-AUG-2032                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |    1425000 | OU      | $53568.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     156000 | PA      | $185141.17    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE SEP25                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -94 | NC      | $-30557.43    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $16868.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Providus CLO                                            | Providus CLO II DAC                                                | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |     238000 | PA      | $279814.37    | 0.02%             | 2038-10-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CHEVRON CORP                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -30 | NC      | $-645.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                             | SWAP/CDSWAP/SCDS: (VST)                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |      80000 | OU      | $14201.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-8400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -79 | NC      | $-75642.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lendmark Funding Trust                                  | Lending Funding Trust 2020-2                                       | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2830000 | PA      | $2779722.79   | 0.17%             | 2031-04-21      | Fixed         | 6.77%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EAGLE BANCORP INC                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       3416 | OU      | $66543.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RAMSAY GENERALE DE SANTE SA                             | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                  | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |     900000 | PA      | $1053232.77   | 0.06%             | 2031-08-13      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-4                                    | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1149936 | PA      | $905629.36    | 0.06%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Victory Street CLO                                      | Victory Street CLO I DAC                                           | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |     320000 | PA      | $382046.41    | 0.02%             | 2038-01-15      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                              | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |     305000 | PA      | $360907.86    | 0.02%             | 2029-07-01      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 18-APR-2029 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25216354 | OU      | $523532.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Flagstar Financial Inc                                  | Flagstar Financial Inc                                             | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     253926 | NS      | $2691615.60   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2020-5                                  | CUSIP: 92538CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2187124.32   | 0.13%             | 2065-05-25      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | USD P CNH C @6.900000 EO                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |  -20715000 | OU      | $-9301.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                       | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     238000 | PA      | $245140.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      11279 | NS      | $3181354.74   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                          | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     221000 | PA      | $266673.87    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -61 | NC      | $-21502.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO 2017-1 Ltd                                            | CUSIP: 89531FBG1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499736.40    | 0.03%             | 2037-07-25      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 2nd Lien Term Loan                            | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2548238 | PA      | $2388973.13   | 0.15%             | 2030-02-01      | Floating      | 9.75%                 | No            | 2                  | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                | 2Y RTP 3.950000 10-NOV-2025                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DIR              |  | US        |  -10544800 | OU      | $-6170.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                 | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1919701.88   | 0.12%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                          | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     660000 | PA      | $777532.95    | 0.05%             | 2031-12-10      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29508.17     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                  | SAP SE                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      18213 | NS      | $5569163.87   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -13 | NC      | $-24310.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                         | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |     448000 | PA      | $557485.41    | 0.03%             | 2028-05-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                     | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $201620.00    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| ION Trading Technologies Sarl                           | ION Trading Technologies Sarl 2021 EUR Term Loan B                 | CUSIP: 000000000<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |    1000000 | PA      | $1168067.64   | 0.07%             | 2028-04-03      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Rotor Acquisition Corp                                  | ROTOR ACQUI ROTOR ACQUISITION                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3978 | NS      | $34450.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF          | VanEck J. P. Morgan EM Local Currency Bond ETF                     | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |      43791 | NS      | $1110101.85   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Avoca Static CLO                                        | Avoca Static CLO I DAC                                             | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $175868.47    | 0.01%             | 2035-01-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| NORTH MACEDONIA                                         | North Macedonia Government International Bond                      | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     187000 | PA      | $230294.96    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2021-SFR1 Trust                                 | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1375000 | PA      | $1343266.10   | 0.08%             | 2038-07-17      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| FLYR SERIES D EQUITY                                    | FLYR SERIES D EQUITY                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     421209 | NS      | $1878592.14   | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                       | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      88672 | PA      | $105462.78    | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Penta CLO S.A.                                          | Penta CLO 17 DAC                                                   | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |     232000 | PA      | $273779.14    | 0.02%             | 2038-08-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-16497.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund DAC                  | CVC Cordatus Opportunity Loan Fund-R DAC                           | CUSIP: 000000000<br>LEI: 635400C8SJP8XE4FXA57 | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $821369.19    | 0.05%             | 2033-08-15      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| VanEck Semiconductor ETF                                | VanEck Semiconductor ETF                                           | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |       5362 | NS      | $1495354.56   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                        | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     174000 | PA      | $188980.97    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                    | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     249000 | PA      | $252500.94    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-29688.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      17259 | NS      | $17085374.46  | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cordatus CLO PLC                                        | CVC Cordatus Loan Fund XIX DAC                                     | CUSIP: 000000000<br>LEI: 635400BFCX9PFNPQKM71 | Long             | ABS-CBDO         | CORP              | IE        |    2300000 | PA      | $2736888.70   | 0.17%             | 2033-12-23      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (CDX.NA.HY.41.V2)                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3367485 | OU      | $253933.18    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                             | HNG HOSPITALITY OFFSHORE LP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2660000 | NS      | $2074800.00   | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     650000 | PA      | $653333.20    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Crown City CLO                                          | Crown City CLO III                                                 | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1251745.25   | 0.08%             | 2034-07-20      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                               | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $202100.00    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -6 | NC      | $-570.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                    | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5998 | PA      | $2806.47      | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $804.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                 | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      59000 | PA      | $53921.00     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Aurium CLO                                              | Aurium Clo XIII DAC                                                | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $187264.41    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                   | Uber Technologies Inc                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      11799 | NS      | $1100846.70   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                              | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9557000 | PA      | $8268148.14   | 0.50%             | 2054-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.311000 29-SEP-2033 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  121626100 | OU      | $5902921.84   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| Sigma Holdco BV                                         | Sigma Holdco BV                                                    | CUSIP: 000000000<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |     104378 | PA      | $122644.46    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.900000 30-APR-2029 EUR                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   17652653 | OU      | $577035.74    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED MXN / SOLD USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $31274.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO VC Ltd                                                  | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $484331.55    | 0.03%             | 2034-10-15      | Floating      | 11.27%                | No            | 2                  | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XVIII DAC                                                | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $200998.53    | 0.01%             | 2038-01-15      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1947683.00   | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| APLEONA HOLDING GMBH                                    | Apleona Holding GmbH 2024 EUR Term Loan B3                         | CUSIP: 000000000<br>LEI: 254900SF1BAAOJQ1X773 | Long             | LON              | CORP              | DE        |    1200234 | PA      | $1410875.68   | 0.09%             | 2028-04-28      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 2Y RTP 2.150000 10-SEP-2025                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -39614000 | OU      | $-38797.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                            | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260444 | PA      | $231441.68    | 0.01%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| HBX GROUP INTERNATIONAL PLC                             | HBX Group International PLC EUR Term Loan B                        | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | LON              | CORP              | GB        |    1010869 | PA      | $1184800.03   | 0.07%             | 2032-02-13      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                           | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     210000 | PA      | $217423.50    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                          | VERITAS SERIES G PREFERRED STO                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       8968 | NS      | $201780.00    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Arbour CLO                                              | Arbour CLO VI DAC                                                  | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $352827.09    | 0.02%             | 2037-11-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     301000 | PA      | $315130.34    | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                      | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     140000 | PA      | $34650.00     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AENOVA HOLDING GMBH                                     | Aenova Holding GmbH 2025 EUR Repriced Term Loan B                  | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |    1132076 | PA      | $1321581.23   | 0.08%             | 2031-08-22      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        217 | NC      | $64123.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        285 | NC      | $822557.29    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                           | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $69720.30     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     209000 | PA      | $252223.38    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       4165 | NS      | $498175.65    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                   | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     306000 | PA      | $358290.18    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                     | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1819784.05   | 0.11%             | 2029-11-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -6 | NC      | $-9690.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         78 | NC      | $127335.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PARTS EUROPE SA                                         | Parts Europe SA 1st Lien EUR Term Loan B                           | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1177738.62   | 0.07%             | 2031-02-03      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     345000 | PA      | $469396.78    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                       | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     285000 | PA      | $293968.95    | 0.02%             | 2055-06-10      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7989.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STAGE ENTERTAINMENT BV                                  | Stage Entertainment BV 2024 EUR Term Loan B                        | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1180306.55   | 0.07%             | 2029-06-02      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                         | Texas Debt Capital Euro CLO 2025-I DAC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $413230.48    | 0.03%             | 2039-04-16      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2019-C50                     | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21933755 | PA      | $881570.26    | 0.05%             | 2052-05-15      | Variable      | 1.57%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.225000 19-FEB-2030 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   14200344 | OU      | $-175132.15   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PAPREC HOLDING SA                                       | Paprec Holding SA                                                  | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |     347000 | PA      | $428407.30    | 0.03%             | 2029-11-17      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INFORMATICA INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         69 | NC      | $517.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -36 | NC      | $-24390.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     108620 | NS      | $13387415.00  | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $131731.13    | 0.01%             | 2027-09-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | 2Y RTP 3.900000 22-SEP-2025                                        | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |  -30104000 | OU      | $-10794.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $195255.80    | 0.01%             | 2027-07-19      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                              | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11500000 | PA      | $11497369.03  | 0.70%             | 2054-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      73425 | NS      | $4611824.25   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.65000 03-NOV-2053 SOF                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5250777 | OU      | $292066.75    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                              | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     352000 | PA      | $374528.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP: HYG US EQUITY                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    2776295 | OU      | $35046.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIV GROUP GMBH                                         | Aviv Group GmbH EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    1146497 | PA      | $1350732.97   | 0.08%             | 2032-04-23      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-A                              | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1420000 | PA      | $1365263.26   | 0.08%             | 2036-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                   | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1838580.20   | 0.11%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-CCRE25 Mortgage Trust                                    | CUSIP: 12593PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1951570.60   | 0.12%             | 2048-08-10      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                        | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |     297000 | PA      | $294276.51    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.922300 03-NOV-2027 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4880425 | OU      | $59094.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX BANK SEP25                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        407 | NC      | $22799.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     126536 | NS      | $10770744.32  | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                             | SWP: OIS 9.950000 04-JAN-2027 BZD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   14190595 | OU      | $-276759.86   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                              | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     272000 | PA      | $285110.40    | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| THAMES WATER UTIL LTD                                   | Thames Water Utilities Ltd                                         | CUSIP: 000000000<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |       5775 | PA      | $6611.78      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -18 | NC      | $-3051.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     756000 | PA      | $773254.94    | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         53 | NC      | $161650.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $110488.31    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     114500 | NS      | $1672271.65   | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                            | VERITAS SERIES G 1 PREFERRED                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       6197 | NS      | $139432.50    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Borsa Italiana SpA                                      | UNICREDIT SPA                                                      | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |        -34 | NC      | $-3234.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 10.316400 04-JAN-2027 BZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   29050000 | OU      | $-493002.81   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     985000 | PA      | $936888.46    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD SEK                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-6332.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      19728 | NS      | $560077.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     174107 | PA      | $169918.12    | 0.01%             | 2029-10-26      | Floating      | 10.93%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        541 | NC      | $110093.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.123300 21-NOV-2028 SON                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6085000 | OU      | $116958.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                    | CUSIP: 46592ECB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770020 | PA      | $627929.50    | 0.04%             | 2051-06-25      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-C                                   | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $96778.53     | 0.01%             | 2062-04-20      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -47 | NC      | $-4347.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MAVERICK GAMING LLC                                     | Maverick Gaming LLC 2024 Second Out Term Loan                      | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     907055 | PA      | $546500.72    | 0.03%             | 2028-06-03      | Floating      | 13.78%                | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD ZAR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3879.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CHEVRON CORP                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -18 | NC      | $-2304.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SECTOR ALARM HOLDING AS                                 | Sector Alarm Holding AS 2025 EUR Term Loan B                       | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |     406916 | PA      | $479087.30    | 0.03%             | 2029-06-14      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                      | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $186624.00    | 0.01%             | 2054-09-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                               | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38788.00     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-5676519.55  | -0.35%            |  |  |  | No            | 2                  | On Loan: No      |
| ECL ENTERTAINMENT LLC                                   | ECL Entertainment LLC 2024 1st Lien Term Loan B                    | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    3429504 | PA      | $3425216.68   | 0.21%             | 2030-09-03      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| Crown Point CLO Ltd                                     | Crown Point CLO 9 Ltd                                              | CUSIP: 22846DAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $497725.10    | 0.03%             | 2034-07-14      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-18 Ltd                                                | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500354.70    | 0.03%             | 2037-07-20      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                         | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $210151.00    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KLEOPATRA FINCO SARL                                    | Kleopatra Finco Sarl                                               | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |     411000 | PA      | $453943.01    | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       7186 | NS      | $152343.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      75283 | PA      | $46393.15     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        502 | NC      | $268570.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc Term Loan B                                         | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1441509 | PA      | $1439101.53   | 0.09%             | 2027-12-30      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                             | CAP HILL BRANDS PREF EQUITY                                        | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |    1185824 | NS      | $35574.72     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $122581.36    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | FSWP: CNY 2.595000 15-SEP-2026                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  157107000 | OU      | $290960.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.987300 03-NOV-2027 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9760850 | OU      | $130247.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTRICA PLC                                            | Centrica PLC                                                       | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |     494000 | PA      | $685717.44    | 0.04%             | 2055-05-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                | OCEANA A 4YR NOTE UPSIZE                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1980000 | PA      | $1321120.70   | 0.08%             | 2028-07-31      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     215000 | PA      | $255017.01    | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118529.95    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 3.870000 05-FEB-2028 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24746900 | OU      | $312045.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -142 | NC      | $-77390.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VOLATO GROUP INC                                        | VOLATO GROUP INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      48765 | NS      | $1243.51      | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NEXTERA ENERGY INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -121 | NC      | $-3993.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                               | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $191500.00    | 0.01%             | 2027-03-24      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.137500 12-MAY-2033                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13768825 | OU      | $-321731.52   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Borsa Italiana SpA                                      | UNICREDIT SPA                                                      | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         34 | NC      | $64881.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (EOFP)                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |     103000 | OU      | $6345.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                            | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1185673 | PA      | $1074637.62   | 0.07%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | CDX.NA.HY.44.V1 5YR RTP @ 104.0000                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    2400000 | OU      | $4808.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2019-16 Ltd                                                | CUSIP: 67570RAE9<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $396811.28    | 0.02%             | 2033-04-10      | Floating      | 10.82%                | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        353 | NC      | $-179142.10   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     110000 | PA      | $132101.28    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    1792808 | PA      | $1673138.00   | 0.10%             | 2028-08-18      | Floating      | 10.21%                | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                  | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $133153.02    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                             | CROWN PROPTECH ACQUISITIONS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      74120 | NS      | $18856.13     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-A LLC                               | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     147016 | PA      | $138175.05    | 0.01%             | 2051-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $73427.64     | 0.00%             | 2028-04-10      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -185 | NC      | $-11713.25    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      85419 | NS      | $7445974.23   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241494.62    | 0.01%             | 2029-09-17      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     856000 | PA      | $887428.04    | 0.05%             | 2029-01-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -13 | NC      | $-7637.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (CS)                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |    3700000 | OU      | $-88195.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                       | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     147000 | PA      | $182791.57    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-21210.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | DOLLAR TREE INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -197 | NC      | $-16745.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     269000 | PA      | $286277.60    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| SAMBANOVA SYSTEMS INC                                   | SAMBANOVA SYSTEMS INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13158 | NS      | $695663.46    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES CHINA LARGE-CAP ETF                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       3361 | NC      | $243672.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $11567.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     250229 | PA      | $124938.02    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                               | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     846695 | PA      | $1044739.27   | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         17 | NC      | $105910.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global Inc                                      | Venture Global Inc                                                 | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |      34994 | NS      | $545206.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                            | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     647038 | PA      | $586325.72    | 0.04%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Hydrofarm Holdings LLC                                  | Hydrofarm Holdings LLC 2021 Term Loan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1772631 | PA      | $1435831.02   | 0.09%             | 2028-10-25      | Floating      | 10.04%                | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                              | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      25611 | PA      | $9809.01      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXXV                                                    | CUSIP: 03768TAA0<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $375376.80    | 0.02%             | 2034-04-20      | Floating      | 10.28%                | No            | 2                  | On Loan: No      |
| RENEW POWER PVT LTD                                     | ReNew Pvt Ltd                                                      | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $198370.00    | 0.01%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (ETLFP)                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      89000 | OU      | $9922.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MNTN INC                                                | MNTN INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      58924 | NS      | $1288667.88   | 0.08%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Lehman Brothers Small Balance Commercial                | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2     | CUSIP: 52521VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2735000 | PA      | $2346568.19   | 0.14%             | 2037-06-25      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.299000 23-OCT-2027 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7036073 | OU      | $9.27         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARCOLIN SPA                                            | Marcolin SpA                                                       | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |     540000 | PA      | $636134.70    | 0.04%             | 2026-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         33 | NC      | $31350.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.900000 24-FEB-2030 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12058170 | OU      | $230234.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        152 | NC      | $125020.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp         | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $5972.04      | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21115.86     | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $236784.57    | 0.01%             | 2034-01-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     221864 | NS      | $971764.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                              | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $195562.00    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          9 | NC      | $967.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     395000 | PA      | $336445.20    | 0.02%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       6853 | PA      | $3277.38      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ROTOR ACQUI                                             | ROTOR ACQUI ROTOR ACQUISITION                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      25291 | NS      | $9661.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                 | CUSIP: 96467CAC1<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $582000.00    | 0.04%             | 2036-07-24      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         57 | NC      | $43605.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                | LESSEN HOLDINGS INC PREF                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25831 | NS      | $75684.83     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -118 | NC      | $-7611.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED DKK / SOLD USD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |          1 | NC      | $31634.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -545 | NC      | $-37060.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (ETLFP)                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     101541 | OU      | $11228.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                     | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $175428.00    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -27 | NC      | $-9720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LESSEN INC                                              | LESSEN INC                                                         | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2079056 | PA      | $1915434.29   | 0.12%             | 2028-01-05      | Variable      | 12.78%                | No            | 3                  | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                    | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $203625.00    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV3                             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1487804.96   | 0.09%             | 2044-03-09      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     320000 | PA      | $8800.00      | 0.00%             | 2021-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     233000 | PA      | $237689.13    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       4984 | NS      | $800330.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       5334 | NS      | $604928.94    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | SHORT EURO-BTP FU SEP25                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        103 | NC      | $-23164.23    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                      | EUR C USD P @1.165000 EO                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -8561000 | OU      | $-173885.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $64476.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $250025.00    | 0.02%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                              | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   86126000 | PA      | $82372756.39  | 5.02%             | 2054-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.122440 17-NOV-2028 SON                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6090535 | OU      | $116011.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $41750.00     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ALEXANDER FUND TRUST II                                 | Alexander Funding Trust II                                         | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $139020.27    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     129965 | NS      | $13959540.65  | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro Clo II DAC                                             | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |     160000 | PA      | $188472.10    | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1202538 | PA      | $1207553.07   | 0.07%             | 2028-09-29      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-11572.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     152000 | PA      | $136446.60    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                 | United Airlines 2019-2 Class A Pass Through Trust                  | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     218507 | PA      | $202659.98    | 0.01%             | 2028-05-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       4372 | NS      | $425570.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        181 | NC      | $22534.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |     762000 | PA      | $807752.39    | 0.05%             | 2028-02-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 12.945000 02-JAN-2029 BZD                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    6259431 | OU      | $-642.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     384000 | PA      | $458468.17    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| EVgo Inc                                                | EVgo Inc                                                           | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               |  | US        |      40220 | NS      | $8848.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         21 | NC      | $5040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.122500 04-JAN-2027 BZD                                 | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |   17183520 | OU      | $-320922.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        362 | NC      | $1267.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -49 | NC      | $-7178.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 28-OCT-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   39746816 | OU      | $21222.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                             | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1881463.81   | 0.11%             | 2030-11-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                              | Vonovia SE                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $247085.66    | 0.02%             | 2032-05-20      | Fixed         | 0.88%                 | No            | 1                  | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                   | Virgin Media O2 Vendor Financing Notes V DAC                       | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |     700000 | PA      | $980844.40    | 0.06%             | 2032-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                           | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     186000 | PA      | $214306.03    | 0.01%             | 2027-12-16      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                              | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     313000 | PA      | $320042.50    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        302 | NC      | $223178.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                          | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $139056.82    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     146000 | PA      | $194922.86    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                   | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     340000 | PA      | $298134.47    | 0.02%             | 2062-04-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GOLAR LNG LTD                                           | Golar LNG Ltd                                                      | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     418000 | PA      | $428450.00    | 0.03%             | 2030-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        275 | NC      | $165000.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                        | Novo Nordisk A/S                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      30945 | NS      | $2144303.09   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Toll Brothers Inc                                       | Toll Brothers Inc                                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       3162 | NS      | $360879.06    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | ISHARES IBOXX $ INV GRADE CORPORAT                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |      21553 | OU      | $-2362424.33  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Henley CLO                                              | Henley CLO IV DAC                                                  | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1186952.90   | 0.07%             | 2034-04-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $201600.00    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | AMC NETWORKS CLASS A INC                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      27214 | OU      | $170631.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1145324.25  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       1117 | NS      | $517327.38    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117967.05    | 0.01%             | 2032-07-14      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| BRIGHT MACHINES SERIES C                                | BRIGHT MACHINES SERIES C                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     472899 | NS      | $160785.66    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1307339.05   | 0.08%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI SEP25                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -37 | NC      | $-680268.53   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -91 | NC      | $-14969.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jubilee CDO BV                                          | Jubilee CLO 2024-XXIX DAC                                          | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |     370000 | PA      | $438729.76    | 0.03%             | 2039-01-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure Inc                       | Solaris Energy Infrastructure Inc                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     152017 | NS      | $4300560.93   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 EUR Term Loan B                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1174569.93   | 0.07%             | 2032-01-28      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc         | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $131963.71    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| RELX PLC                                                | RELX PLC                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     233562 | NS      | $12658515.51  | 0.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     964171 | OU      | $107209.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -122 | NC      | $-27084.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.685000 02-OCT-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  115532900 | OU      | $-1472195.45  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Genius Sports Ltd                                       | Genius Sports Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     186939 | NS      | $1944165.60   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                      | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |     110192 | PA      | $108379.34    | 0.01%             | 2031-04-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CNY                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-11292.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                               | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $743755.41    | 0.05%             | 2031-03-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -34 | NC      | $-9418.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-8960.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| INTRUM AB                                               | Intrum AB                                                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |     267000 | PA      | $265873.42    | 0.02%             | 2027-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                 | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $125598.99    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | COMMUNITY BANK SYSTEM INC                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       1416 | OU      | $-80527.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.300000 20-MAR-2029 INR                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   76914964 | OU      | $20689.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                             | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     226000 | PA      | $226013.56    | 0.01%             | 2032-02-12      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                 | Spirit Airlines Pass Through Trust 2015-1A                         | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |      47117 | PA      | $43224.53     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| SONDER WARRANTS 5 YR                                    | SONDER WARRANTS 5 YR                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     261005 | NS      | $493299.11    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO IX Ltd                                               | CUSIP: 07132EAQ8<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $245101.38    | 0.01%             | 2031-07-15      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| SNORKEL AI INC                                          | SNORKEL AI INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45203 | NS      | $433044.74    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                             | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     663000 | PA      | $776957.66    | 0.05%             | 2027-11-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                 | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     326000 | PA      | $349857.01    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.481000 23-JAN-2028                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   27288744 | OU      | $139033.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      96943 | NS      | $48220417.63  | 2.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -98 | NC      | $-71295.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                                  | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      88331 | NS      | $3308804.34   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         28 | NC      | $2457.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3996.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                        | Paramount Global                                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       9555 | NS      | $123259.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTR 2.800000 01-MAY-2026                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | KY        | -113270000 | OU      | $-161671.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         47 | NC      | $22677.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                           | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118803.39    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |          7 | NC      | $11235.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT SEP25                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        135 | NC      | $88535.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.650000 02-NOV-2054 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   31109500 | OU      | $1703873.51   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co                                      | Vertiv Holdings Co                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      54406 | NS      | $6986274.46   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                              | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $198750.00    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 2.340000 19-JAN-2033                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    7414000 | OU      | $-76563.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     111000 | PA      | $133010.62    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                             | PUERTO RICO CMWLTH                                                 | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    4583513 | PA      | $2424663.47   | 0.15%             | 2051-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -8 | NC      | $-1240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JUMPCLOUD INC                                           | JUMPCLOUD INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1125428 | NS      | $2746044.32   | 0.17%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Accor SA                                                | Accor SA                                                           | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |      64811 | NS      | $3396645.41   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXII                                                    | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251441.75    | 0.02%             | 2031-04-20      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-3861.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -16 | NC      | $-18360.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1353515.45  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                    | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1530082.84   | 0.09%             | 2030-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                    | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     573000 | PA      | $706216.63    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                  | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     385000 | PA      | $492372.45    | 0.03%             | 2029-03-31      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |     137950 | NS      | $104146.36    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $62600.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -154 | NC      | $-73150.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AGL CLO 7 LTD                                           | AGL CLO 7 Ltd                                                      | CUSIP: 008511AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251032.10    | 0.02%             | 2034-07-15      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| THINK & LEARN PVT LTD                                   | THINK & LEARN PVT LTD                                              | CUSIP: 000000000<br>LEI: 2549006XBBGEQL8H6M81 | Long             | EC               | CORP              | IN        |       2279 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      24725 | NS      | $9781951.75   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                 | Spirit Airlines Pass Through Trust 2017-1A                         | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1453142 | PA      | $1258404.91   | 0.08%             | 2030-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        337 | NC      | $178636.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MTR CORP CI LTD                                         | MTR Corp CI Ltd                                                    | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201440.00    | 0.01%             | 2035-09-24      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         13 | NC      | $36920.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-BHAR                                                     | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1473973.05   | 0.09%             | 2038-11-15      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                             | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      20302 | NS      | $8880297.82   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |         -7 | NC      | $-4935.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IFCO MANAGEMENT GMBH                                    | IFCO Management GmbH 2024 EUR 1st Lien Term Loan B                 | CUSIP: 000000000<br>LEI: 529900W6COKZG9FWRZ51 | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1179423.09   | 0.07%             | 2029-11-29      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                   | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     200000 | PA      | $202100.00    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital Europe CLO                            | Anchorage Capital Europe CLO 2021-4 DAC                            | CUSIP: 000000000<br>LEI: 635400DODOOELVF8BK72 | Long             | ABS-CBDO         | CORP              | IE        |     868000 | PA      | $1024234.63   | 0.06%             | 2034-04-25      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 23-JAN-2030 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13498200 | OU      | $310879.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Viper Energy Inc                                        | Viper Energy Inc                                                   | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      34946 | NS      | $1332490.98   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                             | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     197500 | PA      | $194290.63    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     176580 | NS      | $27897874.20  | 1.70%             |  |  |  | No            | 1                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     249000 | PA      | $309502.72    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                             | URSA MAJOR TECHNOLOGIES INC                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     290420 | NS      | $1112308.60   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTR 3.500000 22-APR-2026                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   91516429 | OU      | $403731.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         40 | NC      | $48800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31279 | NS      | $4478840.01   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | AMC NETWORKS CLASS A INC                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      55495 | OU      | $347953.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.00000 08-APR-2029 SOF                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21208316 | OU      | $435388.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     248000 | PA      | $226359.52    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                          | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     210000 | PA      | $223125.00    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| OT MIDCO LTD                                            | OT Midco Ltd                                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1592000 | PA      | $1228627.75   | 0.07%             | 2030-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | USD P CNH C @7.050000 EO                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |   20715000 | OU      | $35629.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | SPDR BLOOMBERG HIGH YIELD BOND ETF                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      49732 | OU      | $-4837431.64  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                            | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     271000 | PA      | $335512.10    | 0.02%             | 2030-01-16      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                   | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     655000 | PA      | $550200.00    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DEMIRE REAL ESTATE AG                                   | DEMIRE Deutsche Mittelstand Real Estate AG                         | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |     180000 | PA      | $199275.54    | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -116 | NC      | $-19082.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rockford Tower Europe CLO                               | Rockford Tower Europe Clo 2025-1 DAC                               | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |     290000 | PA      | $340375.33    | 0.02%             | 2027-10-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                  | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1620000.00   | 0.10%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Median B V                                              | Median B V 2021 EUR Term Loan B1                                   | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |     981818 | PA      | $1152034.24   | 0.07%             | 2027-10-14      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         64 | NC      | $20800.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                             | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $133505.28    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | S+P500 EMINI FUT SEP25                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -403 | NC      | $-4326833.59  | -0.26%            |  |  |  | No            | 1                  | On Loan: No      |
| Latch Inc                                               | Latch Inc                                                          | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      10196 | NS      | $1.02         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     119171 | NS      | $21139743.69  | 1.29%             |  |  |  | No            | 1                  | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120624.27    | 0.01%             | 2030-03-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -69 | NC      | $-159217.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF LATVIA                                      | Latvia Government International Bond                               | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     201000 | PA      | $200756.79    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     196000 | PA      | $237469.81    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.400000 31-OCT-2028 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13191416 | OU      | $408600.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-3555.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2020-5                                  | CUSIP: 92538CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1313681.46   | 0.08%             | 2065-05-25      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |        -10 | NC      | $-10600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -42 | NC      | $-22050.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED CHF / SOLD USD                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CH        |          1 | NC      | $53983.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.337000 20-MAR-2034 INR                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   25865376 | OU      | $10363.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1148501.88   | 0.07%             | 2031-06-23      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.660000 10-OCT-2034 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8495750 | OU      | $-55523.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JUMPCLOUD INC                                           | JUMPCLOUD INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74023 | NS      | $180616.12    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                     | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     335000 | PA      | $386721.20    | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -2 | NC      | $-8390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 30Y RTR 3.150000 26-NOV-2025                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -11435000 | OU      | $-54190.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-6874.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                   | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     389000 | PA      | $403101.25    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                           | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     204000 | PA      | $198187.95    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NOBIAN FINANCE B                                        | Nobian Finance BV                                                  | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117361.48    | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -65 | NC      | $-18882.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                     | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     369000 | PA      | $337859.09    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-58476.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HAWKEYE 360 0.01 WTS                                    | HAWKEYE 360 0.01 WTS                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     124337 | NS      | $1130223.33   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                              | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $192354.00    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CyberArk Software Ltd                                   | CyberArk Software Ltd                                              | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      15262 | NS      | $6209802.56   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      59079 | NS      | $7326386.79   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                               | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      74519 | PA      | $73075.19     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                   | DirecTV Financing LLC 2025 Term Loan B                             | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2179590 | PA      | $2073879.89   | 0.13%             | 2031-02-17      | Floating      | 9.83%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                   | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    1566000 | PA      | $1558236.87   | 0.09%             | 2040-03-12      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 0.020000 26-AUG-2031                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    9317157 | OU      | $1562230.64   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC European Funding CLO                               | CIFC European Funding CLO III DAC                                  | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $827855.96    | 0.05%             | 2034-01-15      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -56 | NC      | $-4200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1113000 | PA      | $1309131.82   | 0.08%             | 2035-04-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Playstudios Inc                                         | Playstudios Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     226924 | NS      | $297270.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VERGE GENOMICS                                          | VERGE GENOMICS                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      36142 | NS      | $69392.64     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      82092 | NS      | $17948594.88  | 1.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                             | Walmart Inc                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     189192 | NS      | $18499193.76  | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -6 | NC      | $-9000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     318000 | PA      | $358566.41    | 0.02%             | 2026-08-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds            | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     475000 | PA      | $356725.00    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan             | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    1052000 | PA      | $443596.84    | 0.03%             | 2029-11-01      | Floating      | 11.38%                | No            | 2                  | On Loan: No      |
| IREN LTD                                                | IREN Ltd                                                           | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     802000 | PA      | $1036986.00   | 0.06%             | 2029-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Compass Group PLC                                       | Compass Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     296049 | NS      | $10027762.91  | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      21643 | PA      | $10141.78     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                     | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     137000 | PA      | $163396.48    | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.070000 14-JAN-2027 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   36165000 | OU      | $188513.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DATABRICKS INC                                          | DATABRICKS INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      40470 | NS      | $4378044.60   | 0.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -122 | NC      | $-30561.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ServiceTitan Inc                                        | ServiceTitan Inc                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10360 | NS      | $1110384.80   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| LUNE HOLDINGS SARL                                      | Lune Holdings Sarl                                                 | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |     305000 | PA      | $144406.02    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     282434 | PA      | $371031.25    | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                             | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     278000 | PA      | $280502.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-15361.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWP: OIS 10.025000 04-JAN-2027 BZD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   14157917 | OU      | $-269238.28   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                              | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $204900.00    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     276000 | PA      | $330237.85    | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.052000 09-APR-2029 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   16044184 | OU      | $359751.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $410006.07    | 0.02%             | 2026-10-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| LD CELULOSE INTERNATIONA                                | LD Celulose International GmbH                                     | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $209750.00    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $123974.81    | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.347000 20-MAR-2034 INR                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   25865376 | OU      | $10573.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SES SA                                                  | SES SA                                                             | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118803.77    | 0.01%             | 2030-06-24      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                          | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     230000 | PA      | $233910.00    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     243000 | PA      | $237957.75    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $118537.02    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $162150.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     574783 | PA      | $559287.10    | 0.03%             | 2027-04-15      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                               | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     845000 | PA      | $879166.54    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                      | Cellnex Telecom SA                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     167612 | NS      | $6526519.45   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD AUD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-58633.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                    | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11954017 | PA      | $424062.77    | 0.03%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: HYG US EQUITY                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    1433434 | OU      | $2136.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     251000 | PA      | $293830.37    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        375 | NC      | $56872.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares MSCI Brazil ETF                                 | iShares MSCI Brazil ETF                                            | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |      13963 | NS      | $402832.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SASOL Financing USA LLC                                 | Sasol Financing USA LLC                                            | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189800.00    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                          | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |     196000 | PA      | $233669.09    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6019.21      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         51 | NC      | $59670.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                        | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |     239000 | PA      | $325598.86    | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PROJECT MONTELENA                                       | PROJECT MONTELENA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    3806529 | PA      | $4125190.97   | 0.25%             | 2030-06-20      | Fixed         | 11.88%                | No            | 3                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                       | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121744.14    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE SEP25                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         59 | NC      | $145705.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                          | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     161000 | PA      | $190067.28    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                  | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     201000 | PA      | $222029.27    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                     | Elmwood CLO II Ltd                                                 | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $646400.00    | 0.04%             | 2034-04-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                               | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $199880.00    | 0.01%             | 2025-07-07      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                             | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     403000 | PA      | $477182.25    | 0.03%             | 2029-04-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -148 | NC      | $-148740.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | DREAM FINDERS HOMES INC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      10172 | NS      | $10019420.00  | 0.61%             |  |  |  | No            | 3                  | On Loan: No      |
| Amentum Holdings Inc                                    | Amentum Holdings Inc                                               | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      85590 | NS      | $2020779.90   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| VERGE GENOMICS                                          | VERGE GENOMICS                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     305363 | NS      | $586296.96    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SONDER HOLDINGS INC                                     | SONDER HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37498 | NS      | $101244.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-32733.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        780 | NC      | $190710.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-10183.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Palantir Technologies Inc                               | Palantir Technologies Inc                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       2386 | NS      | $325259.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $1016972.99   | 0.06%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BUBBLES HOLDCO SPA                                      | Bubbles Bidco SPA                                                  | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     231000 | PA      | $272954.76    | 0.02%             | 2031-09-30      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                | BX Trust 2021-VIEW                                                 | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     614000 | PA      | $614363.06    | 0.04%             | 2036-06-15      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                               | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |     118000 | PA      | $142475.04    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                              | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     361600 | PA      | $365213.22    | 0.02%             | 2032-10-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $13040.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                  | 2Y RTP 3.950000 15-SEP-2025                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              |  | US        |  -57638000 | OU      | $-13502.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CEGID GROUP SAS                                         | Cegid Group SAS 2025 EUR Term Loan B3                              | CUSIP: 000000000<br>LEI: 969500P65RIUGCL3D981 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1175677.20   | 0.07%             | 2030-01-31      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| CARESYNTAX INC C3                                       | CARESYNTAX INC C3                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1759 | NS      | $6437.94      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                       | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     620000 | PA      | $143375.00    | 0.01%             | 2029-04-27      | Floating      | 12.29%                | No            | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                 | CUSIP: 96467FBC3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249582.10    | 0.02%             | 2036-07-24      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (SFRFP)                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     293000 | OU      | $-54677.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios Clo III DAC                                              | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |     470000 | PA      | $555672.69    | 0.03%             | 2037-04-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-R2                                 | CUSIP: 92538DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2735000 | PA      | $2155611.58   | 0.13%             | 2064-02-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $518262.70    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      44352 | NS      | $110.88       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.400000 08-APR-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   43825033 | OU      | $128898.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-70657.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FORMENTERA PARTNERS FUND II                             | FORMENTERA PARTNERS FUND II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    3773550 | NS      | $3245253.00   | 0.20%             |  |  |  | No            | 3                  | On Loan: No      |
| VERSA NETWORKS INC                                      | VERSA NETWORKS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1681498 | NS      | $8592454.78   | 0.52%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AIR FRANCE-KLM                                          | Air France-KLM                                                     | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233961.73    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                              | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     200000 | PA      | $221773.77    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.040000 14-NOV-2029 TII                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   81547600 | OU      | $231846.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | 5Y RTR 3.230000 12-SEP-2025                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  -28819000 | OU      | $-145413.76   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                | CONTINUUM ENERGY PTE LTD                                           | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     836368 | PA      | $836368.00    | 0.05%             | 2027-09-11      | Variable      | 12.85%                | No            | 3                  | On Loan: No      |
| TJX Cos Inc/The                                         | TJX Cos Inc/The                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      86046 | NS      | $10625820.54  | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        163 | NC      | $9454.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                           | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106617.84    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237682.30    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                               | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500668.00    | 0.03%             | 2035-10-15      | Floating      | 9.91%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTR 3.600000 01-MAY-2026                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  113270000 | OU      | $597763.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                     | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     169400 | PA      | $165228.44    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.450000 09-APR-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   16044184 | OU      | $55520.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PT PERTAMINA (PERSERO)                                  | Pertamina Persero PT                                               | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $205000.00    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21487.21     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HERENS MIDCO SARL                                       | Herens Midco Sarl                                                  | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |     490000 | PA      | $422190.96    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DSV A/S                                                 | DSV A/S                                                            | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      25088 | NS      | $6017462.77   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Inspired FinCo Holdings Limited                         | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6 (B) (1)      | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     191571 | PA      | $224598.32    | 0.01%             | 2031-02-28      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -19 | NC      | $-20282.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    1918745 | NS      | $11052761.54  | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.660000 10-OCT-2029 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12615468 | OU      | $50267.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED GBP / SOLD USD                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $4555.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -181 | NC      | $-6154.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2007-AHL2                            | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3930932 | PA      | $2567962.03   | 0.16%             | 2037-05-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        228 | NS      | $446075.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                             | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $702168.60    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                 | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |     236000 | PA      | $279316.84    | 0.02%             | 2029-07-01      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -217 | NC      | $-12803.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ITRAXX.XO.42.V1)                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   23395725 | OU      | $2502385.61   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                    | CUSIP: 46592EBT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11446898 | PA      | $280004.86    | 0.02%             | 2051-06-25      | Variable      | 0.40%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         49 | NC      | $123602.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         78 | NC      | $11154.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244096.30    | 0.01%             | 2032-06-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6334 | NS      | $9631733.76   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       4621 | NS      | $6188119.73   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     456000 | PA      | $554737.01    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Amkor Technology Inc                                    | Amkor Technology Inc                                               | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401002.80    | 0.02%             | 2027-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED JPY / SOLD USD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $1914.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                         | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |     489000 | PA      | $584685.77    | 0.04%             | 2031-05-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWAP/CDSWAP/CDS: (ITRAXX.XO.42.V2 20-35%)                          | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | DE        |     662000 | OU      | $101524.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.050000 18-APR-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25216354 | OU      | $-6142.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                               | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      32070 | PA      | $31448.64     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour Clo 2023-1 DAC                              | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $352447.03    | 0.02%             | 2038-02-15      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 4.1485 30-MAY-2027 SOF                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30152868 | OU      | $348166.28    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: USD 3.4459 26-JAN-2028 SOF                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24492745 | OU      | $-109402.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 10Y RTP 3.750000 07-JUL-2025                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -5391854 | OU      | $-10747.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -49 | NC      | $-3675.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                  | Intuitive Surgical Inc                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      14319 | NS      | $7781087.79   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                         | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     102000 | PA      | $102739.50    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          6 | NC      | $18315.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD JPY                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $12019.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AFFINITY INTERACTIVE                                    | Affinity Interactive                                               | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $337562.50    | 0.02%             | 2027-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| FANUC Corp                                              | FANUC Corp                                                         | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |         15 | NS      | $407.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares Euro CLO                                           | Ares European CLO XII DAC                                          | CUSIP: 000000000<br>LEI: 635400XCOLUI5RNVIZ11 | Long             | ABS-CBDO         | CORP              | IE        |     875000 | PA      | $1032534.16   | 0.06%             | 2032-04-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| EPIC GAMES INC                                          | EPIC GAMES INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2824 | NS      | $2077447.36   | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | CONFLUENT INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         83 | NC      | $8300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SCREAMING EAGLE ACQUISITION CORP                        | SCREAMING EAGLE ACQUISITION CORP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     115000 | NS      | $661222.63    | 0.04%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Promontoria Beech Designated Activity Co                | Promontoria Beech Designated Activity Co EUR Term Loan             | CUSIP: 000000000<br>LEI: 54930082UZ8R6QVSNJ70 | Long             | LON              | CORP              | IE        |    1248090 | PA      | $1470188.94   | 0.09%             | 2027-05-17      | Floating      | 5.64%                 | No            | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 SEP25                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -53 | NC      | $-192706.64   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                 | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     322000 | PA      | $403006.37    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CHF                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-68785.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.032500 04-JAN-2027 BZD                                 | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |   12634804 | OU      | $-243102.45   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      29874 | NS      | $16787395.56  | 1.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -337 | NC      | $-21337.10    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                    | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  179254990 | PA      | $1161805.36   | 0.07%             | 2051-06-25      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| Arkema SA                                               | Arkema SA                                                          | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | EC               | CORP              | FR        |      21123 | NS      | $1559797.79   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro CLO I DAC                                              | CUSIP: 000000000<br>LEI: 635400KVFUOP733LMF93 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $414783.63    | 0.03%             | 2039-04-25      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                         | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     241000 | PA      | $246152.58    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONTINUUM ENERGY AURA                                   | Continuum Energy Aura Pte Ltd                                      | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $205750.00    | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                       | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      64655 | PA      | $66607.58     | 0.00%             | 2051-07-25      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 3Y RTR 3.500000 18-AUG-2025                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   22531815 | OU      | $143891.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                          | NEW YORK COMMUNITY BANCORP INC                                     | CUSIP: 000000000<br>LEI: 529900HVXOTLY61GL030 | N/A              | DE               |  | US        |        550 | NS      | $1050313.00   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -272 | NC      | $-408.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      65978 | NS      | $18186835.70  | 1.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -780 | NC      | $-35880.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BANIJAY ENTERTAINMENT SAS                               | Banijay Entertainment SAS 2025 EUR Term Loan B (2032)              | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |    1165254 | PA      | $1369331.16   | 0.08%             | 2032-02-10      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 5Y RTR 2.050000 02-SEP-2025                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -9575000 | OU      | $-14256.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NIELSEN CONSUMER INC                                    | Nielsen Consumer Inc 2025 EUR Term Loan                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     997500 | PA      | $1168766.50   | 0.07%             | 2028-03-06      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     174000 | PA      | $144507.00    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     296647 | NS      | $14037336.04  | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -149 | NC      | $-22946.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     520000 | PA      | $14300.00     | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SES SA                                                  | SES SA                                                             | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118936.73    | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -467 | NC      | $-7005.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD JPY                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $5341.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                    | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     162000 | PA      | $192257.31    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2021-4 Ltd                              | CUSIP: 69702JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500044.40    | 0.03%             | 2029-10-15      | Floating      | 12.03%                | No            | 2                  | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                                 | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |      11689 | NS      | $75.98        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                  | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7517 | NS      | $65097.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     175798 | NS      | $13049485.54  | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                             | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     135000 | PA      | $135810.00    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      17555 | NS      | $5576521.30   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Data AG                                        | Northern Data AG                                                   | CUSIP: 000000000<br>LEI: 391200LB6JA3HAQWTS32 | Long             | EC               | CORP              | DE        |       4783 | NS      | $135671.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                     | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     323750 | PA      | $265475.00    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.169300 23-OCT-2026 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19696200 | OU      | $126999.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                             | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     309000 | PA      | $363986.75    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      30942 | NS      | $11344574.88  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     126000 | PA      | $134857.80    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | PROGRESSIVE CORP/THE                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         20 | NC      | $1150.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MasOrange Finco Plc                                     | MasOrange Finco Plc 2025 EUR Term Loan B                           | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1168008.75   | 0.07%             | 2031-03-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3444100 | PA      | $3440333.02   | 0.21%             | 2025-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | STRYKER CORP                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         12 | NC      | $5940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (BA)                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     800000 | OU      | $-11695.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-F                                    | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3382367 | PA      | $3370290.96   | 0.21%             | 2061-06-25      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                   | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     255000 | PA      | $282167.04    | 0.02%             | 2032-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 24-APR-2029 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12603836 | OU      | $263804.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WILLIAMS COS INC/THE                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         28 | NC      | $9240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         18 | NC      | $8730.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                      | CA Magnum Holdings                                                 | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $198245.00    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.072500 03-NOV-2027 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19787130 | OU      | $296081.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED GBP / SOLD USD                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | GB        |          1 | NC      | $101160.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Henley Funding Ltd.                                     | Henley Clo Xi DAC                                                  | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |     330000 | PA      | $387117.63    | 0.02%             | 2039-04-25      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                 | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     550000 | PA      | $620000.70    | 0.04%             | 2032-12-01      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                               | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $498658.95    | 0.03%             | 2035-10-15      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                              | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $204502.00    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                  | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    2286000 | PA      | $3050381.25   | 0.19%             | 2030-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTP 4.100000 01-MAY-2026                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        | -113270000 | OU      | $-104191.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     257000 | PA      | $238367.50    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Lavoro Ltd                                              | Lavoro Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25681 | NS      | $924.52       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES CHINA LARGE-CAP ETF                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -2585 | NC      | $-18095.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     867000 | PA      | $825167.25    | 0.05%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | 3Y RTR 3.200000 18-AUG-2025                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -22531815 | OU      | $-54841.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $59449.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                              | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     225000 | PA      | $269097.30    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $134242.97    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     218000 | PA      | $257187.68    | 0.02%             | 2031-07-31      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -139 | NC      | $-12162.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc Term Loan B                                      | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     530988 | PA      | $528997.25    | 0.03%             | 2031-08-20      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -24 | NC      | $-3036.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TVC DSCR 21 1 CERT                                      | TVC DSCR 21 1 CERT                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1322747 | PA      | $1135290.80   | 0.07%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | HOME DEPOT INC/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         11 | NC      | $412.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $135930.75    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1617000 | PA      | $1295394.87   | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SCHOEN KLINIK SE                                        | Schoen Klinik SE 2025 EUR Term Loan B                              | CUSIP: 000000000<br>LEI: 5299005C8FSZLNO2KW98 | Long             | LON              | CORP              | DE        |     666667 | PA      | $779411.07    | 0.05%             | 2031-01-12      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139000 | PA      | $169369.27    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $129053.54    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWAP/CDSWAP/SCDS: (TITIM)                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | DE        |     190000 | OU      | $1190.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     126000 | PA      | $149193.57    | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-87.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) SEP25                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -16 | NC      | $-46148.95    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| INSIGHT M INC WARRANTS                                  | INSIGHT M INC WARRANTS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    2012253 | NS      | $197603.24    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-2 DAC                     | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $294759.33    | 0.02%             | 2034-05-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| FIBER MIDCO SPA                                         | Fiber Midco Spa                                                    | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |     196000 | PA      | $210443.71    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | CYBERARK SOFTWARE LTD                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |         -7 | NC      | $-1942.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CHEVRON CORP                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         14 | NC      | $6860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     448000 | PA      | $446313.95    | 0.03%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                             | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     626537 | PA      | $626536.79    | 0.04%             | 2029-12-09      | Floating      | 16.80%                | No            | 2                  | On Loan: No      |
| Invesco Euro CLO                                        | Invesco Euro CLO V DAC                                             | CUSIP: 000000000<br>LEI: 5493004UWK07M4U35L23 | Long             | ABS-CBDO         | CORP              | IE        |    3150000 | PA      | $3695283.45   | 0.23%             | 2034-01-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco Limited                              | CD&R Firefly Bidco Limited 2025 GBP Term Loan                      | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1364070.62   | 0.08%             | 2029-04-29      | Floating      | 9.96%                 | No            | 2                  | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                   | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     190000 | PA      | $124121.93    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CommScope Holding Co Inc                                | CommScope Holding Co Inc                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      93183 | NS      | $771555.24    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.870000 11-JUN-2029 EUR                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12873713 | OU      | $400268.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     223000 | PA      | $264721.41    | 0.02%             | 2032-07-11      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management Inc                            | Apollo Global Management Inc                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      34020 | NS      | $4826417.40   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (VST)                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     642000 | OU      | $15147.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PIONEER MIDCO 144A NOTES                                | PIONEER MIDCO 144A NOTES                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5063652 | PA      | $5133530.27   | 0.31%             | 2030-11-18      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 4.283500 17-SEP-2025 FED                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  122820000 | OU      | $2254.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      84877 | NS      | $735443.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -38 | NC      | $-24035.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        108 | NC      | $7020.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                    | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     947342 | PA      | $281904.49    | 0.02%             | 2060-12-25      | Variable      | 4.01%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTR 3.100000 22-APR-2026                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -91516429 | OU      | $-208397.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134598.35    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD CAD                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-28110.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AREAS WORLDWIDE SA                                      | Areas Worldwide SA 2025 EUR Term Loan B                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    1000000 | PA      | $1175747.88   | 0.07%             | 2029-12-31      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                             | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $775403.76    | 0.05%             | 2031-12-22      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| CORE SCIENTIFIC INC                                     | Core Scientific Inc                                                | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     281000 | PA      | $305236.25    | 0.02%             | 2031-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 06-MAY-2029 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25231100 | OU      | $536302.47    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                  | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     149000 | PA      | $138607.25    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                           | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $247222.45    | 0.02%             | 2034-05-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HARVEST CLO                                             | HARVEST CLO                                                        | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |     209000 | PA      | $248573.81    | 0.02%             | 2037-07-25      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| BFLD Trust                                              | BFLD Trust 2020-EYP                                                | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $9867.10      | 0.00%             | 2035-10-15      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     223000 | PA      | $284062.80    | 0.02%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     658000 | PA      | $558642.00    | 0.03%             | 2053-01-18      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Regatta XX Funding Ltd                                  | Regatta XX Funding Ltd                                             | CUSIP: 75884YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1490953.20   | 0.09%             | 2038-01-15      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PROVIDENT FINANCIAL SERVICES INC                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       5230 | OU      | $-91681.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3      | CUSIP: 35563PUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7557860 | PA      | $3875262.25   | 0.24%             | 2060-05-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Cypher Bidco                                            | Cypher Bidco EUR Term Loan                                         | CUSIP: 000000000<br>LEI: 724500QFI7Z9PUJA5G68 | Long             | LON              | CORP              | NL        |    1827670 | PA      | $2085734.43   | 0.13%             | 2027-12-30      | Floating      | 6.41%                 | No            | 3                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $277232.83    | 0.02%             | 2035-06-17      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117712.61    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TEREOS FINANCE GROUPE I                                 | Tereos Finance Groupe I SA                                         | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |     103000 | PA      | $120540.28    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136624.19    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                             | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $199500.00    | 0.01%             | 2030-04-02      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                              | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $593575.81    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ONTEX GROUP NV                                          | Ontex Group NV                                                     | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $120294.04    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                               | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178250.00    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         15 | NC      | $1875.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-3 DAC                     | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $258758.86    | 0.02%             | 2034-05-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                      | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     155000 | PA      | $159285.75    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -178 | NC      | $-8455.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118917.73    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     160819 | NS      | $6971503.65   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18080408 | PA      | $900664.69    | 0.05%             | 2029-12-25      | Variable      | 1.46%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.000000 12-JAN-2034 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9940000 | OU      | $256229.30    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     123000 | PA      | $147061.25    | 0.01%             | 2029-07-31      | Floating      | 8.77%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         38 | NC      | $40755.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                        | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $214220.57    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                    | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136552.56    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.470500 10-MAR-2027                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9910000 | OU      | $-44005.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                   | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207250.00    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                          | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     179000 | PA      | $213628.58    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                              | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     159000 | PA      | $157509.38    | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                    | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |     301000 | PA      | $356335.96    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                      | Thames Water Utilities Finance PLC                                 | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     770000 | PA      | $736467.86    | 0.04%             | 2027-06-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     172178 | NS      | $11550278.56  | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| MATTERHORN TELECOM HOLDING SA                           | Matterhorn Telecom Holding SA EUR Term Loan B                      | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | LON              | CORP              | LU        |    1000000 | PA      | $1173168.17   | 0.07%             | 2032-01-30      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1           | Starwood Mortgage Residential Trust 2020-INV                       | CUSIP: 85573EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225000 | PA      | $1001075.15   | 0.06%             | 2055-11-25      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NOK                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-562.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MCM 2021 VFN1                                           | MCM 2021 VFN1                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3665716 | PA      | $2524599.69   | 0.15%             | 2028-08-25      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| AMSR Trust                                              | AMSR 2020-SFR5 Trust                                               | CUSIP: 03217JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2899000 | PA      | $2873823.92   | 0.18%             | 2037-11-17      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | 2Y RTR 3.080000 26-SEP-2025                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -56195000 | OU      | $-114632.74   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.400000 01-NOV-2033 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11316932 | OU      | $-636312.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                  | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |      68671 | NS      | $26232.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: LQD US EQUITY                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    3591622 | OU      | $59337.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -148 | NC      | $-6216.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED JPY / SOLD USD                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |          1 | NC      | $348.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD DKK                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-328269.30   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                        | Duke Energy Corp                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       5700 | NS      | $672600.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SCHAEFFLER AG                                           | SCHAEFFLER AG                                                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120310.58    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc 2025 Term Loan B                                  | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |     588525 | PA      | $586806.51    | 0.04%             | 2032-03-19      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                   | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1670000 | PA      | $1487737.87   | 0.09%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     383619 | PA      | $389665.77    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         30 | NC      | $-26886.25    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Flowco Holdings Inc                                     | Flowco Holdings Inc                                                | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56042 | NS      | $998108.02    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-1 Ltd                                           | CUSIP: 05875JAQ2<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2730634.74   | 0.17%             | 2032-07-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| RESORT CMNTYS LOANCO LP                                 | RESORT CMNTYS LOANCO LP                                            | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9582953 | PA      | $9643325.60   | 0.59%             | 2028-11-21      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      22220 | NS      | $16400359.80  | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Europa University Education Group, S.L                  | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |     741599 | PA      | $873226.34    | 0.05%             | 2031-10-30      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                    | OCEANA A NOTE 4 YEAR                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    4703000 | PA      | $3246330.09   | 0.20%             | 2027-07-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| Inspired FinCo Holdings Limited                         | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6              | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     144499 | PA      | $169410.99    | 0.01%             | 2031-02-28      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT SEP25                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         22 | NC      | $12080.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        171 | NC      | $62842.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -42 | NC      | $-25305.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | SWAP/CDSWAP/SCDS: (CS)                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |    2160000 | OU      | $-51486.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INSIGHT M INC SERIES D                                  | INSIGHT M INC SERIES D                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1942003 | NS      | $441805.68    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -233 | NC      | $-67104.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2021-1                        | CUSIP: 24380VAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1364676.73   | 0.08%             | 2065-05-25      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     275000 | PA      | $332449.48    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT SEP25                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         58 | NC      | $-11670.62    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                            | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |     127000 | PA      | $148102.02    | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-6974.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -51 | NC      | $-12495.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      60028 | NS      | $13123921.64  | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: USD 4.098500 30-MAY-2027 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30152868 | OU      | $319151.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP             | DAVIDSON KEMPNER MERCHANT CO-INVEST FUND LP                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    4197279 | NS      | $4197279.00   | 0.26%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Barclays Bank PLC                                       | ETORO GROUP LTD CLASS A                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      18541 | OU      | $-1234645.19  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                          | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     211000 | PA      | $224736.10    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| AIVEN SERIES D PREFERRED                                | AIVEN SERIES D PREFERRED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | FI        |      37890 | NS      | $1919128.50   | 0.12%             |  |  |  | No            | 3                  | On Loan: No      |
| FLYR SECURED NOTES WTS                                  | FLYR SECURED NOTES WTS                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155918 | PA      | $1075003.28   | 0.07%             | 2027-01-20      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: HYG US EQUITY                                              | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    2867580 | OU      | $3560.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Etoro Group Ltd                                         | Etoro Group Ltd                                                    | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | VG        |      18541 | NS      | $1234645.19   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LATCH INC                                               | LATCH INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     142273 | NS      | $19918.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AGRIFARMA SPA                                           | Agrifarma SpA                                                      | CUSIP: 000000000<br>LEI: 815600F89DA538E88804 | Long             | DBT              | CORP              | IT        |    1882000 | PA      | $2216888.84   | 0.14%             | 2028-10-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.460130 15-DEC-2036 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4852643 | OU      | $128801.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NEXTERA ENERGY INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         64 | NC      | $19520.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2020-C                                    | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8857 | PA      | $123.22       | 0.00%             | 2060-09-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 4.239000 30-JUL-2025 FED                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  237860000 | OU      | $-27722.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    2894000 | PA      | $3445263.75   | 0.21%             | 2030-01-31      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      53930 | NS      | $11299952.90  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 3.000000 05-MAR-2029 EUR                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15660022 | OU      | $575306.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $1370.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TVC DSCR 21 1 A                                         | TVC DSCR 21 1 A                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2696662 | PA      | $2474196.18   | 0.15%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                  | Aernnova Aerospace SAU 2024 EUR Term Loan B                        | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |    1302916 | PA      | $1530381.30   | 0.09%             | 2030-02-27      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Snorkel AI Inc                                          | Snorkel AI Inc                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12621 | NS      | $120909.18    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Prysmian SpA                                            | Prysmian SpA                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       6311 | NS      | $446813.71    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |     395000 | PA      | $562093.07    | 0.03%             | 2029-07-31      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Bytedance Ltd                                           | Bytedance Ltd                                                      | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |      40071 | NS      | $9298074.84   | 0.57%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                      | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |     193000 | PA      | $229140.93    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $10722.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital Four CLO                                        | Capital Four CLO VIII DAC                                          | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |     350000 | PA      | $414363.89    | 0.03%             | 2037-10-25      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -34 | NC      | $-74970.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $171675.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| STUDIO CITY CO LTD                                      | Studio City Co Ltd                                                 | CUSIP: 000000000<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $300565.50    | 0.02%             | 2027-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO XI DAC                                                 | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $259686.57    | 0.02%             | 2038-11-20      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     188000 | PA      | $169500.80    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | NEW YORK COMMUNITY                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      90442 | OU      | $958685.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                             | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     110000 | PA      | $154070.52    | 0.01%             | 2031-10-27      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                   | SURA Asset Management SA                                           | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $210480.00    | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| FREEWIRE EQUITY                                         | FREEWIRE EQUITY                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         45 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD SEK                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-11078.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     255000 | PA      | $260969.04    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114468.78    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                       | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |    1000000 | PA      | $1157996.16   | 0.07%             | 2031-09-30      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                 | Starz Capital Holdings LLC                                         | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     112000 | PA      | $93318.40     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                       | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |     159000 | PA      | $190965.98    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         27 | NC      | $15727.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     238973 | PA      | $217465.32    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       3309 | NS      | $242185.71    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES SERVICES LTD                    | 10X FUTURE TECHNOLOGIES SERVICES LTD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1109587 | PA      | $1420266.23   | 0.09%             | 2026-06-19      | Fixed         | 15.00%                | Yes           | 3                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                             | Nidda Healthcare Holding AG 2024 EUR Term Loan B2                  | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |    1439394 | PA      | $1694772.10   | 0.10%             | 2030-02-21      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     278000 | PA      | $240609.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| IREN Ltd                                                | IREN Ltd                                                           | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |      48063 | NS      | $700277.91    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IBERDROLA FINANZAS SAU                                  | Iberdrola Finanzas SA                                              | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $122512.55    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Hermes International SCA                                | Hermes International SCA                                           | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       2831 | NS      | $7674459.93   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      55229 | NS      | $5346926.96   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                         | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     159000 | PA      | $195334.91    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        241 | NC      | $118813.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                 | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |     223000 | PA      | $263339.70    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMF MF Portfolio                                        | AMF MF Portfolio Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2547730 | PA      | $2602261.16   | 0.16%             | 2028-11-01      | Fixed         | 7.06%                 | No            | 3                  | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135537.52    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NEXTERA ENERGY INC                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         56 | NC      | $8708.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Contego CLO DAC                                         | Contego Clo V DAC                                                  | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |     230000 | PA      | $270713.64    | 0.02%             | 2037-10-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 2Y RTP 3.900000 03-SEP-2025                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  -19003000 | OU      | $-4508.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED ZAR / SOLD USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $3445.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-5932.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      29568 | NS      | $336483.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| National Stock Exchange Of India                        | IFSC NIFTY 50 FUT JUL25                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         88 | NC      | $45731.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $3521.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -79 | NC      | $-45030.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     237000 | PA      | $290005.42    | 0.02%             | 2028-02-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -65 | NC      | $-72312.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.700000 06-JAN-2035 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10993000 | OU      | $-16645.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |     162000 | PA      | $133755.10    | 0.01%             | 2025-11-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        141 | NC      | $143467.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2021-SFR1 Trust                                 | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     887000 | PA      | $864034.95    | 0.05%             | 2038-07-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-B                              | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $496494.09    | 0.03%             | 2036-11-20      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | VERTIV HOLDINGS CO                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -38 | NC      | $-19380.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     420000 | PA      | $399000.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara          | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $204595.89    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2021-NQM1R                     | CUSIP: 64828BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1022000 | PA      | $894324.81    | 0.05%             | 2055-07-25      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-8505.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HAWKEYE 360 MGR WTS                                     | HAWKEYE 360 MGR WTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      49340 | NS      | $448500.60    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2019-GC44 Mortgage Trust                                      | CUSIP: 12655TAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1716717.07   | 0.10%             | 2057-08-15      | Variable      | 3.51%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     953000 | PA      | $926505.46    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                            | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |     408000 | PA      | $565333.46    | 0.03%             | 2029-05-07      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | CMS USISSO01 5Y-30 OPTION @0.6875B                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        | -139180000 | NC      | $-43062.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-8503.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $2270.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     240000 | PA      | $257199.88    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        123 | NC      | $80503.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD USD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $591486.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GS FINANCE CORP                                         | GS Finance Corp                                                    | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |    2810000 | PA      | $2857545.20   | 0.17%             | 2030-02-14      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.212000 27-OCT-2026 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   39419300 | OU      | $274673.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Euro Parfums Fze                                        | Euro Parfums Fze Term Loan B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     584910 | PA      | $597368.58    | 0.04%             | 2028-06-23      | Floating      | 11.00%                | No            | 3                  | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                               | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     100000 | PA      | $101762.00    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                           | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $232350.77    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      34293 | NS      | $5187845.04   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Residential Mortgage Loan Trust                         | Residential Mortgage Loan Trust 2020-1                             | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $382611.84    | 0.02%             | 2060-01-26      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     660000 | PA      | $668630.16    | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      46000 | PA      | $45942.50     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 13.000000 02-JAN-2029 BZD                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    7284652 | OU      | $1604.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-146881.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LESSEN HLDS SERIES BX                                   | LESSEN HLDS SERIES BX                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     489075 | NS      | $1071074.25   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -24 | NC      | $-5772.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                    | OCEANA A NOTE 3 YEAR                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    2822000 | PA      | $1903732.37   | 0.12%             | 2026-07-31      | Fixed         | 12.50%                | No            | 3                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     236000 | PA      | $237858.50    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 5Y RTP 2.500000 25-SEP-2025                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  -16915000 | OU      | $-43443.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         71 | NC      | $19738.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                               | Shell PLC                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     459343 | NS      | $16131902.24  | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2021-NQM1R                     | CUSIP: 64828BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1370000 | PA      | $1166282.10   | 0.07%             | 2055-07-25      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-637.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RELATIVITY SPACE INC                                    | RELATIVITY SPACE INC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35677 | NS      | $356.77       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 10Y RTR 3.500000 10-JUL-2025                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   18936000 | OU      | $11180.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.790000 29-MAR-2029 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   35313143 | OU      | $437563.57    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-11812.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United Petfood Finance BV                               | United Petfood Finance BV 2025 EUR Term Loan B                     | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |    1280899 | PA      | $1503177.68   | 0.09%             | 2032-02-26      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118722.39    | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                           | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |     100000 | PA      | $126857.42    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Project Montage                                         | Project Montage PIK Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1258115 | PA      | $1226662.28   | 0.07%             | 2029-02-16      | Floating      | 13.50%                | No            | 3                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -955 | NC      | $-2271521.68  | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                             | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     772000 | PA      | $819100.49    | 0.05%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| AB CarVal Euro CLO                                      | AB Carval Euro CLO II-C DAC                                        | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $299562.13    | 0.02%             | 2037-02-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | DOLLAR TREE INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        197 | NC      | $42650.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        116 | NC      | $43210.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: USHY US EQUITY                                             | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    2389704 | OU      | $31075.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF 2018-KW05 Trust                                              | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     437000 | PA      | $403337.85    | 0.02%             | 2028-04-25      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                     | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     147000 | PA      | $153762.00    | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                              | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     353000 | PA      | $355206.25    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                                | Telefonica Emisiones SA                                            | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     133000 | PA      | $183176.97    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7204.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 SEP25                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -53 | NC      | $1124.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        148 | NC      | $24124.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                 | CUSIP: 96467CAG2<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1300343.33   | 0.08%             | 2036-07-24      | Floating      | 10.03%                | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-RPL2                      | CUSIP: 64830HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9329000 | PA      | $7117385.16   | 0.43%             | 2059-02-25      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| GM CRUISE HOLDINGS LLC                                  | GM CRUISE HOLDINGS LLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      71581 | NS      | $71581.00     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| VOLOCOPTER GMBH                                         | VOLOCOPTER GMBH                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        780 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2716.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.095000 07-NOV-2054 SON                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4800000 | OU      | $-407549.93   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -11 | NC      | $-9817.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                       | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $204900.00    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| RAPIDSOS WARRANTS                                       | RAPIDSOS WARRANTS                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     946544 | NS      | $984405.76    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWP: OIS 9.990000 04-JAN-2027 BZD                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   14173155 | OU      | $-272745.55   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TRAVIATA BV                                             | Traviata BV 2025 EUR PIK Term Loan                                 | CUSIP: 000000000<br>LEI: 529900TJUCAM0UQXSF21 | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1157336.51   | 0.07%             | 2033-01-22      | Floating      | 2.18%                 | No            | 3                  | On Loan: No      |
| PLATEA BC BIDCO AB                                      | Platea BC Bidco AB EUR Term Loan                                   | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |     833333 | PA      | $982990.00    | 0.06%             | 2031-04-03      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                             | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200160.00    | 0.01%             | 2030-04-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                                | Starz Capital Holdings 1 Inc                                       | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2237855.25   | 0.14%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                    | TRSWAP: LQD US EQUITY                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    5629232 | OU      | $93000.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                            | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199375.62    | 0.01%             | 2030-03-27      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -171 | NC      | $-11628.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XEROX ISSUER CORPORATION                                | Xerox Issuer Corp                                                  | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     275000 | PA      | $282276.23    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: GBP 3.180000 10-FEB-2028                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   85657000 | OU      | $-325618.91   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: LQD US EQUITY                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    5680533 | OU      | $106070.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                       | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109699.92    | 0.01%             | 2027-06-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3333 | NS      | $505782.75    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                     | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     306931 | PA      | $303094.34    | 0.02%             | 2027-12-09      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     328000 | PA      | $400796.33    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         57 | NC      | $21232.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     188000 | PA      | $176301.98    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| URSA MAJOR TECHNOLOGIES INC                             | URSA MAJOR TECHNOLOGIES INC                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35579 | NS      | $141604.42    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Societe Generale SA                                     | PURCHASED MXN / SOLD USD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $27084.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-F                                    | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1262811 | PA      | $1253388.24   | 0.08%             | 2061-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FLYR D 1 PREF WARR                                      | FLYR D 1 PREF WARR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5990 | NS      | $18389.30     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 10.120000 04-JAN-2027 BZD                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   17909747 | OU      | $-334785.32   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          7 | NC      | $9170.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RAPIDSOS SERIES C 1 EQUITY                              | RAPIDSOS SERIES C 1 EQUITY                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1707127 | NS      | $1792483.35   | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                          | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     648000 | PA      | $795170.84    | 0.05%             | 2029-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                     | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $196150.00    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                 | DAVIDSON HOMES WARRANTS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      50977 | NS      | $206456.85    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| EssilorLuxottica SA                                     | EssilorLuxottica SA                                                | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      27481 | NS      | $7546082.35   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH 2025 EUR Term Loan B1                       | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |    1000000 | PA      | $1172461.40   | 0.07%             | 2030-04-30      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -502 | NC      | $-79818.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CROWN PROPTECH UNVESTED                                 | CROWN PROPTECH UNVESTED                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25872 | NS      | $0.26         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-10030.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                             | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $954196.88    | 0.06%             | 2029-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SPDR S&P Biotech ETF                                    | SPDR S&P Biotech ETF                                               | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             | EC               | RF                | US        |      45000 | NS      | $3731850.00   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                             | CROWN PROPTECH ACQUISITIONS                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51000 | NS      | $67830.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Solaris Energy Infrastructure LLC                       | Solaris Energy Infrastructure LLC Term Loan                        | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6203000 | PA      | $6203000.00   | 0.38%             | 2029-09-11      | Floating      | 10.30%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -107 | NC      | $-11984.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -20 | NC      | $-5750.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                     | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     623750 | PA      | $202718.75    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America 2021-2 Trust                              | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2399790 | PA      | $2311239.78   | 0.14%             | 2026-12-17      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-16343.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.198500 23-OCT-2027 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10250000 | OU      | $175883.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     116000 | PA      | $113391.16    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        275 | NC      | $65587.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     219000 | PA      | $202684.50    | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -40 | NC      | $-7520.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                      | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     298000 | PA      | $335749.69    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                             | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4780000 | PA      | $4576850.00   | 0.28%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| MCM TR 2021 VFN1                                        | MCM TR 2021 VFN1                                                   | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3118338 | PA      | $2995056.87   | 0.18%             | 2059-01-01      | Variable      | 2.50%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -107 | NC      | $-55907.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| A2A SPA                                                 | A2A SpA                                                            | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $243879.12    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CARESYNTAX INC C 2                                      | CARESYNTAX INC C 2                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13600 | NS      | $49776.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| INTELSAT JACKSON HLDG                                   | Intelsat Jackson Holdings SA                                       | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     162000 | PA      | $165190.77    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | WALMART INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -108 | NC      | $-1296.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      13502 | NS      | $9893995.56   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| SPDR S&P Regional Banking ETF                           | SPDR S&P Regional Banking ETF                                      | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |      11022 | NS      | $654596.58    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                    | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $204900.00    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE SEP25                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -7 | NC      | $6919.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                | NAK Naftogaz Ukraine via Kondor Finance PLC                        | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     269706 | PA      | $210370.95    | 0.01%             | 2028-11-08      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                         | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     668000 | PA      | $806346.09    | 0.05%             | 2032-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited GBP Incremental Term Loan                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    2969454 | PA      | $3480106.00   | 0.21%             | 2027-09-23      | Floating      | 12.45%                | No            | 3                  | On Loan: No      |
| HOMEVI SAS                                              | HomeVi SaS 2024 EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1172178.69   | 0.07%             | 2029-10-31      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                                   | BG Energy Capital PLC                                              | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |     133000 | PA      | $182770.16    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 1Y RTP 4.200000 22-APR-2026                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -91516429 | OU      | $-61783.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.250130 15-DEC-2028 SOF                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21231788 | OU      | $19181.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     855000 | PA      | $1133935.80   | 0.07%             | 2028-11-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CLEAN RENEWABLE POWER                                   | Clean Renewable Power Mauritius Pte Ltd                            | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |     161000 | PA      | $155968.75    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SPDR Gold Shares                                        | SPDR Gold Shares                                                   | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |      82030 | NS      | $25005204.90  | 1.52%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      18984 | NS      | $1511695.92   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                       | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      64679 | PA      | $66269.82     | 0.00%             | 2051-07-25      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                      | KraneShares CSI China Internet ETF                                 | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |      50850 | NS      | $1745680.50   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-FACT                                                     | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     730000 | PA      | $675128.09    | 0.04%             | 2037-10-15      | Floating      | 9.79%                 | No            | 2                  | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                | gategroup Finance Luxembourg SA                                    | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |     255000 | PA      | $316168.23    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          9 | NC      | $418.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | CAPITAL ONE FINANCIAL CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -52 | NC      | $-36400.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5043.94      | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      64115 | NS      | $7531924.23   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     214000 | PA      | $232503.53    | 0.01%             | 2030-04-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Rakuten Group Inc                                       | Rakuten Group Inc                                                  | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |     112800 | NS      | $621548.04    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |     257000 | PA      | $305315.61    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2767000 | PA      | $2722036.25   | 0.17%             | 2026-03-31      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                            | ARES Loan Funding I Ltd                                            | CUSIP: 04018YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1252884.25   | 0.08%             | 2034-10-15      | Floating      | 11.22%                | No            | 2                  | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                           | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     229280 | PA      | $225428.16    | 0.01%             | 2029-04-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                            | FLOURISHING TRADE + INVT LTD                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |    2277000 | PA      | $2322540.00   | 0.14%             | 2028-04-02      | Variable      | 11.04%                | No            | 3                  | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      80788 | NS      | $16575273.96  | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FRESSNAPF HOLDING SE                                    | Fressnapf Holding SE                                               | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |     130000 | PA      | $154686.97    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     142000 | PA      | $113600.00    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| DEEP INSTINCT ORDINARY                                  | DEEP INSTINCT ORDINARY                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      66095 | NS      | $3965.70      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SOURCE GLOBAL PBC COMMON                                | SOURCE GLOBAL PBC COMMON                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4621 | NS      | $369.68       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -6 | NC      | $-1668.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                         | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     315000 | PA      | $326284.75    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     112000 | PA      | $131808.44    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -37 | NC      | $-1295.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                | NAK Naftogaz Ukraine via Kondor Finance PLC                        | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     382051 | PA      | $382531.43    | 0.02%             | 2026-07-19      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                  | Cidron Aida Finco Sarl                                             | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     107000 | PA      | $128658.17    | 0.01%             | 2031-10-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     110000 | PA      | $118092.92    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| INFORMA PLC                                             | Informa PLC                                                        | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135167.56    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     206555 | PA      | $213491.12    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -9 | NC      | $-1350.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40515.92     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     216000 | PA      | $255414.38    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | TRSWAP: HYG US EQUITY                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    2249961 | OU      | $22059.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.245000 29-SEP-2043 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1466800 | OU      | $-50933.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                          | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $192550.00    | 0.01%             | 2036-04-01      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                 | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     639000 | PA      | $680533.72    | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TACKLE SARL                                             | Tackle SARL 2025 EUR Repriced Term Loan B2                         | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |     656250 | PA      | $770293.59    | 0.05%             | 2028-05-22      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                              | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $183900.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.860000 20-JUN-2028 SON                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6480000 | OU      | $314728.76    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $942.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      77575 | NS      | $17569961.75  | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FNZ GROUP SERVICES LTD                                  | FNZ Group Services Ltd 2024 GBP Term Loan B                        | CUSIP: 30339HAC5<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | NZ        |    1000000 | PA      | $1087824.87   | 0.07%             | 2031-11-05      | Floating      | 10.21%                | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD JPY                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $128.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     224000 | PA      | $219500.64    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        184 | NC      | $898531.43    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.350000 22-JUL-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11266808 | OU      | $20429.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC EUR Term Loan B                                  | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     994832 | PA      | $1115226.91   | 0.07%             | 2028-06-02      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| EXO IMAGING INC                                         | EXO IMAGING INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     117667 | NS      | $87073.73     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -390 | NC      | $-159900.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7966.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Maverick Gaming LLC                                     | Maverick Gaming LLC 2024 PIK Term Loan                             | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     516495 | PA      | $467427.76    | 0.03%             | 2028-06-03      | Floating      | 13.78%                | No            | 2                  | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $251237.65    | 0.02%             | 2035-06-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OBOL FRANCE 3 SAS                                       | Obol France 3 SAS 2024 EUR Term Loan B                             | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1155133.74   | 0.07%             | 2028-12-31      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                  | FWD Group Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1029275.00   | 0.06%             | 2029-04-05      | Fixed         | 8.40%                 | No            | 2                  | On Loan: No      |
| BELLIS FINCO PLC                                        | Bellis Finco PLC                                                   | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $685930.83    | 0.04%             | 2027-02-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | SWAP/CDSWAP/SCDS: (BA)                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     800000 | OU      | $-11393.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -70 | NC      | $-6090.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4419.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | HOME DEPOT INC/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         11 | NC      | $1941.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -32 | NC      | $-17440.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD IDR                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-7429.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-LION                                                     | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3366916.30   | 0.21%             | 2027-02-15      | Floating      | 7.75%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        163 | NC      | $8965.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2020-3          | CUSIP: 35564CHL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2906778 | PA      | $2870843.91   | 0.17%             | 2060-04-26      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                           | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     427404 | PA      | $151373.73    | 0.01%             | 2028-04-28      | Floating      | 9.16%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         37 | NC      | $51430.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | INVESCO QQQ TRUST SERIES 1                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        272 | NC      | $680.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-8030.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LUNA 2 5SARL                                            | Luna 2 5SARL                                                       | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120023.75    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 54 Ltd                      | Octagon 54 Ltd                                                     | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250161.35    | 0.02%             | 2034-07-15      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-19766.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.750000 27-MAR-2035 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10876000 | OU      | $45955.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     430000 | PA      | $471006.09    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| BCP V MODULAR SERVICES                                  | BCP V Modular Services Finance PLC                                 | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $210180.43    | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                             | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     553000 | PA      | $653849.48    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| National Grid PLC                                       | National Grid PLC                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     658397 | NS      | $9664384.78   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | SERVISFIRST BANCSHARES INC                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       1270 | OU      | $-98437.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XX Ltd                                 | CUSIP: 08182KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250233.50    | 0.02%             | 2034-07-15      | Floating      | 11.27%                | No            | 2                  | On Loan: No      |
| Starz Entertainment Corp                                | Starz Entertainment Corp                                           | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       3086 | NS      | $49592.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                           | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     182000 | PA      | $217334.84    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | HESS CORP                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -12 | NC      | $-1620.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                  | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     182442 | PA      | $144858.77    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.300000 24-APR-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   30249206 | OU      | $71386.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-520.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRACKEN MIDCO ONE                                       | Bracken MidCo1 PLC                                                 | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |     119000 | PA      | $161575.99    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                               | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $199132.00    | 0.01%             | 2028-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     110367 | NS      | $7111564.69   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      49619 | NS      | $2440262.42   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                          | NIKKEI 225 (OSE) SEP25                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         48 | NC      | $773624.01    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TEYA SERVICES LTD                                       | TEYA SERVICES LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1235 | NS      | $339489.15    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | CVB FINANCIAL CORP                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       3741 | OU      | $-74034.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BUBBLES HOLDCO SPA                                      | Bubbles Bidco SPA                                                  | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     236000 | PA      | $281792.28    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     227000 | PA      | $233923.50    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        479 | NC      | $167650.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TACKLE SARL                                             | TACKLE SARL 2025 EUR Add-On TERM LOAN                              | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |     593750 | PA      | $697365.93    | 0.04%             | 2028-05-22      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2007-AHL3                            | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2863855 | PA      | $1980061.40   | 0.12%             | 2045-07-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND SEP25                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -20 | NC      | $40502.18     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     148000 | PA      | $178754.21    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 13.115000 02-JAN-2029 BZD                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   29258759 | OU      | $26236.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                       | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118548.95    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                           | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    7878000 | PA      | $9048825.82   | 0.55%             | 2034-10-18      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXXVII                                                  | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250486.95    | 0.02%             | 2034-10-22      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1249 | NC      | $1368915.81   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-F                                    | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     714348 | PA      | $796919.06    | 0.05%             | 2061-06-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: USD 3.995900 26-JAN-2028 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24492745 | OU      | $363608.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PsiQuantum Corp                                         | PsiQuantum Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36048 | NS      | $1468595.52   | 0.09%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Coreweave Compute Acquisition Co II LLC                 | Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5759025 | PA      | $5708921.47   | 0.35%             | 2028-07-31      | Floating      | 17.53%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-15645.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VERSA NETWORKS INC                                      | VERSA NETWORKS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     207248 | NS      | $837281.92    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      15269 | NS      | $1208694.04   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 10.120000 04-JAN-2027 BZD                                 | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |      95905 | OU      | $-1792.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                             | 30Y RTR 3.600000 27-AUG-2025                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -7555000 | OU      | $-45489.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Belron UK Finance PLC                                   | Belron UK Finance PLC 2024 EUR Incremental Term Loan B             | CUSIP: 08078UAL7<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | GB        |    1325301 | PA      | $1557938.83   | 0.09%             | 2031-10-16      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO VII DAC                                                | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |     290000 | PA      | $341663.53    | 0.02%             | 2038-01-23      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Henley Funding Ltd.                                     | Henley CLO XII DAC                                                 | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |     220000 | PA      | $261823.74    | 0.02%             | 2038-01-15      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Volta Trucks                                            | Volta Trucks                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       2732 | NS      | $0.04         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 5.002000 02-OCT-2025 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  169290000 | OU      | $859800.75    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $111124.92    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-16688.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                 | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC          | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1885000 | PA      | $1926880.42   | 0.12%             | 2030-05-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 2Y RTR 3.250000 03-SEP-2025                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |  -19003000 | OU      | $-43380.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2007-OA6 Trust      | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     971549 | PA      | $813643.04    | 0.05%             | 2047-07-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2020-3 Ltd                                              | CUSIP: 13876RAS3<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $752994.45    | 0.05%             | 2037-10-15      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                   | Deutsche Lufthansa AG                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $467669.97    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $67025.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1588393 | PA      | $1588392.74   | 0.10%             | 2028-01-30      | Fixed         | 20.00%                | Yes           | 3                  | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                | Sappi Papier Holding GmbH                                          | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |     150000 | PA      | $173567.97    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                    | Mehilainen Yhtiot Oy 2025 EUR Term Loan B                          | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |    1824562 | PA      | $2149737.74   | 0.13%             | 2031-08-05      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        104 | NC      | $11180.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                                 | CRH PLC                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      72084 | NS      | $6617311.20   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                     | SPACE EXPLORATION TECHNOLOGIES CORP                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      20535 | NS      | $3798975.00   | 0.23%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     142000 | PA      | $168004.03    | 0.01%             | 2031-06-01      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                   | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |     104000 | PA      | $123202.16    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment PLC                               | Flutter Entertainment PLC                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      10070 | NS      | $2877603.20   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         21 | NC      | $7245.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.336374 20-MAR-2027 INR                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  203365371 | OU      | $34611.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | HOME DEPOT INC/THE                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -7 | NC      | $-497.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED CAD / SOLD USD                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |          1 | NC      | $25500.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      20503 | NS      | $15982703.59  | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                       | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117959.98    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     185000 | PA      | $222912.31    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SABENA TECHNICS SAS                                     | SABENA TECHNICS SAS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    2084747 | PA      | $2455729.22   | 0.15%             | 2029-09-30      | Variable      | 7.36%                 | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      54208 | NS      | $15715441.28  | 0.96%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-4                                    | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2208660 | PA      | $784209.70    | 0.05%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     174770 | NS      | $38342790.30  | 2.34%             |  |  |  | No            | 1                  | On Loan: No      |
| SCI PH PARENT INC                                       | SCI PH PARENT INC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1183 | NS      | $1517280.31   | 0.09%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CLARIFY HEALTH                                          | CLARIFY HEALTH                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     345315 | NS      | $2130593.55   | 0.13%             |  |  |  | No            | 3                  | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                               | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     315457 | PA      | $309147.86    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HR OTTAWA LP                                            | HR Ottawa LP                                                       | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    9658000 | PA      | $10494804.66  | 0.64%             | 2031-03-31      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                    | Sofi Professional Loan Program 2018-A LLC                          | CUSIP: 83406E105<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     115068 | PA      | $1286827.42   | 0.08%             | 2042-02-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.000000 02-JAN-2029 BZD                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   11207158 | OU      | $2468.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 2Y RTR 3.050000 29-SEP-2025                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -30832165 | OU      | $-60392.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tikehau                                                 | Tikehau CLO XII DAC                                                | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |     340000 | PA      | $403407.79    | 0.02%             | 2038-10-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $136332.66    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                              | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $210200.00    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| DEEP INSTINCT LTD                                       | DEEP INSTINCT LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |      21889 | NS      | $218.89       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC25                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -105 | NC      | $-67186.35    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                             | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     172000 | PA      | $167127.96    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121079.19    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                   | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     432000 | PA      | $532215.08    | 0.03%             | 2029-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     380000 | PA      | $447063.96    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -58 | NC      | $-4437.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.262000 20-MAR-2029 INR                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   62930425 | OU      | $15933.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     365000 | PA      | $368399.25    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SARCOS TECHNOLOGY AND ROBOTICS                          | SARCOS TECHNOLOGY AND ROBOTICS                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160743 | NS      | $1392035.83   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Fanatics Holdings Inc                                   | Fanatics Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     126282 | NS      | $7690573.80   | 0.47%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | VISTRA CORP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         21 | NC      | $36907.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -35 | NC      | $-21262.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -1685 | NC      | $-5001940.83  | -0.30%            |  |  |  | No            | 1                  | On Loan: No      |
| Port of Beaumont Navigation District                    | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                  | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     885000 | PA      | $905960.35    | 0.06%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| NOODLE INC                                              | NOODLE INC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     196272 | NS      | $196272.00    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LANDSEA HOMES CORP                                      | LANDSEA HOMES CORP                                                 | CUSIP: 000000000<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |    9310000 | PA      | $9992423.00   | 0.61%             | 2028-07-17      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| MYTHIC AI INC                                           | MYTHIC AI INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        816 | NS      | $0.01         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.200000 04-JUN-2030 EUR                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2989315 | OU      | $-10097.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo II Ltd                                                | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2751854.60   | 0.17%             | 2037-10-24      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     102000 | PA      | $121397.53    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                       | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |     163000 | PA      | $192459.07    | 0.01%             | 2032-05-15      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Vita Global FinCo Limited                               | Vita Global FinCo Limited EUR Term Loan B                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    5100622 | PA      | $5137080.48   | 0.31%             | 2027-07-06      | Floating      | 10.05%                | No            | 3                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                         | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $137061.54    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                     | SPACE EXPLORATION TECHNOLOGIES CORP                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      22040 | NS      | $4077400.00   | 0.25%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DEUTSCHE BANK AG                                        | 10Y RTP 4.300000 10-JUL-2025                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -9468000 | OU      | $-2.27        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Upfield BV                                              | Upfield BV 2024 GBP Term Loan B11                                  | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |          0 | PA      | $0.00         | 0.00%             | 2028-01-03      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -64 | NC      | $-13632.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                               | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     152000 | PA      | $179807.66    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                    | CUSIP: 46592EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44173392 | PA      | $1243215.93   | 0.08%             | 2051-06-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                             | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $141110.31    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BYD Co Ltd                                              | BYD Co Ltd                                                         | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     615000 | NS      | $9575562.81   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| APCOA HOLDINGS GMBH                                     | APCOA Group GmbH/Germany                                           | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |     307000 | PA      | $364343.08    | 0.02%             | 2031-04-15      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      61942 | NS      | $13178779.92  | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| CML La Quinta Resort                                    | CML La Quinta Resort Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6800000 | PA      | $6800000.00   | 0.41%             | 2026-12-09      | Floating      | 7.51%                 | No            | 3                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                     | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     198000 | PA      | $202702.50    | 0.01%             | 2027-06-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     349000 | PA      | $405545.82    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                      | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |     296659 | PA      | $426216.11    | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| ADLER PELZER HLDG GMBH                                  | Adler Pelzer Holding GmbH                                          | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |     173000 | PA      | $200772.50    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| BREEZE AVIATION GROUP INC                               | BREEZE AVIATION GROUP INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     794196 | PA      | $794196.40    | 0.05%             | 2028-01-30      | Fixed         | 20.00%                | Yes           | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 4.500000 08-MAY-2026 SOF                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25254000 | OU      | $118708.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                           | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $213493.94    | 0.01%             | 2028-02-24      | None          | 0.00%                 | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 9.965000 04-JAN-2027 BZD                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   14577981 | OU      | $-279234.81   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $743352.28    | 0.05%             | 2034-10-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | SWP: GBP 4.000000 16-JAN-2030 SON                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   13498200 | OU      | $238591.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Confluent Inc                                           | Confluent Inc                                                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     180256 | NS      | $4493782.08   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                          | DAVIDSON HOMES PREF EQIUTY/PFD                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       7345 | NS      | $7589808.85   | 0.46%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        467 | NC      | $16812.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                       | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |     292000 | PA      | $357588.79    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR3                                     | CUSIP: 74333VAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1140000 | PA      | $1128935.73   | 0.07%             | 2026-05-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                   | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |      98000 | PA      | $97765.78     | 0.01%             | 2034-12-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                            | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     155924 | PA      | $135208.11    | 0.01%             | 2028-04-28      | Floating      | 9.16%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40399.20     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -69 | NC      | $-793.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $133515.71    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     780000 | PA      | $737685.00    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse ABS Repackaging Trust                     | Credit Suisse ABS Repackaging Trust 2013-A                         | CUSIP: 22546U108<br>LEI: 549300MV4IKF86LLTT11 | Long             | ABS-O            | CORP              | US        |       4744 | PA      | $1802720.00   | 0.11%             | 2043-04-25      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                               | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |     639000 | PA      | $871850.39    | 0.05%             | 2031-03-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer