# EDGAR Filing Document

**Accession Number:** 0001809541
**File Stem:** 0001752724-23-040594
**Filing Date:** 2023-2
**Character Count:** 539017
**Document Hash:** 9e510905e52f0e1dc1574db692573740
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040594.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040594

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Capital Allocation Trust
- **CENTRAL INDEX KEY:** 0001809541
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23564
- **FILM NUMBER:** 23668264

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2145430972.74

**Total Liabilities:** $321718276.26

**Net Assets:** $1823712696.48

**Amount of Assets Invested in Other Investment Companies:** $3685172.11

**Delayed Delivery Securities:** $145738719.50

**Cash Not Reported:** $28855269.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 24763.13000000 | **1-Year:** 2582.27000000 | **5-Year:** 57919.84000000 | **10-Year:** 108884.59000000 | **30-Year:** 10872.27000000

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

- **3-Month:** 187705.01000000 | **1-Year:** 18256.58000000 | **5-Year:** 137679.60000000 | **10-Year:** 63281.54000000 | **30-Year:** -40804.07000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.63%                | 4.49%                | -2.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29732507.18            | $77892512.71                               |
| Month 2  | $-12099536.76            | $90878379.96                               |
| Month 3  | $-18329702.05            | $-40034689.57                              |

**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.                           | INTUIT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         19 | NC      | $1615.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| On Holding AG                                    | On Holding AG                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     104674 | NS      | $1796205.84   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     242000 | PA      | $216590.00    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110202.57    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1710967.32   | 0.09%             | 2030-02-05      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | LULULEMON ATHLETICA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -25 | NC      | $-112.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CML HYATT LOST PINES                             | CML Hyatt Lost Pines Term Loan                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5000000 | PA      | $4885934.50   | 0.27%             | 2026-09-09      | Floating      | 7.70%                 | No            | 3                  | On Loan: No      |
| TPB Acquisition Corp I                           | TPB Acquisition Corp I                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |      25681 | NS      | $12088.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $6275.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DP WORLD SALAAM                                  | DP World Salaam                                                                                 | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |    1060000 | PA      | $1046750.00   | 0.06%             | 2025-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ABBOTT LABORATORIES                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        100 | NC      | $56250.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | TESLA INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -83 | NC      | $-21704.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                         | EQT Corp                                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     298868 | NS      | $10110704.44  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| LSF11 A5 Holdco LLC                              | LSF11 A5 Holdco LLC Term Loan                                                                   | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |    1427215 | PA      | $1376905.67   | 0.08%             | 2028-10-15      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       1450 | NC      | $105850.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -35 | NC      | $-2625.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 4.180000 28-JUN-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   16486900 | OU      | $161782.85    | 0.01%             |  |  |  | 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        |      20809 | NS      | $15142550.12  | 0.83%             |  |  |  | No            | 2                  | On Loan: No      |
| Starwood Residential Mortgage Trust              | STAR 2021-1 Trust                                                                               | CUSIP: 85573GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3758500 | PA      | $2536680.81   | 0.14%             | 2065-05-25      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 3 Ltd                                                                                   | CUSIP: 48661WAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $230034.73    | 0.01%             | 2032-04-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| MIP V Waste Holdings, LLC                        | MIP V Waste Holdings, LLC Term Loan B                                                           | CUSIP: 000000000<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |    1501652 | PA      | $1478497.02   | 0.08%             | 2028-12-08      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Albemarle Corp                                   | Albemarle Corp                                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      28453 | NS      | $6170317.58   | 0.34%             |  |  |  | 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      | $170357.51    | 0.01%             | 2035-05-25      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | MCKESSON CORP                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-5992.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED CAD / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $-6096.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212745.24    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD AUD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $66981.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      21005 | NS      | $2785052.95   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                       | Intuit Inc                                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       4333 | NS      | $1686490.26   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynatrace Inc                                    | Dynatrace Inc                                                                                   | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28869 | NS      | $1105682.70   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares JP Morgan USD Emerging Markets Bond ETF  | iShares JP Morgan USD Emerging Markets Bond ETF                                                 | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     104479 | NS      | $8837878.61   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUATE PETROCHEMICAL BV                          | Equate Petrochemical BV                                                                         | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     405000 | PA      | $351540.00    | 0.02%             | 2028-04-28      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     316000 | PA      | $303913.00    | 0.02%             | 2051-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -62 | NC      | $-465.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES CLO Ltd                                     | ARES Loan Funding I Ltd                                                                         | CUSIP: 04018YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2150000 | PA      | $1500719.35   | 0.08%             | 2034-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BARDOT CLO LTD                                   | Bardot CLO Ltd                                                                                  | CUSIP: 06744NBN6<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $232295.05    | 0.01%             | 2032-10-22      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2868542.65   | 0.16%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EQT CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -444 | NC      | $-24420.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| YANGO JUSTICE INTL                               | Yango Justice International Ltd                                                                 | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |    1200000 | PA      | $24000.00     | 0.00%             | 2022-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROJECT MONTELENA                                | PROJECT MONTELENA                                                                               | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     290000 | PA      | $223263.75    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak CLO 6                                                                                | CUSIP: 72132YAU9<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $433296.55    | 0.02%             | 2034-05-18      | Floating      | 11.10%                | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                            | CUSIP: 054967AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1889767.40   | 0.10%             | 2034-09-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES IBOXX HIGH YIELD CORPO                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        843 | NC      | $29083.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2020-C                                                                 | CUSIP: 00969HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     209446 | PA      | $206131.16    | 0.01%             | 2060-09-27      | Variable      | 2.25%                 | 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      | $852822.82    | 0.05%             | 2039-10-20      | Fixed         | 6.87%                 | No            | 2                  | On Loan: No      |
| TAP ROCK RESOURCES LLC                           | Tap Rock Resources LLC                                                                          | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    1444000 | PA      | $1343064.40   | 0.07%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                        | United Parcel Service Inc                                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      51450 | NS      | $8944068.00   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERCORP PERU LTD                               | Intercorp Peru Ltd                                                                              | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |     560000 | PA      | $460950.00    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 2Y RTP 2.600000 15-FEB-2023                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -47688203 | NC      | $-1620940.62  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2467075.68   | 0.14%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     971000 | PA      | $894291.00    | 0.05%             | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        103 | NC      | $61285.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-1                                                                 | CUSIP: 46592ECC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     988537 | PA      | $616579.61    | 0.03%             | 2051-06-25      | Variable      | 3.03%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR23                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        259 | NC      | $-2240631.53  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| EIS BUYER INC                                    | EIS BUYER INC                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     373370 | PA      | $363102.03    | 0.02%             | 2027-09-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 55B LTD                                                              | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $880516.40    | 0.05%             | 2034-07-20      | Floating      | 10.80%                | 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      | $228860.63    | 0.01%             | 2034-07-20      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| General Motors Co                                | General Motors Co                                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      19008 | NS      | $639429.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | SWAPTION MAR23 0.6 CALL                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        | -124707682 | NC      | $-11.22       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                           | Volkswagen Financial Services NV                                                                | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112806.89    | 0.01%             | 2024-12-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2643000 | PA      | $1958793.38   | 0.11%             | 2031-04-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.780000 26-MAY-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   61193600 | OU      | $1047834.32   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Alkami Technology Inc                            | Alkami Technology Inc                                                                           | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      82235 | NS      | $1199808.65   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| APCOA PARKING HOLDINGS G                         | APCOA Parking Holdings GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |     852000 | PA      | $849644.25    | 0.05%             | 2027-01-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CHF / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |          1 | NC      | $1064.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphawave IP Group PLC                           | Alphawave IP Group PLC                                                                          | CUSIP: 000000000<br>LEI: 213800ZXTO21EU4VMH37 | Long             | EC               | CORP              | GB        |     400901 | NS      | $494362.69    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IHS HOLDING LTD                                  | IHS Holding Ltd                                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     569000 | PA      | $457440.44    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 10Y RTR 2.970000 15-FEB-2023                                                                    | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |    9312880 | OU      | $15297.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GRUPO AVAL LTD                                   | Grupo Aval Ltd                                                                                  | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    1302000 | PA      | $1052016.00   | 0.06%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     515000 | PA      | $115488.75    | 0.01%             | 2025-09-01      | Fixed         | 7.75%                 | 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      | $3631020.33   | 0.20%             | 2028-05-01      | Variable      | 4.55%                 | No            | 3                  | On Loan: No      |
| STEM INC                                         | Stem Inc                                                                                        | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     200000 | PA      | $125760.00    | 0.01%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Mirion Technologies Inc                          | Mirion Technologies Inc                                                                         | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     219122 | NS      | $1448396.42   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Stratus CLO                                      | Stratus CLO 2021-1 Ltd                                                                          | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $390580.00    | 0.02%             | 2029-12-29      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| GALAXY UNIVERSAL LLC                             | Galaxy Universal LLC 1st Lien Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13224659 | PA      | $12927104.64  | 0.71%             | 2026-11-12      | Floating      | 9.07%                 | No            | 3                  | On Loan: No      |
| Chipotle Mexican Grill Inc                       | Chipotle Mexican Grill Inc                                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        639 | NS      | $886606.11    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| KENBOURNE INVEST SA                              | Kenbourne Invest SA                                                                             | CUSIP: 48855KAC4<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |     340000 | PA      | $264732.50    | 0.01%             | 2028-01-22      | Fixed         | 4.70%                 | 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      | $1739803.73   | 0.10%             | 2031-11-20      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        764 | NC      | $74490.00     | 0.00%             |  |  |  | No            | 1                  | 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        |   10000000 | PA      | $9455145.00   | 0.52%             | 2060-09-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2020-VIVA                                                          | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2006135 | PA      | $1502549.78   | 0.08%             | 2044-03-11      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.240000 11-DEC-2050                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1632400 | OU      | $179550.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.450000 26-NOV-2041                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1670200 | OU      | $147144.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1755000 | PA      | $1406963.05   | 0.08%             | 2031-09-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                               | Whitebox Clo II Ltd                                                                             | CUSIP: 96466CAU2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2493201.43   | 0.14%             | 2034-10-24      | Floating      | 7.67%                 | 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        |    1126620 | PA      | $775351.15    | 0.04%             | 2028-04-27      | Floating      | 9.11%                 | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp                           | Liberty Broadband Corp                                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      39610 | NS      | $3021054.70   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | BOOKING HOLDINGS INC                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          6 | NC      | $46860.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-4                                                                 | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     922228 | PA      | $528486.66    | 0.03%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| THETA CAPITAL PTE LTD                            | Theta Capital Pte Ltd                                                                           | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $150787.50    | 0.01%             | 2025-01-22      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 7 Ltd                       | Gulf Stream Meridian 7 Ltd                                                                      | CUSIP: 40256JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $674853.38    | 0.04%             | 2035-07-15      | Floating      | 10.71%                | 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      | $820291.07    | 0.04%             | 2031-04-21      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      41371 | NS      | $7308187.15   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1000000 | PA      | $826750.00    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VALERO ENERGY CORP                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        111 | NC      | $4051.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominican Republic                               | Dominican Republic International Bond                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     604000 | PA      | $608643.25    | 0.03%             | 2026-01-29      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       8552 | NS      | $2253708.56   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                          | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                     | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              |  | US        |      45000 | PA      | $43555.19     | 0.00%             | 2025-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     956000 | PA      | $954088.00    | 0.05%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                          | Sasol Financing USA LLC                                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     954000 | PA      | $772322.63    | 0.04%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2020-C                                                                 | CUSIP: 00969HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $343558.88    | 0.02%             | 2060-09-27      | Variable      | 5.00%                 | No            | 2                  | 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      | $649446.60    | 0.04%             | 2029-10-15      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XXI Ltd                                                                            | CUSIP: 87166RDL8<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $454603.40    | 0.02%             | 2032-07-15      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      26320 | NS      | $13954337.60  | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                           | BP PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      81254 | NS      | $468830.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KIRK BEAUTY SUN GMBH                             | Kirk Beauty SUN GmbH                                                                            | CUSIP: 000000000<br>LEI: 9845005056B369360745 | Long             | DBT              | CORP              | DE        |     857309 | PA      | $553835.56    | 0.03%             | 2026-10-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                               | GLENCORE PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | JE        |       -112 | NC      | $-1045.98     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.210000 08-NOV-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1943000 | OU      | $-11126.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOL FINANCE SA                                   | Gol Finance SA                                                                                  | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    1036000 | PA      | $450854.25    | 0.02%             | 2025-01-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      14472 | NS      | $7890881.68   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.820000 08-MAR-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   42033400 | OU      | $-220356.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United Rentals Inc                               | United Rentals Inc                                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       1930 | NS      | $685960.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                         | OCP SA                                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1217000 | PA      | $1014141.31   | 0.06%             | 2031-06-23      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Medline Borrower, LP                             | Medline Borrower, LP USD Term Loan B                                                            | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    3651408 | PA      | $3465112.69   | 0.19%             | 2028-10-23      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                          | Vivo Energy Investments BV                                                                      | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    1540000 | PA      | $1372332.50   | 0.08%             | 2027-09-24      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |          1 | NC      | $816633.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Inkia Energy Ltd                                 | Inkia Energy Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     438000 | PA      | $411117.75    | 0.02%             | 2027-11-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE: (ITRAXX.XO.34.V1)                                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |   34105960 | OU      | $-3753624.18  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -240 | NC      | $-12960.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 4.130000 27-AUG-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   33815200 | OU      | $351456.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-1                                                                 | CUSIP: 46592ECD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1535909 | PA      | $382287.62    | 0.02%             | 2051-06-25      | Variable      | 2.91%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: MXN 4.680000 27-FEB-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   62782309 | OU      | $-228393.33   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         83 | NC      | $23032.50     | 0.00%             |  |  |  | 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        |    5100000 | PA      | $4887654.36   | 0.27%             | 2027-02-09      | Floating      | 7.24%                 | No            | 3                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                              | GLOBALFOUNDRIES Inc                                                                             | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |      73546 | NS      | $3963393.94   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | UNITEDHEALTH GROUP INC                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -36 | NC      | $-2502.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                               | Valero Energy Corp                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      43040 | NS      | $5460054.40   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     147076 | NS      | $6072768.04   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                         | BX Trust 2021-LBA                                                                               | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1030000 | PA      | $905214.57    | 0.05%             | 2036-02-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD          | GoldentTree Loan Management US CLO 1 Ltd                                                        | CUSIP: 38138HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $824802.10    | 0.05%             | 2033-01-20      | Floating      | 8.99%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR23                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          3 | NC      | $-2644.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Diversey Holdings Ltd                            | Diversey Holdings Ltd                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     294531 | NS      | $1254702.06   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                          | Marathon Petroleum Corp                                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      10828 | NS      | $1260270.92   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1784003.38   | 0.10%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                         | Banco Mercantil del Norte SA/Grand Cayman                                                       | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     913000 | PA      | $889204.94    | 0.05%             | 2024-09-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Emerald Technologies (U.S.) Acquisitionco, Inc   | Emerald Technologies (U.S.) Acquisitionco, Inc Term Loan                                        | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1159838 | PA      | $1090247.25   | 0.06%             | 2027-12-29      | Floating      | 10.67%                | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     102243 | NS      | $8547514.80   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| SHELF DRILL NO SEA HOLD                          | Shelf Drilling North Sea Holdings Ltd                                                           | CUSIP: 822541AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1419000 | PA      | $1397537.63   | 0.08%             | 2025-10-31      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| RXO Inc                                          | RXO Inc                                                                                         | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      48744 | NS      | $838396.80    | 0.05%             |  |  |  | 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      | $2809674.77   | 0.15%             | 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        |      29899 | NS      | $3778037.64   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ALBEMARLE CORP                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -43 | NC      | $-26875.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1794764.13   | 0.10%             | 2032-02-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD DKK                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2169.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Oil Corp                                | Marathon Oil Corp                                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     290181 | NS      | $7855199.67   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| LIGHTNING EMOTORS INC                            | Lightning eMotors Inc                                                                           | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |     945000 | PA      | $189000.00    | 0.01%             | 2024-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KANE BIDCO LTD                                   | Kane Bidco Ltd                                                                                  | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |     699000 | PA      | $701396.58    | 0.04%             | 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      | $1365.89      | 0.00%             |  |  |  | No            | 1                  | 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      | $1449705.64   | 0.08%             | 2036-10-15      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| Ariston Holding NV                               | Ariston Holding NV                                                                              | CUSIP: 000000000<br>LEI: 815600CC86D25A205563 | Long             | EC               | CORP              | NL        |     476063 | NS      | $4902365.44   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                          | Fantasia Holdings Group Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $93000.00     | 0.01%             | 2023-07-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 4.160000 23-JUL-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   28619200 | OU      | $288680.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| XEROX HOLDINGS CORP                              | Xerox Holdings Corp                                                                             | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1914723.20   | 0.10%             | 2025-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     596000 | PA      | $489390.50    | 0.03%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -160 | NC      | $-180800.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.210000 18-OCT-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1791300 | OU      | $198637.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $528007.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                      | SWP: IFS 2.693000 15-AUG-2032                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |    1425000 | OU      | $-13009.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Schlumberger Ltd                                 | Schlumberger Ltd                                                                                | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     116005 | NS      | $6201627.30   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEWIRE TECH NOTES + WTS                        | FREEWIRE TECH NOTES + WTS                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2308766 | PA      | $2118292.79   | 0.12%             | 2025-03-31      | Floating      | 9.68%                 | No            | 3                  | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1005000 | PA      | $963654.30    | 0.05%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| IPS CORPORATION                                  | IPS Corporation 2021 2nd Lien Term Loan B                                                       | CUSIP: 12659EAF5<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |       4757 | PA      | $3996.19      | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Republic of Guatemala                            | Guatemala Government Bond                                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     487000 | PA      | $466698.19    | 0.03%             | 2026-05-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                      | 10Y RTP 3.750000 05-MAY-2023                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -11690367 | NC      | $-204315.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EXXON MOBIL CORP                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -185 | NC      | $-290450.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                         | Puma International Financing SA                                                                 | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     585000 | PA      | $541125.00    | 0.03%             | 2024-10-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      28521 | NS      | $4609278.81   | 0.25%             |  |  |  | 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      | $2403674.65   | 0.13%             | 2031-04-21      | Fixed         | 6.77%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | MCKESSON CORP                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         17 | NC      | $2720.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | EXXON MOBIL CORP                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -69 | NC      | $-3208.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-4                                                                 | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1229798 | PA      | $853411.77    | 0.05%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.230000 08-JAN-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1843700 | OU      | $200480.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-5                                                               | CUSIP: 92538CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $1838409.84   | 0.10%             | 2065-05-25      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                             | Paraguay Government International Bond                                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     529000 | PA      | $459998.56    | 0.03%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-10796.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        133 | NC      | $199.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.230000 01-FEB-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4032700 | OU      | $440058.13    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | CHARTER COMMUNICATIONS INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -33 | NC      | $-30525.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                     | Unilever PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     240325 | NS      | $12133483.84  | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Products and Chemicals Inc                   | Air Products and Chemicals Inc                                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      31902 | NS      | $9834110.52   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Pronovias SL                                     | Pronovias SL EUR Term Loan B3                                                                   | CUSIP: 000000000<br>LEI: 95980020140005338087 | Long             | LON              | CORP              | ES        |          0 | PA      | $0.00         | 0.00%             | 2024-10-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd                                    | AGL CLO 5 Ltd                                                                                   | CUSIP: 00119UAC5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2629885.50   | 0.14%             | 2034-07-20      | Floating      | 10.69%                | No            | 2                  | On Loan: No      |
| Springs Windows Fashions, LLC                    | Springs Windows Fashions, LLC 2021 Term Loan B                                                  | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     547250 | PA      | $445735.13    | 0.02%             | 2028-10-06      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD MXN                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-4003.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 27-MAY-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7340900 | OU      | $302343.47    | 0.02%             |  |  |  | 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        |    1180000 | PA      | $1000050.00   | 0.05%             | 2030-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                               | Forestar Group Inc                                                                              | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2230707.99   | 0.12%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SAP SE                                           | SAP SE                                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     113614 | NS      | $11729586.24  | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | JAN23 XLF US P @ 35                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      88800 | NC      | $95043.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                           | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   98147573 | PA      | $94443119.47  | 5.18%             | 2053-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 2.900000 15-NOV-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   18789912 | OU      | $-1051298.14  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                              | White Cap Buyer LLC Term Loan B                                                                 | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4242826 | PA      | $4095854.35   | 0.22%             | 2027-10-19      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Rotor Acquisition Corp                           | ROTOR ACQUI ROTOR ACQUISITION                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23869 | NS      | $13844.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FREEWIRE WARRANTS TRANCHE A                      | FREEWIRE WARRANTS TRANCHE A                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     252094 | NS      | $196633.32    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    1885000 | PA      | $1745415.75   | 0.10%             | 2032-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2021-SFR1 Trust                                                              | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1375000 | PA      | $1162818.94   | 0.06%             | 2038-07-17      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| VanEck Semiconductor ETF                         | VanEck Semiconductor ETF                                                                        | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |       2681 | NS      | $544082.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      11633 | NS      | $6406176.77   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| HTA GROUP LTD                                    | HTA Group Ltd/Mauritius                                                                         | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    1143000 | PA      | $1049274.00   | 0.06%             | 2025-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      12676 | NS      | $5786594.00   | 0.32%             |  |  |  | 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      | $2166058.96   | 0.12%             | 2033-12-23      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ABBVIE INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -91 | NC      | $-14241.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -97 | NC      | $-25462.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                      | SREIT Trust 2021-MFP2                                                                           | CUSIP: 85236WCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1092737.00   | 0.06%             | 2036-11-15      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| Crown City CLO                                   | Crown City CLO III                                                                              | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1082378.00   | 0.06%             | 2034-07-20      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| Pear Therapeutics Inc                            | Pear Therapeutics Inc                                                                           | CUSIP: 704723113<br>LEI: N/A                  | N/A              | DE               |  | US        |       9900 | NS      | $1474.11      | 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        |      14632 | PA      | $6862.37      | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2021-1 Ltd                                                           | CUSIP: 69701VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1132389.38   | 0.06%             | 2029-04-20      | Floating      | 10.24%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SHELL PLC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |       -221 | NC      | $-43095.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3135327.95   | 0.17%             | 2029-08-18      | Fixed         | 4.05%                 | 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      | $442177.65    | 0.02%             | 2034-10-15      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P REGIONAL BANKING ETF                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -730 | NC      | $-7665.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                                 | Green Plains Inc                                                                                | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      46023 | NS      | $1403701.50   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | CDS: (CMBX.NA.9.BBB-)                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |    1639000 | OU      | $-308157.59   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PROMIGAS/GASES PACIFICO                          | Promigas SA ESP / Gases del Pacifico SAC                                                        | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     200000 | PA      | $162750.00    | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | 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        |     780000 | PA      | $689956.80    | 0.04%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| Masco Corp                                       | Masco Corp                                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      12241 | NS      | $571287.47    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                                             | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     400000 | PA      | $244000.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      99563 | NS      | $5669030.80   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: MXN 4.855000 1-MAR-2024                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   62782309 | OU      | $-221331.44   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                        | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $121733.54    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     613000 | PA      | $472010.00    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Marqeta Inc                                      | Marqeta Inc                                                                                     | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6415 | NS      | $39195.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | EQT CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        665 | NC      | $4987.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.510000 05-FEB-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2638900 | OU      | $106026.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUCE FINCO                                      | Deuce Finco Plc                                                                                 | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    1856000 | PA      | $1784951.96   | 0.10%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | DYNATRACE INC                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -112 | NC      | $-5600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J&J Ventures Gaming, LLC                         | J&J Ventures Gaming, LLC Term Loan                                                              | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    1433116 | PA      | $1368625.38   | 0.08%             | 2028-04-26      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2020-D                                                                 | CUSIP: 00970CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1240163 | PA      | $570789.93    | 0.03%             | 2060-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KENBOURNE INVEST SA                              | Kenbourne Invest SA                                                                             | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |     868000 | PA      | $819880.25    | 0.04%             | 2024-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ABBOTT LABORATORIES                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -100 | NC      | $-800.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED HKD / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |          1 | NC      | $-13569.53    | -0.00%            |  |  |  | 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        |   23252182 | PA      | $1446222.96   | 0.08%             | 2052-05-15      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| Green Plains Operating Company LLC               | Green Plains Operating Company LLC Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7098000 | PA      | $7000757.40   | 0.38%             | 2026-07-20      | Floating      | 10.51%                | No            | 3                  | On Loan: No      |
| Micron Technology Inc                            | Micron Technology Inc                                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     126601 | NS      | $6327517.98   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| KBC GROUP NV                                     | KBC Group NV                                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $102927.11    | 0.01%             | 2027-09-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                      | Swedbank AB                                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $102960.72    | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2021-A                                                           | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1420000 | PA      | $1093713.25   | 0.06%             | 2036-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.230000 07-JAN-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5340100 | OU      | $580684.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                 | Pitney Bowes Inc                                                                                | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1778171.20   | 0.10%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Grupo KUO SAB De CV                              | Grupo KUO SAB De CV                                                                             | CUSIP: 40052CAC0<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |     585000 | PA      | $545622.19    | 0.03%             | 2027-07-07      | Fixed         | 5.75%                 | 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      | $1784812.20   | 0.10%             | 2048-08-10      | Variable      | 4.52%                 | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                          | Equate Petrochemical BV                                                                         | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     497000 | PA      | $474262.25    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ABBOTT LABORATORIES                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -174 | NC      | $-2697.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1113000 | PA      | $244373.06    | 0.01%             | 2026-02-01      | Fixed         | 8.99%                 | No            | 2                  | On Loan: No      |
| Chubb Ltd                                        | Chubb Ltd                                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      15600 | NS      | $3441360.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 28-JAN-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   31645700 | OU      | $-161895.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sixth Street CLO LTD.                            | Sixth Street CLO XIX Ltd                                                                        | CUSIP: 83011MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3297957.00   | 0.18%             | 2034-07-20      | Floating      | 10.14%                | No            | 2                  | On Loan: No      |
| IPS CORPORATION                                  | IPS Corporation 2021 Term Loan                                                                  | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |     253262 | PA      | $225086.33    | 0.01%             | 2028-10-02      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: MXN 4.495000 03-MAR-2023                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   88455786 | OU      | $-66398.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | MICRON TECHNOLOGY INC                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -161 | NC      | $-16824.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LITIGATION FEE RESIDUAL                          | LITIGATION FEE RESIDUAL                                                                         | CUSIP: 53689HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3150988 | PA      | $3013289.46   | 0.17%             | 2027-10-30      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| Cold Storage Trust                               | Cold Storage Trust 2020-ICE5                                                                    | CUSIP: 193051AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3931962 | PA      | $3746659.73   | 0.21%             | 2037-11-15      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Cascade Funding Mortgage Trust                   | CFMT 2020-HB4 LLC                                                                               | CUSIP: 12529LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3148421.08   | 0.17%             | 2030-12-26      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Stratus CLO                                      | Stratus CLO 2021-3 Ltd                                                                          | CUSIP: 86315XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $455544.15    | 0.02%             | 2029-12-29      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| Capri Holdings Ltd                               | Capri Holdings Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      15615 | NS      | $895051.80    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Freedom Mortgage Corp                            | Freedom Mortgage Corp                                                                           | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    2616000 | PA      | $2353031.75   | 0.13%             | 2025-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-3661869.14  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                           | China Evergrande Group                                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $33750.00     | 0.00%             | 2022-03-23      | None          | 0.00%                 | 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        |     823781 | PA      | $493641.47    | 0.03%             | 2051-06-25      | Variable      | 3.03%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | 5Y RTR 2.500000 14-JUN-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -22352000 | OU      | $-60948.32    | -0.00%            |  |  |  | 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      | $86551.40     | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR23                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        657 | NC      | $-814631.11   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO           | Park Avenue Institutional Advisers CLO Ltd 2021-1                                               | CUSIP: 70017PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $536329.86    | 0.03%             | 2034-01-20      | Floating      | 11.54%                | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3260000 | PA      | $2802173.75   | 0.15%             | 2030-05-01      | Fixed         | 3.40%                 | 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      | $443407.30    | 0.02%             | 2034-07-14      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -62 | NC      | $-13206.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF      | iShares iBoxx High Yield Corporate Bond ETF                                                     | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      52660 | NS      | $3877355.80   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      83361 | NS      | $2915134.17   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | CONOCOPHILLIPS                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        139 | NC      | $834.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                      | CAP HILL BRANDS PREF EQUITY                                                                     | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    1185824 | NS      | $1873601.92   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD HKD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $116.31       | 0.00%             |  |  |  | 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      | $-53245.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     983000 | PA      | $971511.19    | 0.05%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                         | BX 2021-MFM1                                                                                    | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $689864.25    | 0.04%             | 2034-01-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EQT CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -221 | NC      | $-9945.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| METINVEST BV                                     | Metinvest BV                                                                                    | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     682000 | PA      | $349951.25    | 0.02%             | 2027-10-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 4.160000 20-JUL-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21852000 | OU      | $219874.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1397000 | PA      | $1269523.75   | 0.07%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1116000 | PA      | $874665.00    | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd                             | Whitebox CLO III Ltd                                                                            | CUSIP: 96467HAJ5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $467677.85    | 0.03%             | 2034-10-15      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Profrac Services, LLC                            | Profrac Services, LLC 2022 Term Loan                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1609498 | PA      | $1649735.15   | 0.09%             | 2025-03-04      | Floating      | 12.10%                | No            | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 2Y RTR 3.300000 30-MAY-2023                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -46496892 | OU      | $-85470.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CHF                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $20923.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3010000 | PA      | $2449999.70   | 0.13%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Sarcos Technology and Robotics Corp              | Sarcos Technology and Robotics Corp                                                             | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45102 | NS      | $25315.75     | 0.00%             |  |  |  | No            | 1                  | 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        |    3500000 | PA      | $3143529.55   | 0.17%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                         | Republic of South Africa Government International Bond                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1287000 | PA      | $896717.25    | 0.05%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | SWAPTION MAR23 0.4 CALL                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        | -124707682 | NC      | $-8.73        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                      | Gulf Stream Meridian 1 Ltd                                                                      | CUSIP: 402564AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2625000 | PA      | $2275766.85   | 0.12%             | 2033-04-15      | Floating      | 10.53%                | No            | 2                  | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak Clo 4                                                                                | CUSIP: 72132WAM1<br>LEI: 2549002NRPBIF0UZPU88 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $925719.50    | 0.05%             | 2034-07-15      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EXXON MOBIL CORP                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -272 | NC      | $-680.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.770000 28-JUN-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9809800 | OU      | $-49856.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JINGRUI HOLDINGS LTD                             | Jingrui Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: 549300RXCFKI6KHCMP52 | Long             | DBT              | CORP              | KY        |     355300 | PA      | $22669.81     | 0.00%             | 2023-09-09      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.220000 07-JUN-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1104900 | OU      | $121801.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4252924.81  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| MAXAR TECHNOLOGIES INC                           | Maxar Technologies Inc                                                                          | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |     636000 | PA      | $660316.05    | 0.04%             | 2027-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2019-16 Ltd                                                                             | CUSIP: 67570RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $350344.40    | 0.02%             | 2033-04-10      | Floating      | 10.26%                | No            | 2                  | On Loan: No      |
| Amorepacific Corp                                | Amorepacific Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      28737 | NS      | $3145111.53   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIA CLEANTECH ENERGY                           | India Cleantech Energy                                                                          | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     406263 | PA      | $347354.87    | 0.02%             | 2026-08-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| iShares China Large-Cap ETF                      | iShares China Large-Cap ETF                                                                     | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |      31927 | NS      | $903534.10    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2021-2 Ltd                                                                    | CUSIP: 69702AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $222411.18    | 0.01%             | 2034-07-15      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ALIGN TECHNOLOGY INC                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-4290.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2017-H1                                                          | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1945089 | PA      | $1711678.32   | 0.09%             | 2050-06-15      | Variable      | 4.28%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | EOG RESOURCES INC                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -100 | NC      | $-10000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                               | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $103911.68    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SHELL PLC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        221 | NC      | $34807.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                      | CROWN PROPTECH ACQUISITIONS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      74120 | NS      | $0.74         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Seagen Inc                                       | Seagen Inc                                                                                      | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24021 | NS      | $3086938.71   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W1 OP JAN23P 113.5                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        470 | NC      | $616875.00    | 0.03%             |  |  |  | No            | 1                  | 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        |     310000 | PA      | $277575.98    | 0.02%             | 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        |     100000 | PA      | $129748.39    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| California Resources Corp                        | California Resources Corp                                                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      47698 | NS      | $2075339.98   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Conair Holdings, LLC                             | Conair Holdings, LLC Term Loan B                                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     419812 | PA      | $351067.42    | 0.02%             | 2028-05-17      | Floating      | 8.48%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         34 | NC      | $425.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hedosophia European Growth                       | Hedosophia European Growth                                                                      | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | N/A              | DE               |  | KY        |      46897 | NS      | $502.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR23                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -2310 | NC      | $3004070.45   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 10Y RTP 3.450000 18-APR-2023                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -11734504 | NC      | $-317728.24   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ALBEMARLE CORP                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -44 | NC      | $-1320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -25 | NC      | $-5362.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SambaNova Systems, Inc. SERIES D                 | SambaNova Systems, Inc. SERIES D                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13158 | NS      | $835401.42    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                           | CVS HEALTH CORP                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         82 | NC      | $533.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        757 | NC      | $50340.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2020-1 Ltd                                                           | CUSIP: 69701DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $239090.28    | 0.01%             | 2028-02-20      | Floating      | 9.53%                 | No            | 2                  | On Loan: No      |
| Coterra Energy Inc                               | Coterra Energy Inc                                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       9800 | NS      | $240786.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AZUL INVESTMENTS LLP                             | Azul Investments LLP                                                                            | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |     295000 | PA      | $180742.81    | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | 1Y RTP 4.400000 09-FEB-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        | -184190629 | OU      | $-971461.90   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     752000 | PA      | $664257.80    | 0.04%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | 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        |    1910000 | PA      | $1695974.95   | 0.09%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      31506 | NS      | $5517015.66   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2771943.77   | 0.15%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HYDROFARM HOLDINGS LLC                           | Hydrofarm Holdings LLC 2021 Term Loan                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1916640 | PA      | $1629144.00   | 0.09%             | 2028-09-27      | Floating      | 9.89%                 | No            | 3                  | On Loan: No      |
| Centene Corp                                     | Centene Corp                                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      10766 | NS      | $882919.66    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ARABIAN CENTRES SUKUK II                         | Arabian Centres Sukuk II Ltd                                                                    | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    1562000 | PA      | $1414391.00   | 0.08%             | 2026-10-07      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EQT CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        443 | NC      | $57590.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXXV                                                                                 | CUSIP: 03768TAA0<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $321088.31    | 0.02%             | 2034-04-20      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2018-1 Ltd                                                                             | CUSIP: 73742DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $463706.15    | 0.03%             | 2031-04-16      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                         | Corp Financiera de Desarrollo SA                                                                | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     963000 | PA      | $929174.63    | 0.05%             | 2025-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RENEW POWER PVT LTD                              | ReNew Power Pvt Ltd                                                                             | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $191100.00    | 0.01%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS: Blackrock Capital Allocation Trust - CFD JPM                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      15154 | OU      | $-1083626.89  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SCHLUMBERGER LTD                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |       -111 | NC      | $-5439.00     | -0.00%            |  |  |  | No            | 1                  | 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      | $2084214.13   | 0.11%             | 2037-06-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| PLANET LABS PBC                                  | PLANET LABS PBC                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     156720 | NS      | $681732.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     488000 | PA      | $379420.00    | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MARCOLIN SPA                                     | Marcolin SpA                                                                                    | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |     928000 | PA      | $854304.33    | 0.05%             | 2026-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| KANE BIDCO LTD                                   | Kane Bidco Ltd                                                                                  | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |     615000 | PA      | $562890.17    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                     | Ares LIX CLO Ltd                                                                                | CUSIP: 04018GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $600431.72    | 0.03%             | 2034-04-25      | Floating      | 10.61%                | No            | 2                  | On Loan: No      |
| MNTN DIGITAL                                     | MNTN DIGITAL                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      58924 | NS      | $565670.40    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Phillips 66                                      | Phillips 66                                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      11986 | NS      | $1247502.88   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 07-APR-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   20008100 | OU      | $-115283.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ROTOR ACQUI                                      | ROTOR ACQUI ROTOR ACQUISITION                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      25291 | NS      | $1264.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                               | Whitebox Clo I Ltd                                                                              | CUSIP: 96467CAC1<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $519900.00    | 0.03%             | 2032-07-24      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                         | Lloyds Banking Group PLC                                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   17889414 | NS      | $9762482.58   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -164 | NC      | $-902.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                         | Dar Al-Arkan Sukuk Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |     451000 | PA      | $447702.06    | 0.02%             | 2023-03-21      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 12-OCT-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6327100 | OU      | $276812.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | XPO INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         78 | NC      | $3705.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.710000 10-JAN-2027                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   14026700 | OU      | $-74629.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Visa Inc                                         | Visa Inc                                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       8102 | NS      | $1683271.52   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                             | Western Digital Corp                                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     317000 | PA      | $298525.24    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SHELL PLC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |       -344 | NC      | $-45580.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KINS TECHNOLOGY                                  | KINS TECHNOLOGY KINS TECHNOLOGY GROUP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     117311 | NS      | $111445.45    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                          | Garfunkelux Holdco 3 SA                                                                         | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    1088000 | PA      | $928516.45    | 0.05%             | 2025-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ROCKWELL AUTOMATION INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-4355.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     396375 | NS      | $15491997.78  | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1128000 | PA      | $919783.99    | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SHELL PLC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        344 | NC      | $83420.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                 | Roche Holding AG                                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       7920 | NS      | $2488759.69   | 0.14%             |  |  |  | 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      | $1287651.68   | 0.07%             | 2044-03-09      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                          | Fantasia Holdings Group Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     320000 | PA      | $24800.00     | 0.00%             | 2021-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.780000 27-MAY-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  123103000 | OU      | $2111787.67   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                           | MGM China Holdings Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $231531.25    | 0.01%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 2.880000 02-NOV-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11631639 | OU      | $-672411.55   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | 10Y RTP 4.820000 07-NOV-2023                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    4692459 | OU      | $39675.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     214407 | NS      | $9920611.89   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | EUR C USD P @1.060000 EO                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    8173139 | OU      | $161837.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -318 | NC      | $468030.79    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | SCHLUMBERGER LTD                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |       -172 | NC      | $-20984.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                        | Archer-Daniels-Midland Co                                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     143792 | NS      | $13351087.20  | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-18 Ltd                                                                             | CUSIP: 671078AU7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $468840.30    | 0.03%             | 2032-07-20      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| OCEANA AUSTRALIAN FIXINC TRUST                   | OCEANA AUSTRALIAN FIXINC TRUST                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    4163000 | PA      | $2834379.12   | 0.16%             | 2023-08-31      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | SCHLUMBERGER LTD                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -53 | NC      | $-1961.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ConnectWise, LLC                                 | ConnectWise, LLC 2021 Term Loan B                                                               | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     790015 | PA      | $748784.15    | 0.04%             | 2028-09-29      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     497000 | PA      | $410894.75    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| BX Trust                                         | BX 2021-MFM1                                                                                    | CUSIP: 05608VAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1780000 | PA      | $1621777.40   | 0.09%             | 2034-01-15      | Floating      | 8.22%                 | No            | 2                  | On Loan: No      |
| CARROLS RESTAURANT GROUP                         | Carrols Restaurant Group Inc                                                                    | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |     220000 | PA      | $154189.64    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.220000 23-AUG-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     793200 | OU      | $88428.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: USD 1.130000 08-MAR-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   77139467 | OU      | $-3853799.68  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| EVgo Inc                                         | EVgo Inc                                                                                        | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |      40220 | NS      | $26858.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     636000 | PA      | $495285.00    | 0.03%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO II Ltd                                                                               | CUSIP: 14686AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1425000 | PA      | $1339590.92   | 0.07%             | 2032-04-20      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial Inc                      | Raymond James Financial Inc                                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      34288 | NS      | $3663672.80   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | HUMANA INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         17 | NC      | $35615.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                             | Paraguay Government International Bond                                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     936000 | PA      | $803673.00    | 0.04%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                  | Naked Juice LLC 2nd Lien Term Loan                                                              | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     141000 | PA      | $110904.96    | 0.01%             | 2030-01-24      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CNH                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-4964.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | TE CONNECTIVITY LTD                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |         81 | NC      | $6277.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | CF INDUSTRIES HOLDINGS INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -117 | NC      | $-1170.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | EUR C USD P @1.090000 EO                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |   -8173139 | OU      | $-43648.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-26349.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                       | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $123341.66    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                        | Nelnet Student Loan Trust 2021-B                                                                | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     340000 | PA      | $265573.35    | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $1792361.79   | 0.10%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $98087.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 28-MAY-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1300900 | OU      | $53234.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Great Canadian Gaming Corporation                | Great Canadian Gaming Corporation 2021 Term Loan                                                | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     275310 | PA      | $269688.17    | 0.01%             | 2026-11-01      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| Generac Holdings Inc                             | Generac Holdings Inc                                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       1100 | NS      | $110726.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR23                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -60 | NC      | $261433.99    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Henley CLO                                       | Henley CLO IV DAC                                                                               | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $914527.71    | 0.05%             | 2034-04-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXIX LTD                                                                   | CUSIP: 55820EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $451009.30    | 0.02%             | 2030-10-18      | Floating      | 9.89%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                            | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1016749.52   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                               | GLENCORE PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | JE        |        112 | NC      | $13249.13     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Auto Auction Group, LLC                 | American Auto Auction Group, LLC 2021 Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2969010 | PA      | $2283168.69   | 0.13%             | 2027-12-30      | Floating      | 9.30%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2020-D                                                                 | CUSIP: 00970CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525000 | PA      | $480917.75    | 0.03%             | 2060-06-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                         | California Resources Corp                                                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     583000 | PA      | $560286.32    | 0.03%             | 2026-02-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO 2 Ltd                                                                           | CUSIP: 09077LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $682990.05    | 0.04%             | 2034-10-19      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM              | Liberty Media Corp-Liberty SiriusXM                                                             | CUSIP: 531229607<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |     277460 | NS      | $10857009.80  | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    2675000 | PA      | $2308400.67   | 0.13%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                | TRSWAP: JNK US EQUITY                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     888648 | OU      | $-23593.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CNH                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-131005.71   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2368616.56   | 0.13%             | 2033-10-25      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| OIL & GAS HOLDING                                | Oil and Gas Holding Co BSCC/The                                                                 | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     766000 | PA      | $778591.13    | 0.04%             | 2024-11-07      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | BOOKING HOLDINGS INC                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -6 | NC      | $-3390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -92 | NC      | $-120980.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OCEANA AUSTRALIAN TRUST 10.25                    | OCEANA AUSTRALIAN TRUST 10.25                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    4163000 | PA      | $2915867.52   | 0.16%             | 2025-08-31      | Fixed         | 10.25%                | No            | 3                  | On Loan: No      |
| Genius Sports Ltd                                | Genius Sports Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     238281 | NS      | $850663.17    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| APTIV PLC / APTIV CORP                           | Aptiv PLC / Aptiv Corp                                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    3000000 | PA      | $2453878.29   | 0.13%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Company, LLC             | Herschend Entertainment Company, LLC 2021 Term Loan                                             | CUSIP: 42778EAF8<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     390038 | PA      | $385649.76    | 0.02%             | 2028-08-27      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | LULULEMON ATHLETICA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         21 | NC      | $3444.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT MAR23                                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         10 | NC      | $-15307.29    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| APRES STATIC CLO 1, LTD                          | Apres Static CLO Ltd                                                                            | CUSIP: 03835JBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2835496.50   | 0.16%             | 2028-10-15      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                         | Connect Finco SARL / Connect US Finco LLC                                                       | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1050000 | PA      | $973097.50    | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment, LLC                           | ECL Entertainment, LLC Term Loan                                                                | CUSIP: 26826TAB9<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    3606085 | PA      | $3594076.74   | 0.20%             | 2028-05-01      | Floating      | 11.88%                | No            | 2                  | On Loan: No      |
| AGL CLO 3 Ltd.                                   | AGL CLO 3 LTD                                                                                   | CUSIP: 00119MAJ8<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |     550000 | PA      | $491161.39    | 0.03%             | 2033-01-15      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO IX Ltd                                                                            | CUSIP: 07132EAQ8<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $219687.40    | 0.01%             | 2031-07-15      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                 | Snorkel AI, Inc.                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      45203 | NS      | $321845.36    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     109228 | NS      | $26195058.96  | 1.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Hedosophia European Growth                       | Hedosophia European Growth                                                                      | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | Long             | EC               | CORP              | KY        |          2 | NS      | $20.55        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | HUMANA INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -33 | NC      | $-8910.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dr Ing hc F Porsche AG                           | Dr Ing hc F Porsche AG                                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      40630 | NS      | $4100115.56   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Align Technology Inc                             | Align Technology Inc                                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       1829 | NS      | $385736.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Park River Holdings Inc                          | Park River Holdings Inc Term Loan                                                               | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1440694 | PA      | $1255204.26   | 0.07%             | 2027-12-28      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| ALM Loan Funding                                 | ALM 2020 Ltd                                                                                    | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     950000 | PA      | $825581.45    | 0.05%             | 2029-10-15      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| ALME Loan Funding BV                             | Alme Loan Funding V DAC                                                                         | CUSIP: 000000000<br>LEI: 5493007Y7TGLM40XAY97 | Long             | ABS-CBDO         | CORP              | IE        |    2250000 | PA      | $2020320.27   | 0.11%             | 2031-07-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | CVS HEALTH CORP                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -82 | NC      | $-26855.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                               | Vertiv Holdings Co                                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     284378 | NS      | $3884603.48   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                              | American Tower Corp                                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      41671 | NS      | $8828418.06   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Sovos Brands Intermediate, Inc.                  | Sovos Brands Intermediate, Inc. 2021 Term Loan                                                  | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |     336122 | PA      | $326599.79    | 0.02%             | 2028-06-08      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         25 | NC      | $24875.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kering SA                                        | Kering SA                                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      11591 | NS      | $5898978.35   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $2247.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                      | PUERTO RICO CMWLTH                                                                              | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    4668536 | PA      | $1540616.96   | 0.08%             | 2051-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | 10Y RTR 2.820000 07-NOV-2023                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    4692459 | OU      | $81011.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lions Gate Entertainment Corp                    | Lions Gate Entertainment Corp                                                                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      44712 | NS      | $255305.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aimco                                            | AIMCO CLO Series 2017-A                                                                         | CUSIP: 00900CAS3<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $227087.13    | 0.01%             | 2034-04-20      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $14821.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELP 2021-ELP                                     | ELP Commercial Mortgage Trust 2021-ELP                                                          | CUSIP: 26863LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     692000 | PA      | $630492.13    | 0.03%             | 2038-11-15      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| JUMPCLOUD INC SERIES E-1                         | JUMPCLOUD INC SERIES E-1                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1125428 | NS      | $4017777.96   | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                           | CVS HEALTH CORP                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        114 | NC      | $5643.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      45247 | NS      | $4406152.86   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXII                                                                                 | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $233967.13    | 0.01%             | 2031-04-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113979.82    | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ALBEMARLE CORP                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         43 | NC      | $48590.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ABBOTT LABORATORIES                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        174 | NC      | $9396.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DEEP INSTINCT LTD, Series D-2                    | DEEP INSTINCT LTD, Series D-2                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     350490 | NS      | $2407866.30   | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rockwell Automation Inc                          | Rockwell Automation Inc                                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       8413 | NS      | $2166936.41   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED MXN / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |          1 | NC      | $130303.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                               | Ukraine Government International Bond                                                           | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     955000 | PA      | $178047.81    | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.710000 14-JAN-2027                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5077200 | OU      | $-26754.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TITAN HOLDINGS II BV                             | Titan Holdings II BV                                                                            | CUSIP: 000000000<br>LEI: 549300XU72VK2GL31495 | Long             | DBT              | CORP              | NL        |     566000 | PA      | $472582.04    | 0.03%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AGL CLO 7 LTD                                    | AGL CLO 7 Ltd                                                                                   | CUSIP: 008511AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $232114.05    | 0.01%             | 2034-07-15      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| TPB Acquisition Corp I                           | TPB Acquisition Corp I                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      77043 | NS      | $773511.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Think & Learn Private Limited                    | Think & Learn Private Limited                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |       2279 | NS      | $5471153.12   | 0.30%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rocket Lab USA Inc                               | Rocket Lab USA Inc                                                                              | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     122062 | NS      | $460173.74    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-BHAR                                                                                  | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2377056.48   | 0.13%             | 2038-11-15      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| TEXAS CAPITAL BANK NA                            | Texas Capital Bank NA                                                                           | CUSIP: 88225GAA6<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3683113.44   | 0.20%             | 2024-09-30      | Floating      | 8.17%                 | 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      | $825637.53    | 0.05%             | 2034-04-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Adyen NV                                         | Adyen NV                                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       4140 | NS      | $5747350.62   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | MARATHON OIL CORP                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        178 | NC      | $1335.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                 | USD P MXN C @18.75000 EO                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |   -3824231 | OU      | $-9461.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | FREEPORT-MCMORAN INC                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -521 | NC      | $-5210.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2474172.78   | 0.14%             | 2031-03-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                                | General Mills Inc                                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2773203.42   | 0.15%             | 2030-04-15      | Fixed         | 2.88%                 | 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      | $1925484.60   | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO XV Ltd                                                                                 | CUSIP: 87250TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $452589.65    | 0.02%             | 2033-04-20      | Floating      | 10.39%                | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corporation (The)               | Dun & Bradstreet Corporation (The) Term Loan                                                    | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |     246242 | PA      | $243560.80    | 0.01%             | 2026-02-06      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE MAR23                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -380 | NC      | $3436537.67   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe Inc                                        | Adobe Inc                                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       6146 | NS      | $2068313.38   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 1Y RTP 3.220000 03-APR-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -93289189 | NC      | $-1570110.05  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | GBP/USD One-touch barrier option; Barrier price GBP 1.00000                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     415131 | OU      | $15343.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | TESLA INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        163 | NC      | $238795.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2022-AGSS                                                     | CUSIP: 36265XAG6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    1920000 | PA      | $1884986.30   | 0.10%             | 2039-08-15      | Floating      | 8.53%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $9915.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | TESLA INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -163 | NC      | $-68460.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3856.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $666807.00    | 0.04%             | 2031-05-15      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.470000 04-OCT-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10285499 | OU      | $-82870.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                            | TotalEnergies Capital International SA                                                          | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108554.29    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                               | Morocco Government International Bond                                                           | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     547000 | PA      | $473770.38    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Latch Inc                                        | Latch Inc                                                                                       | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      10196 | NS      | $434.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     123010 | NS      | $10914677.30  | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      62043 | NS      | $4206515.40   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                           | AngloGold Ashanti Holdings PLC                                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1172000 | PA      | $1016929.75   | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 14-OCT-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19923900 | OU      | $-119659.07   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $2563468.37   | 0.14%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-5                                                               | CUSIP: 92538CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1062312.44   | 0.06%             | 2065-05-25      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp                                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2318676.89   | 0.13%             | 2031-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1487000 | PA      | $1238897.39   | 0.07%             | 2031-10-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Invesco QQQ Trust Series 1                       | Invesco QQQ Trust Series 1                                                                      | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |       4100 | NS      | $1091748.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    2440000 | PA      | $2328244.77   | 0.13%             | 2066-07-30      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 1.080000 18-MAR-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  103985715 | OU      | $-5416923.42  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1047426.96   | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SINIC HOLDINGS GROUP CO                          | Sinic Holdings Group Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 300300N5XRCGHA7P7B13 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $2000.00      | 0.00%             | 2022-06-18      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| JUMPCLOUD INC                                    | JUMPCLOUD INC                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74023 | NS      | $264262.11    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                                  | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     871000 | PA      | $867626.59    | 0.05%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                    | Sempra Energy                                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      93572 | NS      | $14460616.88  | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD GBP                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $63956.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2014-II-R Ltd                                                                      | CUSIP: 12548RAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $933561.90    | 0.05%             | 2030-04-24      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | 1Y RTP 3.750000 09-FEB-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   92095314 | OU      | $1047578.67   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      49104 | NS      | $4576001.76   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| PROOF ACQUISITION CORP I                         | PROOF ACQUISITION CORP I                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      72784 | NS      | $1455.68      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Goldman Sachs International                      | 5Y RTP 3.900000 14-JUN-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -22352000 | OU      | $-251403.23   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FIBER BIDCO SPA                                  | Fiber Bidco Spa                                                                                 | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |     695000 | PA      | $736869.46    | 0.04%             | 2027-10-25      | Floating      | 7.95%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International                      | TRSWAP: HYG US EQUITY                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |    2960572 | OU      | $-54691.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -213 | NC      | $-123859.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | NORTHROP GRUMMAN CORP                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         10 | NC      | $7300.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FREED CORP                                       | FREED CORP                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5808025 | PA      | $5590224.12   | 0.31%             | 2023-12-02      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT MAR23                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -103 | NC      | $126158.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      87905 | NS      | $7637186.40   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| BRF GMBH                                         | BRF GmbH                                                                                        | CUSIP: 000000000<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $180787.50    | 0.01%             | 2026-09-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                           | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     970000 | PA      | $967756.88    | 0.05%             | 2024-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RONSHINE CHINA                                   | Ronshine China Holdings Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $10000.00     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                      | SWP: EUR 0.020000 26-AUG-2031                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    9317157 | OU      | $2391880.88   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -133 | NC      | $-465.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LG Energy Solution Ltd                           | LG Energy Solution Ltd                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      10809 | NS      | $3725393.87   | 0.20%             |  |  |  | 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      | $655028.68    | 0.04%             | 2034-01-15      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Playstudios Inc                                  | Playstudios Inc                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     226924 | NS      | $880465.12    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos Inc                         | Marsh & McLennan Cos Inc                                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      85904 | NS      | $14215393.92  | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      42418 | NS      | $6014448.22   | 0.33%             |  |  |  | No            | 1                  | 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      | $967840.00    | 0.05%             | 2029-11-01      | Floating      | 11.38%                | No            | 2                  | On Loan: No      |
| Compass Group PLC                                | Compass Group PLC                                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     337716 | NS      | $7798544.77   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                  | Golub Capital Partners CLO 53B Ltd                                                              | CUSIP: 38178CAA7<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $220800.10    | 0.01%             | 2034-07-20      | Floating      | 10.94%                | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-C1                                                     | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1735000 | PA      | $1534216.60   | 0.08%             | 2049-05-10      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                | Vantage Towers AG                                                                               | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | EC               | CORP              | DE        |     213873 | NS      | $7329742.16   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EOG RESOURCES INC                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -100 | NC      | $-52500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                  | CFCRE Commercial Mortgage Trust 2018-TAN                                                        | CUSIP: 12528DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1444343.40   | 0.08%             | 2033-02-15      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Databricks, Inc, Series G                        | Databricks, Inc, Series G                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      40470 | NS      | $2071254.60   | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CITIBANK NA                                      | 2Y RTP 5.090000 24-OCT-2023                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -45267727 | OU      | $-108709.09   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                               | Elmwood CLO I Ltd                                                                               | CUSIP: 29001QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2375000 | PA      | $2219416.84   | 0.12%             | 2033-10-20      | Floating      | 11.95%                | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                                        | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     190000 | PA      | $172723.59    | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1307000 | PA      | $1275386.94   | 0.07%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -757 | NC      | $-10598.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRF SA                                           | BRF SA                                                                                          | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     383000 | PA      | $322509.94    | 0.02%             | 2030-01-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $67337.50     | 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        |         93 | NC      | $1767.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bond                                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1919000 | PA      | $1856632.50   | 0.10%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                                              | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $383880.00    | 0.02%             | 2032-12-01      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd                             | Whitebox CLO III Ltd                                                                            | CUSIP: 96467JAA0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $454096.75    | 0.02%             | 2034-10-15      | Floating      | 10.93%                | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $447344.42    | 0.02%             | 2026-10-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.418000 05-OCT-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4847804 | OU      | $-60297.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS INC                | SUN COUNTRY AIRLINES HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     175935 | NS      | $2790329.10   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                           | Millicom International Cellular SA                                                              | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1065600 | PA      | $988876.80    | 0.05%             | 2028-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Hedosophia European Growth                       | Hedosophia European Growth                                                                      | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | Long             | EC               | CORP              | KY        |     139284 | NS      | $1437542.26   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Cano Health Inc                                  | Cano Health Inc                                                                                 | CUSIP: 13781Y111<br>LEI: N/A                  | N/A              | DE               |  | US        |      33630 | NS      | $7398.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96925.88     | 0.01%             | 2028-11-03      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         97 | NC      | $13386.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AI CANDELARIA SPAIN SLU                          | AI Candelaria Spain SA                                                                          | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     516975 | PA      | $489833.81    | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED BRL / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $-1920.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALPEK SA DE CV                                   | Alpek SAB de CV                                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     734000 | PA      | $609816.38    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                           | Egypt Government International Bond                                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     400000 | PA      | $264000.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Nice Ltd                                         | Nice Ltd                                                                                        | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      40423 | NS      | $7773342.90   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER FLORIDA LLC                             | Frontier Florida LLC                                                                            | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     760000 | PA      | $699830.80    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      45678 | NS      | $5038283.40   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellnex Telecom SA                               | Cellnex Telecom SA                                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |     250364 | NS      | $8304877.58   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| OSD CLO 2021-23 Ltd                              | OSD CLO 2021-23 Ltd                                                                             | CUSIP: 671025AA2<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $222400.93    | 0.01%             | 2031-04-17      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| BANK BAHRAIN & KUWAIT                            | BBK BSC                                                                                         | CUSIP: 000000000<br>LEI: 549300MCPF5HTBF8ZR90 | Long             | DBT              | CORP              | BH        |     453000 | PA      | $442043.06    | 0.02%             | 2024-07-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                            | Takeda Pharmaceutical Co Ltd                                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    3300000 | PA      | $2693622.82   | 0.15%             | 2030-03-31      | Fixed         | 2.05%                 | 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        |   14021119 | PA      | $575966.55    | 0.03%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| MC BRAZIL DWNSTRM                                | MC Brazil Downstream Trading SARL                                                               | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    1037000 | PA      | $850988.13    | 0.05%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-20304.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $1793845.59   | 0.10%             | 2032-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Niagara Park CLO, Ltd.                           | Niagara Park Clo Ltd                                                                            | CUSIP: 65357KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $867512.20    | 0.05%             | 2032-07-17      | Floating      | 10.03%                | No            | 2                  | On Loan: No      |
| iShares MSCI Brazil ETF                          | iShares MSCI Brazil ETF                                                                         | CUSIP: 464286400<br>LEI: F6BK0XM2JFWYXJ2MDK09 | Long             | EC               | RF                | US        |      23271 | NS      | $650889.87    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SASOL Financing USA LLC                          | Sasol Financing USA LLC                                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1082542.75   | 0.06%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF               | SPDR Bloomberg High Yield Bond ETF                                                              | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |      34464 | NS      | $3101760.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Nestle SA                                        | Nestle SA                                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      55559 | NS      | $6417584.12   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| PROJECT MONTELENA                                | PROJECT MONTELENA                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    2900000 | PA      | $3011174.42   | 0.17%             | 2030-06-20      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | NORTHROP GRUMMAN CORP                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -10 | NC      | $-2675.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: JNK US EQUITY                                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |   10628991 | OU      | $-281817.20   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO VIII Ltd                             | Elmwood CLO VIII Ltd                                                                            | CUSIP: 290021AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $446729.90    | 0.02%             | 2034-01-20      | Floating      | 10.24%                | No            | 2                  | On Loan: No      |
| Keyence Corp                                     | Keyence Corp                                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       1600 | NS      | $621191.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                    | PURCHASED CHF / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $3867.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                              | Elmwood CLO II Ltd                                                                              | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $724900.00    | 0.04%             | 2034-04-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| KINS PRIVATE                                     | KINS PRIVATE KINS PRIVATE PLACEMENT                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     184016 | NS      | $7360.64      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     909000 | PA      | $824917.50    | 0.05%             | 2047-03-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO 2016-2 Ltd                                                                     | CUSIP: 09628WBC5<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $935230.70    | 0.05%             | 2032-08-20      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | CONOCOPHILLIPS                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -86 | NC      | $-23392.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | VALERO ENERGY CORP                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -162 | NC      | $-148635.00   | -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      | $9269235.00   | 0.51%             |  |  |  | No            | 3                  | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-20 Ltd                                                                             | CUSIP: 670859AE7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3324562.50   | 0.18%             | 2033-10-09      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| VERGE GENOMICS                                   | VERGE GENOMICS                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     305363 | NS      | $1444366.99   | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Crown City CLO                                   | Crown City CLO III                                                                              | CUSIP: 228234AA8<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $431576.20    | 0.02%             | 2034-07-20      | Floating      | 10.99%                | No            | 2                  | On Loan: No      |
| SONDER HOLDINGS INC                              | SONDER HOLDINGS INC                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     223319 | NS      | $276915.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| iShares Russell 2000 ETF                         | iShares Russell 2000 ETF                                                                        | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |       9800 | NS      | $1708728.00   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | TESLA INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -83 | NC      | $-105410.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XLIX Ltd                                                                   | CUSIP: 55821QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $223537.83    | 0.01%             | 2034-10-19      | Floating      | 10.48%                | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                                          | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $891593.87    | 0.05%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BX Trust                                         | BX Trust 2021-VIEW                                                                              | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     897000 | PA      | $813912.95    | 0.04%             | 2036-06-15      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Activision Blizzard Inc                          | Activision Blizzard Inc                                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      16465 | NS      | $1260395.75   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     646000 | PA      | $591614.88    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FLYR CONVERTIBLE NOTES                           | FLYR CONVERTIBLE NOTES                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2186828 | PA      | $2371615.06   | 0.13%             | 2023-07-20      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 1.560000 07-MAR-2027                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   25627564 | OU      | $-2336571.42  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR23                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -58 | NC      | $439620.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HOMES BY WEST BAY LLC                            | HOMES BY WEST BAY LLC                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5256000 | PA      | $4776652.80   | 0.26%             | 2027-04-30      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -81 | NC      | $-2187.00     | -0.00%            |  |  |  | No            | 1                  | 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      | $305740.60    | 0.02%             | 2029-04-27      | Floating      | 12.11%                | No            | 2                  | On Loan: No      |
| Innovid Corp                                     | Innovid Corp                                                                                    | CUSIP: 457679116<br>LEI: N/A                  | N/A              | DE               |  | US        |       8959 | NS      | $3135.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 4.160000 13-JUL-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   14859300 | OU      | $147430.40    | 0.01%             |  |  |  | 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      | $1978272.54   | 0.11%             | 2064-02-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| SANI/IKOS FINANCIAL HLDG                         | Sani/Ikos Financial Holdings 1 Sarl                                                             | CUSIP: 000000000<br>LEI: 213800TZMBQZ462Y8A24 | Long             | DBT              | CORP              | LU        |     718000 | PA      | $710939.03    | 0.04%             | 2026-12-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                      | FSWP: OIS 4.255000 06-SEP-2024                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   25648720 | OU      | $-111046.38   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | NORTHROP GRUMMAN CORP                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         28 | NC      | $111580.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -206 | NC      | $-206.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | CF INDUSTRIES HOLDINGS INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        111 | NC      | $2220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VERSA NETWORKS INC                               | VERSA NETWORKS INC                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1681498 | NS      | $4489599.66   | 0.25%             |  |  |  | Yes           | 3                  | On Loan: No      |
| One New York Plaza Trust 2020-1NYP               | One New York Plaza Trust 2020-1NYP                                                              | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $551390.30    | 0.03%             | 2036-01-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| LEVIATHAN BOND LTD                               | Leviathan Bond Ltd                                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1110236 | PA      | $1102464.35   | 0.06%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-9450.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      60008 | NS      | $4776636.80   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     878000 | PA      | $753872.75    | 0.04%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ROCKWELL AUTOMATION INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         26 | NC      | $4225.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT CORP                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -79 | NC      | $-4187.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     250000 | PA      | $234667.50    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                              | Dollar General Corp                                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1812785.54   | 0.10%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: HYG US EQUITY                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    3350175 | OU      | $-66280.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                    | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1697000 | PA      | $1650071.54   | 0.09%             | 2024-07-30      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                               | Braskem Idesa SAPI                                                                              | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     668000 | PA      | $475950.00    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | LULULEMON ATHLETICA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         25 | NC      | $637.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ROCKWELL AUTOMATION INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-10030.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SURA ASSET MANAGEMENT                            | SURA Asset Management SA                                                                        | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     967000 | PA      | $959747.50    | 0.05%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     790000 | PA      | $652105.79    | 0.04%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2847322.90   | 0.16%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| American Rock Salt Company LLC                   | American Rock Salt Company LLC 2021 Term Loan                                                   | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     427743 | PA      | $401009.14    | 0.02%             | 2028-06-09      | Floating      | 8.38%                 | No            | 2                  | On Loan: No      |
| Digital Room Holdings, Inc.                      | Digital Room Holdings, Inc. 2021 Term Loan                                                      | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |     976620 | PA      | $836230.88    | 0.05%             | 2028-12-21      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| HERENS MIDCO SARL                                | Herens Midco Sarl                                                                               | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    1006000 | PA      | $743748.24    | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | AIR PRODUCTS AND CHEMICALS INC                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -67 | NC      | $-41875.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOTO GROUP INC                                   | GoTo Group Inc                                                                                  | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $685722.95    | 0.04%             | 2027-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                              | Intesa Sanpaolo SpA                                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    1216785 | NS      | $2695676.07   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL             | BX Commercial Mortgage Trust 2019-XL                                                            | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3231899.58   | 0.18%             | 2036-10-15      | Floating      | 7.10%                 | No            | 2                  | 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        |    4495833 | PA      | $3074860.32   | 0.17%             | 2037-05-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| ASTRA SPACE INC                                  | ASTRA SPACE INC                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     205519 | NS      | $89154.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taboola.com Ltd                                  | Taboola.com Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      64770 | NS      | $199491.60    | 0.01%             |  |  |  | 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        |   13527701 | PA      | $296409.51    | 0.02%             | 2051-06-25      | Variable      | 0.40%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2018-2 Ltd                                                                    | CUSIP: 69688LAA5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $223941.98    | 0.01%             | 2031-07-16      | Floating      | 9.68%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 4.140000 12-AUG-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21139300 | OU      | $216404.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MODERN LAND CHINA CO LTD                         | Modern Land China Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |     680000 | PA      | $39100.00     | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 MAR23                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -503 | NC      | $1334653.75   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| City Brewing Company, LLC                        | City Brewing Company, LLC Closing Date Term Loan                                                | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     702452 | PA      | $300298.34    | 0.02%             | 2028-04-05      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                               | Panama Government International Bond                                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     498000 | PA      | $591312.75    | 0.03%             | 2029-04-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2017-SCH                                             | CUSIP: 054966AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1825389.00   | 0.10%             | 2032-11-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 5Y RTP 4.300000 30-MAY-2023                                                                     | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |  -18836732 | OU      | $-108333.62   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                     | Ares LV CLO Ltd                                                                                 | CUSIP: 04018BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1381510.65   | 0.08%             | 2034-07-15      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| FEL ENERGY VI SARL                               | FEL Energy VI Sarl                                                                              | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |     566381 | PA      | $482592.23    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WHEEL BIDCO LTD                                  | Wheel Bidco Ltd                                                                                 | CUSIP: 000000000<br>LEI: 213800GGDN5YSVU1G348 | Long             | DBT              | CORP              | JE        |     360000 | PA      | $347960.02    | 0.02%             | 2026-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI MAR23                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -73 | NC      | $1184187.88   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                               | Dual Binary Option: Payout at expiration if the USDJP is above 137.06 and AUDUSD is above 0.697 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     628000 | OU      | $23342.76     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Amkor Technology Inc                             | Amkor Technology Inc                                                                            | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     350000 | PA      | $346366.53    | 0.02%             | 2027-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | TESLA INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -163 | NC      | $-52160.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      67551 | NS      | $9140957.51   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | TE CONNECTIVITY LTD                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |        -81 | NC      | $-11745.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       8693 | NS      | $2306687.55   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AFFINITY GAMING                                  | Affinity Gaming                                                                                 | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $847839.02    | 0.05%             | 2027-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| FANUC Corp                                       | FANUC Corp                                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      45363 | NS      | $6788413.75   | 0.37%             |  |  |  | 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      | $809359.85    | 0.04%             | 2032-04-20      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                               | Bahrain Government International Bond                                                           | CUSIP: 05675M2A1<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     321000 | PA      | $291869.25    | 0.02%             | 2031-09-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Epic Games, Inc.                                 | Epic Games, Inc.                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2824 | NS      | $2224549.52   | 0.12%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                                         | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    2138000 | PA      | $2186105.00   | 0.12%             | 2028-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DirecTV Financing, LLC                           | DirecTV Financing, LLC Term Loan                                                                | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1573338 | PA      | $1528434.64   | 0.08%             | 2027-08-02      | Floating      | 9.38%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         49 | NC      | $-46109.33    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      38023 | NS      | $13221737.79  | 0.72%             |  |  |  | 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        |  211839739 | PA      | $1235576.46   | 0.07%             | 2051-06-25      | Variable      | 0.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) MAR23                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        258 | NC      | $-133462.11   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO Ltd                                                                             | CUSIP: 09075JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1412324.10   | 0.08%             | 2031-06-15      | Floating      | 8.12%                 | 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        |     340000 | PA      | $333362.55    | 0.02%             | 2051-07-25      | Floating      | 10.29%                | No            | 2                  | On Loan: No      |
| PITNEY BOWES INC                                 | Pitney Bowes Inc                                                                                | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    1858000 | PA      | $1452974.58   | 0.08%             | 2029-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SITIO ROYALTIES CORP                             | SITIO ROYALTIES CORP                                                                            | CUSIP: 000000000<br>LEI: 549300OILIONON7XK623 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $7801335.00   | 0.43%             | 2026-09-21      | None          | 10.05%                | No            | 3                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $45054.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen Inc                                        | Amgen Inc                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       5487 | NS      | $1441105.68   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUST F/1401                                     | Trust Fibra Uno                                                                                 | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              |  | MX        |     495000 | PA      | $478541.25    | 0.03%             | 2026-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     176223 | NS      | $5836505.76   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1175180.32   | 0.06%             | 2032-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                          | Fantasia Holdings Group Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     520000 | PA      | $40300.00     | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 4.140000 13-AUG-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13773800 | OU      | $141238.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CAD                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-3634.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities X, Limited         | Goldentree Loan Opportunities X Ltd                                                             | CUSIP: 38137PAY6<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $706354.43    | 0.04%             | 2031-07-20      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2387477.89   | 0.13%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 10Y RTP 3.600000 14-DEC-2023                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -6165000 | OU      | $-201769.60   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2021-4 Ltd                                                           | CUSIP: 69702JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $471054.45    | 0.03%             | 2029-10-15      | Floating      | 11.59%                | No            | 2                  | On Loan: No      |
| Hippo Holdings Inc                               | Hippo Holdings Inc                                                                              | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |      11689 | NS      | $374.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA N Y BRH INSTL                        | CITIBANK NA N Y BRH INSTL                                                                       | CUSIP: 17330QAB3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2940000 | PA      | $2929518.78   | 0.16%             | 2023-09-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113166.19    | 0.01%             | 2026-06-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.050000 28-OCT-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11483105 | OU      | $-499821.89   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Cameco Corp                                      | Cameco Corp                                                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     181561 | NS      | $4115987.87   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2020-4 Ltd                                                           | CUSIP: 69701PAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $952653.00    | 0.05%             | 2028-11-25      | Floating      | 8.36%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SALESFORCE INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         61 | NC      | $122.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        154 | NC      | $231.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2020-VKNG                                                          | CUSIP: 12433YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1610000 | PA      | $1479947.42   | 0.08%             | 2037-10-15      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      28645 | NS      | $3528491.10   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| LETRA TESOURO NACIONAL                           | Brazil Letras do Tesouro Nacional                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   54542000 | PA      | $8614916.52   | 0.47%             | 2024-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-11642.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                              | Deutsche Telekom AG                                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     299058 | NS      | $5950228.73   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-NET                                                                                   | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275000 | PA      | $1124468.66   | 0.06%             | 2037-08-15      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| AEROPUERTOS DOMINICANOS                          | Aeropuertos Dominicanos Siglo XXI SA                                                            | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     791000 | PA      | $766281.25    | 0.04%             | 2029-03-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                     | ING Groep NV                                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     985775 | NS      | $12007871.06  | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 10Y RTP 3.400000 06-APR-2023                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -11867058 | NC      | $-335765.47   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO X Ltd                                | Elmwood CLO X Ltd                                                                               | CUSIP: 29002WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $901134.30    | 0.05%             | 2034-10-20      | Floating      | 10.09%                | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     453000 | PA      | $378198.38    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -34 | NC      | $-11900.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     250000 | PA      | $238925.00    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                              | Allegiant Travel Co                                                                             | CUSIP: 01748XAC6<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4987500.00   | 0.27%             | 2024-02-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Volta Inc                                        | Volta Inc                                                                                       | CUSIP: 92873V110<br>LEI: N/A                  | N/A              | DE               |  | US        |      41430 | NS      | $2705.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.820000 22-FEB-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3622800 | OU      | $59514.03     | 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      | $-399.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OVG Business Services, LLC                       | OVG Business Services, LLC Initial Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5220765 | PA      | $4855311.45   | 0.27%             | 2028-10-13      | Floating      | 10.64%                | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | OTIS WORLDWIDE CORP                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        117 | NC      | $2047.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2021-F                                                                 | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5165152 | PA      | $4713258.91   | 0.26%             | 2061-06-25      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                               | Energy Transfer LP                                                                              | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      47336 | NS      | $561878.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 1Y RTP 2.470000 03-APR-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   46644595 | NC      | $1184849.09   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO V Ltd                                | Elmwood CLO V Ltd                                                                               | CUSIP: 29003AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $223314.68    | 0.01%             | 2034-10-20      | Floating      | 10.34%                | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                               | CA Magnum Holdings                                                                              | CUSIP: 000000000<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $181026.00    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | XPO LOGISTICS INC                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -78 | NC      | $-36660.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ARCHER-DANIELS-MIDLAND CO                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -178 | NC      | $-890.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Buttermilk Park CLO Ltd                          | Buttermilk Park CLO Ltd                                                                         | CUSIP: 124166AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $220951.08    | 0.01%             | 2031-10-15      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2374436.34   | 0.13%             | 2031-02-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 2Y RTR 1.400000 15-FEB-2023                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -47688203 | NC      | $-8.58        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OP SERVICIOS MEGA                                | Operadora de Servicios Mega SA de CV Sofom ER                                                   | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    1475000 | PA      | $729479.69    | 0.04%             | 2025-02-11      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| APOLLO FINCO                                     | Apollo Finco 2021 EUR Term Loan B                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |    3566000 | PA      | $2977433.85   | 0.16%             | 2028-10-01      | Floating      | 7.60%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | TJX COS INC/THE                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -136 | NC      | $-25364.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KINGDOM OF BAHRAIN                               | Bahrain Government International Bond                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     457000 | PA      | $401817.25    | 0.02%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 2.380000 08-APR-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2084753 | OU      | $190733.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Auto1 Group SE                                   | Auto1 Group SE                                                                                  | CUSIP: 000000000<br>LEI: 391200S2LPXG5ZD5G304 | Long             | EC               | CORP              | DE        |     169548 | NS      | $1408607.58   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 2.580000 24-MAY-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   14246078 | OU      | $1136389.67   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRSWAP: HYG US EQUITY                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    8465136 | OU      | $-158601.58   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2452543.34   | 0.13%             | 2031-04-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                             | Paraguay Government International Bond                                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     643000 | PA      | $552095.88    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.710000 07-JAN-2027                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   34517400 | OU      | $-185160.61   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | MERCK + CO INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        104 | NC      | $169260.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CNH / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $9580.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                        | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     200000 | PA      | $222838.03    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                      | 2Y RTR 3.090000 24-OCT-2023                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -45267727 | OU      | $-211235.51   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -764 | NC      | $-16044.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 3Y RTP 3.360000 15-FEB-2023                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -28033668 | OU      | $-134869.27   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | CONOCOPHILLIPS                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        342 | NC      | $4788.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     504000 | PA      | $396837.00    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 10Y RTP 3.270000 23-MAR-2023                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -17648438 | NC      | $-593336.43   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SONDER SECURED NOTES                             | SONDER SECURED NOTES                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9038619 | PA      | $8146507.72   | 0.45%             | 2027-01-19      | Floating      | 10.00%                | No            | 3                  | 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      | $1292721.01   | 0.07%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | FREEPORT-MCMORAN INC                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        347 | NC      | $123185.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     115962 | NS      | $12731467.98  | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $218375.94    | 0.01%             | 2026-04-28      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112450.01    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SPROTT PVT RESOURCE STREAM                       | SPROTT PVT RESOURCE STREAM                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    4640000 | NS      | $6069584.00   | 0.33%             |  |  |  | No            | 3                  | On Loan: No      |
| VS Buyer, LLC                                    | VS Buyer, LLC Term Loan B                                                                       | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     252801 | PA      | $244900.99    | 0.01%             | 2027-02-28      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $101251.26    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     689000 | PA      | $609468.73    | 0.03%             | 2052-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SCHLUMBERGER LTD                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        172 | NC      | $48504.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1080000 | PA      | $823500.00    | 0.05%             | 2031-11-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 10Y RTR 2.670000 15-FEB-2023                                                                    | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -9312880 | OU      | $-4044.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD CAD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-134719.34   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1110568.18   | 0.06%             | 2031-12-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                                      | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     237000 | PA      | $215278.95    | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                 | USD C MXN P @21.00000 EO                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |   -3824231 | OU      | $-17251.11    | -0.00%            |  |  |  | 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      | $2994311.90   | 0.16%             | 2034-01-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                       | Ecolab Inc                                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1979793.04   | 0.11%             | 2030-03-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2096465.71   | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | 2Y RTP 5.260000 07-NOV-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -18769837 | OU      | $-37895.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                                       | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     551000 | PA      | $440903.31    | 0.02%             | 2041-10-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.230000 04-FEB-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2284700 | OU      | $249516.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SONDER WARRANTS                                  | SONDER WARRANTS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     126000 | NS      | $1260.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Commerzbank AG                                   | Commerzbank AG                                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     120650 | NS      | $1128030.95   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | DYNATRACE INC                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        112 | NC      | $1680.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Project Ruby Ultimate Parent Corp.               | Project Ruby Ultimate Parent Corp. 2021 Term Loan                                               | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |     233411 | PA      | $220197.96    | 0.01%             | 2028-03-10      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| Exo Imaging, Inc. SERIES C                       | Exo Imaging, Inc. SERIES C                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     253147 | NS      | $746783.65    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Domino's Pizza Inc                               | Domino's Pizza Inc                                                                              | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |       5629 | NS      | $1949885.60   | 0.11%             |  |  |  | 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        |     954860 | PA      | $362055.90    | 0.02%             | 2060-12-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                                       | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     735000 | PA      | $716303.44    | 0.04%             | 2032-04-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Jack Ohio Finance LLC                            | Jack Ohio Finance LLC Term Loan                                                                 | CUSIP: 46647KAG2<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |     570064 | PA      | $557237.94    | 0.03%             | 2028-10-04      | Floating      | 9.13%                 | No            | 3                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $85921.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $108337.19    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $2943312.61   | 0.16%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Republic of Senegal                              | Senegal Government International Bond                                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     580000 | PA      | $476252.50    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2021-A                                                          | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $654564.08    | 0.04%             | 2031-12-22      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P REGIONAL BANKING ETF                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        730 | NC      | $41610.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.730000 14-OCT-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13157300 | OU      | $261534.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS                              | Braskem Netherlands Finance BV                                                                  | CUSIP: N15516AD4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     556000 | PA      | $469820.00    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -154 | NC      | $-154.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -48 | NC      | $-11208.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | EOG RESOURCES INC                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        100 | NC      | $29500.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BFLD Trust                                       | BFLD Trust 2020-EYP                                                                             | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $643113.01    | 0.04%             | 2035-10-15      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| Park Avenue Trust                                | 245 Park Avenue Trust 2017-245P                                                                 | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1437830.60   | 0.08%             | 2037-06-05      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -77 | NC      | $-41156.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | COMCAST CORP                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -346 | NC      | $-3460.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - SCRT                               | Seasoned Credit Risk Transfer Trust Series 2020-3                                               | CUSIP: 35563PUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7647720 | PA      | $3224258.78   | 0.18%             | 2060-05-25      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Cypher Bidco                                     | Cypher Bidco EUR Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1827670 | PA      | $1809696.29   | 0.10%             | 2028-03-01      | Floating      | 6.61%                 | No            | 3                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 5Y RTR 2.800000 30-MAY-2023                                                                     | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |  -18836732 | OU      | $-74528.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LESSEN SERIES B PREFERRED                        | LESSEN SERIES B PREFERRED                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     489075 | NS      | $6250378.50   | 0.34%             |  |  |  | No            | 3                  | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110938.82    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Oportun Funding LLC                              | Oportun Issuance Trust 2021-B                                                                   | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2362000 | PA      | $1820301.05   | 0.10%             | 2031-05-08      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| FIBER BIDCO SPA                                  | Fiber Bidco Spa                                                                                 | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |    1050000 | PA      | $1186481.67   | 0.07%             | 2027-10-25      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        206 | NC      | $412.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                         | Empresas Publicas de Medellin ESP                                                               | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     640000 | PA      | $506920.00    | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Embark Technology Inc                            | Embark Technology Inc                                                                           | CUSIP: 29079J111<br>LEI: 549300NVUJ89UY1TGM94 | N/A              | DE               |  | US        |      34926 | NS      | $695.03       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stratus CLO                                      | Stratus CLO 2021-1 Ltd                                                                          | CUSIP: 863171AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1319723.40   | 0.07%             | 2029-12-29      | Floating      | 9.24%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 26-NOV-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3325800 | OU      | $148014.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     187561 | NS      | $7127318.00   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      16848 | NS      | $6541572.96   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel Finance America LLC                         | Enel Finance America LLC                                                                        | CUSIP: 29279HW68<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |     780000 | PA      | $747034.17    | 0.04%             | 2023-09-06      | None          | 0.00%                 | No            | 2                  | 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        |   18250000 | PA      | $1192500.63   | 0.07%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.220000 27-MAY-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3533500 | OU      | $389095.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 1.130000 07-MAR-2024                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   51255128 | OU      | $-2554668.13  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $102434.34    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                                 | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112505.86    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ORYX FUNDING LTD                                 | Oryx Funding Ltd                                                                                | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     574000 | PA      | $545228.25    | 0.03%             | 2031-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     920000 | PA      | $743072.50    | 0.04%             | 2033-02-02      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                                       | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $1911166.14   | 0.10%             | 2051-08-15      | Variable      | 4.74%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EXXON MOBIL CORP                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        272 | NC      | $8704.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: JNK US EQUITY                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     277235 | OU      | $-7496.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Davis-Standard, LLC                              | Davis-Standard, LLC Term Loan                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1495300 | PA      | $1421163.03   | 0.08%             | 2028-12-10      | Floating      | 10.48%                | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 9 LTD                                                                                   | CUSIP: 001207AJ8<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $790056.39    | 0.04%             | 2034-01-20      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -35 | NC      | $-122.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kose Corp                                        | Kose Corp                                                                                       | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |      10998 | NS      | $1194968.20   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                      | PUERTO RICO CMWLTH                                                                              | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     420078 | PA      | $183874.78    | 0.01%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply, LLC                         | Talen Energy Supply, LLC 2022 DIP Term Loan                                                     | CUSIP: 000000000<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    4613000 | PA      | $4638971.19   | 0.25%             | 2023-11-10      | Variable      | 9.27%                 | No            | 2                  | On Loan: No      |
| Dexcom Inc                                       | Dexcom Inc                                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      17068 | NS      | $1932780.32   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| RKPF OVERSEAS 2020 A LTD                         | RKPF Overseas 2020 A Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900LKOLISWWIE7W36 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $141000.00    | 0.01%             | 2026-01-12      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2399722.16   | 0.13%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| RONSHINE CHINA                                   | Ronshine China Holdings Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $20000.00     | 0.00%             | 2025-01-25      | Fixed         | 7.10%                 | 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      | $1050583.77   | 0.06%             | 2055-11-25      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Altar Bidco, Inc.                                | Altar Bidco, Inc. 2021 Term Loan                                                                | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     564870 | PA      | $538275.92    | 0.03%             | 2029-02-01      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                     | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                           | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $4204633.84   | 0.23%             | 2036-05-15      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                          | Talen Energy Supply LLC                                                                         | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    2904000 | PA      | $3005640.00   | 0.16%             | 2027-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                 | GoTo Group, Inc. Term Loan B                                                                    | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     860734 | PA      | $550224.21    | 0.03%             | 2027-08-31      | Floating      | 9.14%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        260 | NC      | $1170.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INSPIRED ENTERTAINMENT                           | Inspired Entertainment Financing PLC                                                            | CUSIP: 000000000<br>LEI: 894500C0TCVBHY3RSJ33 | Long             | DBT              | CORP              | GB        |     675000 | PA      | $758918.42    | 0.04%             | 2026-06-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Deere & Co                                       | Deere & Co                                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      17424 | NS      | $7470714.24   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 2.600000 26-MAY-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2455642 | OU      | $187385.16    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Danone SA                                        | Danone SA                                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      62658 | NS      | $3302431.15   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic                               | Dominican Republic International Bond                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     342000 | PA      | $327849.75    | 0.02%             | 2028-07-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                          | Charles Schwab Corp/The                                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     106270 | NS      | $8848040.20   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                      | 2Y RTR 3.260000 07-NOV-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -18769837 | OU      | $-112116.18   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MED Trust                                        | Med Trust 2021-MDLN                                                                             | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6315000 | PA      | $5770790.98   | 0.32%             | 2038-11-15      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| MCM 2021 VFN1                                    | MCM 2021 VFN1                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2382389 | PA      | $1581172.52   | 0.09%             | 2028-08-25      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| AMSR Trust                                       | AMSR 2020-SFR5 Trust                                                                            | CUSIP: 03217JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2899000 | PA      | $2579414.53   | 0.14%             | 2037-11-17      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Sarcos Technology and Robotics Corp              | Sarcos Technology and Robotics Corp                                                             | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |      68671 | NS      | $2582.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MAF SUKUK LTD                                    | MAF Sukuk Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |     847000 | PA      | $821748.81    | 0.05%             | 2029-05-14      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                      | JAN23 XLF US P @ 31                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -88800 | NC      | $-6194.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        165 | NC      | $62700.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                           | F5 Inc                                                                                          | CUSIP: 315616102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36059 | NS      | $5174827.09   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| DOUGLAS GMBH                                     | Douglas GmbH                                                                                    | CUSIP: 000000000<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |     702000 | PA      | $627540.52    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VALERO ENERGY CORP                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -111 | NC      | $-1221.00     | -0.00%            |  |  |  | No            | 1                  | 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      | $1363545.82   | 0.07%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| ADLER PELZER HLDG GMBH                           | Adler Pelzer Holding GmbH                                                                       | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |    3303000 | PA      | $2969983.53   | 0.16%             | 2024-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 2019-1 Ltd                                                                        | CUSIP: 05875JAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2509952.67   | 0.14%             | 2032-07-15      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                               | Elmwood CLO I Ltd                                                                               | CUSIP: 290015AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5750000 | PA      | $5688767.68   | 0.31%             | 2033-10-20      | Floating      | 8.64%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: HYG US EQUITY                                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    8656042 | OU      | $-75123.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                              | Klabin Austria GmbH                                                                             | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     619000 | PA      | $498295.00    | 0.03%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      58466 | NS      | $2995797.84   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp                                        | Hoya Corp                                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      35186 | NS      | $3370062.55   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Ultimate Software Group Inc (The)                | Ultimate Software Group Inc (The) 2021 Term Loan                                                | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     406828 | PA      | $386486.82    | 0.02%             | 2026-05-04      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                          | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1076558.32   | 0.06%             | 2025-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2370000 | PA      | $1920900.43   | 0.11%             | 2034-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Lululemon Athletica Inc                          | Lululemon Athletica Inc                                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       1913 | NS      | $612886.94    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Flatiron CLO Ltd                                 | Flatiron CLO 19 Ltd                                                                             | CUSIP: 33883JAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $655768.19    | 0.04%             | 2034-11-16      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SERVICENOW INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         21 | NC      | $420.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2248133.10   | 0.12%             | 2032-02-01      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.830000 19-FEB-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13259300 | OU      | $220430.79    | 0.01%             |  |  |  | No            | 2                  | 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      | $1120332.25   | 0.06%             | 2065-05-25      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.210000 30-NOV-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     757100 | OU      | $84279.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | CF INDUSTRIES HOLDINGS INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -111 | NC      | $-2220.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                    | HONO 2021-LULU Mortgage Trust                                                                   | CUSIP: 40390MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1305000 | PA      | $1176307.56   | 0.06%             | 2036-10-15      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | TRSWAP: HYG US EQUITY                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    5527667 | OU      | $-160192.31   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2306714.48   | 0.13%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1    | Starwood Mortgage Residential Trust 2020-INV                                                    | CUSIP: 85573EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2540000 | PA      | $2112852.01   | 0.12%             | 2055-11-25      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 5Y RTP 4.000000 08-JUN-2023                                                                     | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |  -18832308 | OU      | $-179094.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | 2Y RTP 4.030000 08-MAR-2023                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -93514923 | OU      | $-775982.16   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VALERO ENERGY CORP                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         81 | NC      | $769.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      10652 | NS      | $794745.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: MXN 4.415000 28-FEB-2023                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   88483602 | OU      | $-67176.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KINS Technology Group Inc                        | KINS Technology Group Inc                                                                       | CUSIP: 49714K117<br>LEI: N/A                  | N/A              | DE               |  | US        |     156413 | NS      | $4708.03      | 0.00%             |  |  |  | No            | 1                  | 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        |    5016900 | NS      | $3851323.62   | 0.21%             |  |  |  | Yes           | N/A                | On Loan: No      |
| ADANI GREEN ENERGY LTD                           | Adani Green Energy Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |     549000 | PA      | $495918.56    | 0.03%             | 2024-09-08      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                          | EIG Pearl Holdings Sarl                                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1072000 | PA      | $899006.00    | 0.05%             | 2036-08-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AIVEN SERIES D PREFERRED                         | AIVEN SERIES D PREFERRED                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      37890 | NS      | $3848108.40   | 0.21%             |  |  |  | No            | 3                  | On Loan: No      |
| FLYR SECURED NOTES WTS                           | FLYR SECURED NOTES WTS                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1029525.00   | 0.06%             | 2027-01-20      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                         | Empresa Nacional del Petroleo                                                                   | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     526000 | PA      | $492566.13    | 0.03%             | 2026-08-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 19-NOV-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19648900 | OU      | $-117305.01   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD HKD                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $1499.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LATCH INC                                        | LATCH INC                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     142273 | NS      | $100999.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 9 Ltd                                                                                   | CUSIP: 48661PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4664236.50   | 0.26%             | 2034-01-15      | Floating      | 11.67%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ABBVIE INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         91 | NC      | $1319.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SHIBA BIDCO SPA                                  | Shiba Bidco SpA                                                                                 | CUSIP: 000000000<br>LEI: 815600658C215B62EA21 | Long             | DBT              | CORP              | IT        |    1882000 | PA      | $1723309.05   | 0.09%             | 2028-10-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2020-C                                                                 | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1176817 | PA      | $601095.47    | 0.03%             | 2060-09-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2339522.88   | 0.13%             | 2031-03-15      | Fixed         | 1.38%                 | 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        |    5290989 | PA      | $5096809.25   | 0.28%             | 2051-02-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         81 | NC      | $33007.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kindstar Globalgene Technology Inc               | Kindstar Globalgene Technology Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    2024500 | NS      | $740108.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES IBOXX HIGH YIELD CORPO                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1685 | NC      | $-5055.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Snorkel AI Inc                                   | Snorkel AI Inc                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12621 | NS      | $89861.52     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   78094985 | OU      | $6902706.99   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                            | Melco Resorts Finance Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $195000.00    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                        | Regatta XXIV Funding Ltd                                                                        | CUSIP: 75889TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $448220.40    | 0.02%             | 2035-01-20      | Floating      | 11.04%                | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                         | Crowdstrike Holdings Inc                                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       1498 | NS      | $157724.42    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.230000 25-JAN-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3941400 | OU      | $429631.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bytedance Ltd Series E-1                         | Bytedance Ltd Series E-1                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      40071 | NS      | $6603977.85   | 0.36%             |  |  |  | Yes           | 3                  | On Loan: No      |
| United Mexican States                            | Mexico Government International Bond                                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1050000 | PA      | $1002750.00   | 0.05%             | 2029-04-22      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Trimaran Advisors CAVU 2019-1                    | Trimaran Cavu 2019-1 Ltd                                                                        | CUSIP: 89624CAL6<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1577651.60   | 0.09%             | 2032-07-20      | Floating      | 8.39%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | TRSWAP: JNK US EQUITY                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    1494441 | OU      | $-32183.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXXII                                                                                | CUSIP: 03768RAN6<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $238358.68    | 0.01%             | 2033-01-20      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1189000 | PA      | $898884.00    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| OQ SAOC                                          | OQ SAOC                                                                                         | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |     592000 | PA      | $558256.00    | 0.03%             | 2028-05-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Maverick Gaming LLC                              | Maverick Gaming LLC Term Loan B                                                                 | CUSIP: 57770JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     937530 | PA      | $750024.00    | 0.04%             | 2026-09-03      | Floating      | 12.23%                | No            | 2                  | On Loan: No      |
| RR Ltd                                           | RR 19 Ltd                                                                                       | CUSIP: 74983BAA9<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $227337.83    | 0.01%             | 2035-10-15      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| Oi SA                                            | Oi SA                                                                                           | CUSIP: 000000000<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    1279000 | PA      | $214072.63    | 0.01%             | 2025-07-27      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| AmerisourceBergen Corp                           | AmerisourceBergen Corp                                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       8277 | NS      | $1371581.67   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ACV Auctions Inc                                 | ACV Auctions Inc                                                                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     203406 | NS      | $1669963.26   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Ltd                              | TE Connectivity Ltd                                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      45118 | NS      | $5179546.40   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopetrol SA                                     | Ecopetrol SA                                                                                    | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1019000 | PA      | $968559.50    | 0.05%             | 2025-01-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                     | Ares LVI CLO Ltd                                                                                | CUSIP: 04018PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     625000 | PA      | $557655.13    | 0.03%             | 2034-10-25      | Floating      | 10.86%                | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund                             | Luxembourg Life Fund 2021 1st Lien Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    3190916 | PA      | $3171132.78   | 0.17%             | 2026-05-27      | Floating      | 13.98%                | No            | 3                  | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO XI Ltd                                                                                 | CUSIP: 87249RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $454464.85    | 0.02%             | 2031-10-20      | Floating      | 10.24%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5080.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ENERGY SELECT SECTOR SPDR FUND                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        235 | NC      | $1057.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LIONS GATE CAPITAL HOLD                          | Lions Gate Capital Holdings LLC                                                                 | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     170000 | PA      | $98565.48     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                            | Grupo Bimbo SAB de CV                                                                           | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     585000 | PA      | $579625.31    | 0.03%             | 2023-04-17      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| 510 Loan Acquisition Trust                       | 510 Loan Acquisition Trust 2020-1                                                               | CUSIP: 33831HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4623919 | PA      | $4285248.23   | 0.23%             | 2060-09-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| LPL Financial Holdings Inc                       | LPL Financial Holdings Inc                                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      51105 | NS      | $11047367.85  | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| AES PANAMA GENERATION HL                         | AES Panama Generation Holdings SRL                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     565000 | PA      | $487241.88    | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR1                                                                  | CUSIP: 74331FAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $636227.40    | 0.03%             | 2038-04-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Mr Cooper Group Inc                              | Mr Cooper Group Inc                                                                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      15882 | NS      | $637344.66    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 08-APR-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11489500 | OU      | $-66115.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Devon Energy Corp                                | Devon Energy Corp                                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       6456 | NS      | $397108.56    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     694000 | PA      | $584608.25    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                     | LyondellBasell Industries NV                                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      32850 | NS      | $2727535.50   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Hermes International                             | Hermes International                                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       2618 | NS      | $4052274.81   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: USD 2.000000 17-FEB-2025                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   13414899 | OU      | $604820.89    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.200000 28-NOV-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   10952955 | OU      | $-335884.02   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 2.910000 06-OCT-2027                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   23669424 | OU      | $-926864.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-50748.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                          | Vivo Energy Investments BV                                                                      | CUSIP: 000000000<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     913000 | PA      | $813597.13    | 0.04%             | 2027-09-24      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMF MF PORTFOLIO                                 | AMF MF Portfolio Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2975000 | PA      | $2934990.12   | 0.16%             | 2028-11-01      | Fixed         | 6.67%                 | No            | 3                  | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $109647.92    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2019-PRM                                                    | CUSIP: 29429JAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1986346.00   | 0.11%             | 2036-05-10      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EXXON MOBIL CORP                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         93 | NC      | $279.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | SALESFORCE INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         61 | NC      | $91.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Luxembourg Life Fund                             | Luxembourg Life Fund 2021 Term Loan                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    2061934 | PA      | $2059460.05   | 0.11%             | 2023-04-01      | Floating      | 13.93%                | No            | 3                  | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3113897.76   | 0.17%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-371008.65   | -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        |        -30 | NC      | $-65595.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CARESYNTAX INC CONV                              | CARESYNTAX INC CONV                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     199502 | PA      | $199502.00    | 0.01%             | 2024-12-31      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      38563 | NS      | $3825449.60   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      42500 | PA      | $33216.58     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR23                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        759 | NC      | $65247.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $787.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MEDCO OAK TREE PTE LTD                           | Medco Oak Tree Pte Ltd                                                                          | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |     300000 | PA      | $284625.00    | 0.02%             | 2026-05-14      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.35.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    9120748 | OU      | $-645505.51   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Tricon Residential                               | Tricon Residential 2021-SFR1 Trust                                                              | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     887000 | PA      | $735775.72    | 0.04%             | 2038-07-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                   | Mariner Finance Issuance Trust 2021-B                                                           | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     540000 | PA      | $378131.92    | 0.02%             | 2036-11-20      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bond                                                           | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1312000 | PA      | $1112986.00   | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JINGRUI HOLDINGS LTD                             | Jingrui Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: 549300RXCFKI6KHCMP52 | Long             | DBT              | CORP              | KY        |     370000 | PA      | $34039.73     | 0.00%             | 2022-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                         | BX Trust 2021-LBA                                                                               | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     688000 | PA      | $596390.39    | 0.03%             | 2036-02-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 10Y RTR 2.900000 30-OCT-2023                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   11316932 | OU      | $213108.13    | 0.01%             |  |  |  | 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      | $698062.69    | 0.04%             | 2055-07-25      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -103 | NC      | $-10145.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | EQT CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -221 | NC      | $-39227.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |    1000000 | OU      | $-191078.19   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2019-GC44 Mortgage Trust                                                                   | CUSIP: 12655TAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1669431.96   | 0.09%             | 2057-08-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | EQT CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -443 | NC      | $-77525.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                                             | CUSIP: 03846JX47<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     572000 | PA      | $545545.00    | 0.03%             | 2024-05-29      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                                     | Newmont Corp                                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2165423.33   | 0.12%             | 2032-07-15      | Fixed         | 2.60%                 | No            | 2                  | 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      | $299827.24    | 0.02%             | 2060-01-26      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD GBP                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $3471.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                                            | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     737000 | PA      | $609690.62    | 0.03%             | 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        |     972000 | PA      | $929961.00    | 0.05%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GENNEIA SA                                       | Genneia SA                                                                                      | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |     521991 | PA      | $506102.90    | 0.03%             | 2027-09-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Datadog Inc                                      | Datadog Inc                                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       4378 | NS      | $321783.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MAF SUKUK LTD                                    | MAF Sukuk Ltd                                                                                   | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |     990000 | PA      | $916245.00    | 0.05%             | 2030-02-28      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2021-3 Ltd                                                           | CUSIP: 69702CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $224546.48    | 0.01%             | 2029-07-20      | Floating      | 9.24%                 | No            | 2                  | On Loan: No      |
| HONO Mortgage Trust                              | HONO 2021-LULU Mortgage Trust                                                                   | CUSIP: 40390MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080000 | PA      | $977345.78    | 0.05%             | 2036-10-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                        | Shell PLC                                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     327113 | NS      | $9276057.93   | 0.51%             |  |  |  | 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      | $946154.33    | 0.05%             | 2055-07-25      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| Relativity Space, Inc. SERIES E                  | Relativity Space, Inc. SERIES E                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35677 | NS      | $587600.19    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OFFERPAD SOLUTIONS INC                           | OFFERPAD SOLUTIONS INC                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     202591 | NS      | $93293.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stratus CLO                                      | Stratus CLO 2021-2 Ltd                                                                          | CUSIP: 86315VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $897749.00    | 0.05%             | 2029-12-28      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 2Y RTP 2.700000 15-FEB-2023                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -47688203 | NC      | $-1531405.06  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Sri Lanka                            | Sri Lanka Government International Bond                                                         | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     300000 | PA      | $89025.00     | 0.00%             | 2023-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances Inc           | International Flavors & Fragrances Inc                                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      39157 | NS      | $4105219.88   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $30805.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    2103000 | PA      | $2060360.87   | 0.11%             | 2032-10-31      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | EUR P USD C @0.970000 EO                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    8173139 | OU      | $629.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                                 | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44212.50     | 0.00%             | 2030-09-30      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      72215 | NS      | $6139719.30   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| FREMF Mortgage Trust                             | FREMF 2018-KW05 Trust                                                                           | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     437000 | PA      | $359746.31    | 0.02%             | 2028-04-25      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| OAFIT A NOTE UPSIZE (PT2)                        | OAFIT A NOTE UPSIZE (PT2)                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |     100000 | PA      | $66382.89     | 0.00%             | 2026-03-28      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.754500 15-DEC-2025                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   12146000 | OU      | $-118477.86   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                              | Nigeria Government International Bond                                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1051000 | PA      | $867075.00    | 0.05%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED EUR / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $4920.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                         | Telefonica Emisiones SA                                                                         | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $240880.89    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-6509.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                           | SAP SE                                                                                          | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       7100 | NS      | $732649.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AIG CLO Ltd                                      | AIG CLO 2020-1 LLC                                                                              | CUSIP: 00140WBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $437651.65    | 0.02%             | 2034-04-15      | Floating      | 10.38%                | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO           | Park Avenue Institutional Advisers CLO Ltd 2021-2                                               | CUSIP: 70018QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $884934.30    | 0.05%             | 2034-07-15      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| SINIC HOLDINGS GROUP CO                          | Sinic Holdings Group Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 300300N5XRCGHA7P7B13 | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $11000.00     | 0.00%             | 2022-01-24      | None          | 0.00%                 | 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      | $9132656.27   | 0.50%             | 2059-02-25      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-253387.04   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | CHARTER COMMUNICATIONS INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         33 | NC      | $49665.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                         | BX Trust 2021-ARIA                                                                              | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1295484.38   | 0.07%             | 2036-10-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Cruise, Series G                                 | Cruise, Series G                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      71581 | NS      | $1023608.30   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CF Industries Holdings Inc                       | CF Industries Holdings Inc                                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      88071 | NS      | $7503649.20   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| VOLOCOPTER GMBH                                  | VOLOCOPTER GMBH                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        780 | NS      | $4881396.77   | 0.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CITIBANK NA                                      | 2Y RTR 2.750000 14-NOV-2023                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -35707349 | OU      | $-130167.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Valcour Packaging LLC                            | Valcour Packaging LLC 2021 1st Lien Term Loan                                                   | CUSIP: 91889CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     425860 | PA      | $349205.19    | 0.02%             | 2028-10-04      | Floating      | 7.98%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | UNITED PARCEL SERVICE INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -84 | NC      | $-1092.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LIQUID TELECOM FINANCE                           | Liquid Telecommunications Financing Plc                                                         | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     806000 | PA      | $577196.75    | 0.03%             | 2026-09-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                       | Siemens AG                                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      42531 | NS      | $5862949.48   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                              | LBM Acquisition LLC Term Loan B                                                                 | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    2897962 | PA      | $2505838.42   | 0.14%             | 2027-12-17      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 MAR23                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -37 | NC      | $116934.65    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Breeze Aviation Group, Inc. SERIES B             | Breeze Aviation Group, Inc. SERIES B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5637 | NS      | $1607221.44   | 0.09%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                       | Sixth Street CLO XVI Ltd                                                                        | CUSIP: 83012EAA9<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |    1480000 | PA      | $1374880.93   | 0.08%             | 2032-10-20      | Floating      | 11.56%                | 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      | $235888.77    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2021-F                                                                 | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275534 | PA      | $1273588.56   | 0.07%             | 2061-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                | Vedanta Resources Finance II PLC                                                                | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    1348000 | PA      | $911585.00    | 0.05%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| Genius Sports Ltd                                | Genius Sports Ltd                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GG        |      42127 | NS      | $37914.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 2Y RTP 4.950000 30-OCT-2023                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -45267728 | OU      | $-129330.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | INTUIT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -19 | NC      | $-14630.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                      | 2Y RTP 4.750000 14-NOV-2023                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -35707349 | OU      | $-130364.67   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTUNE STAR BVI LTD                             | Fortune Star BVI Ltd                                                                            | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $126000.00    | 0.01%             | 2027-01-27      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.230000 22-FEB-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     943200 | OU      | $103253.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.760000 13-JUL-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8779200 | OU      | $-46308.09    | -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      | $839175.00    | 0.05%             | 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      | $3735000.00   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| CROWN PROPTECH ACQUISITIONS                      | CROWN PROPTECH ACQUISITIONS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51000 | NS      | $0.51         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HCA Healthcare Inc                               | HCA Healthcare Inc                                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       5700 | NS      | $1367772.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $927021.63    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 1Y RTP 4.500000 07-MAR-2023                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -92494000 | OU      | $-430940.65   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                      | 30Y RTR 2.850000 14-NOV-2023                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    3570735 | OU      | $176816.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown City CLO I                                 | Crown City CLO I                                                                                | CUSIP: 22823TAE5<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |     625000 | PA      | $540010.63    | 0.03%             | 2034-07-20      | Floating      | 11.24%                | No            | 2                  | On Loan: No      |
| Home Partners of America Trust                   | Home Partners of America 2021-2 Trust                                                           | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2430574 | PA      | $1986994.58   | 0.11%             | 2026-12-17      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| XPO Inc                                          | XPO Inc                                                                                         | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      48744 | NS      | $1622687.76   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2015-200P                                            | CUSIP: 05526QAN6<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2437954.50   | 0.13%             | 2033-04-14      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                  | Republic Finance Issuance Trust 2020-A                                                          | CUSIP: 76042EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5110000 | PA      | $4711562.57   | 0.26%             | 2030-11-20      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ALPHABET INC                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        160 | NC      | $240.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp                                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       6650 | NS      | $520761.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | TESLA INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         83 | NC      | $47517.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                         | KLA Corp                                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       3736 | NS      | $1408584.08   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Glencore PLC                                     | Glencore PLC                                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    1275915 | NS      | $8508622.53   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                               | Whitebox Clo I Ltd                                                                              | CUSIP: 96467CAE7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1177693.40   | 0.06%             | 2032-07-24      | Floating      | 10.72%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | OVINTIV INC                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         58 | NC      | $1450.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      26453 | NS      | $14433021.33  | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.700000 09-FEB-2027                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   45774100 | OU      | $-243462.16   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                           | REGIONAL MGMT ISSUANCE                                                                          | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4780000 | PA      | $4079730.00   | 0.22%             | 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        |    5744148 | PA      | $5538972.78   | 0.30%             | 2059-01-01      | Variable      | 1.00%                 | No            | 3                  | On Loan: No      |
| CARESYNTAX INC C 2                               | CARESYNTAX INC C 2                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7084 | NS      | $458547.32    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| ATENTO LUXCO 1 SA                                | Atento Luxco 1 SA                                                                               | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |     202000 | PA      | $107981.63    | 0.01%             | 2026-02-10      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | LULULEMON ATHLETICA INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -25 | NC      | $-19875.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       4582 | NS      | $1718799.84   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS BANK PLC                                | TRSWAP: HYG US EQUITY                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     958626 | OU      | $-10787.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -83 | NC      | $-5727.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Regatta XVII Funding Ltd                         | Regatta XVII Funding Ltd                                                                        | CUSIP: 75888BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $735802.28    | 0.04%             | 2033-10-15      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     477000 | PA      | $457562.25    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bally's Corporation                              | Bally's Corporation 2021 Term Loan B                                                            | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    2479509 | PA      | $2287966.72   | 0.13%             | 2028-10-02      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| Mirion Technologies                              | Mirion Technologies                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     477390 | NS      | $3155547.90   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Humana Inc                                       | Humana Inc                                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      24297 | NS      | $12444680.43  | 0.68%             |  |  |  | No            | 1                  | 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        |    3027552 | PA      | $3477151.33   | 0.19%             | 2027-07-06      | Variable      | 8.69%                 | No            | 3                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                            | BG Energy Capital PLC                                                                           | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $242951.10    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1724000 | PA      | $1392992.00   | 0.08%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                             | BCP V Modular Services Finance II PLC                                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    2355000 | PA      | $2378021.47   | 0.13%             | 2028-11-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SRS Distribution Inc.                            | SRS Distribution Inc. 2021 Term Loan B                                                          | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    1853943 | PA      | $1768865.50   | 0.10%             | 2028-06-02      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Exscientia Plc                                   | Exscientia Plc                                                                                  | CUSIP: 30223G102<br>LEI: 213800XOQHH5CV85AD30 | Long             | EC               | CORP              | GB        |     100350 | NS      | $534865.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Axtel SAB de CV                                  | Axtel SAB de CV                                                                                 | CUSIP: 05462GAJ3<br>LEI: 549300BVRDR8XTSXAD13 | Long             | DBT              | CORP              | MX        |     620000 | PA      | $505610.00    | 0.03%             | 2024-11-14      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 10Y RTR 2.400000 14-DEC-2023                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -6165000 | OU      | $-66067.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ENERGY SELECT SECTOR SPDR FUND                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        103 | NC      | $3502.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 5Y RTR 2.500000 08-JUN-2023                                                                     | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -9416154 | OU      | $-24190.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112253.01    | 0.01%             | 2024-12-16      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Nexa Resources SA                                | Nexa Resources SA                                                                               | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     292000 | PA      | $273713.50    | 0.02%             | 2027-05-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ISHARES CHINA LARGE-CAP ETF                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -1450 | NC      | $-21750.00    | -0.00%            |  |  |  | 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        |     340000 | PA      | $334127.49    | 0.02%             | 2051-07-25      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                     | TRS: Blackrock Capital Allocation Trust - CFD CITI                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               |  | US        |     570746 | OU      | $4922546.86   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF               | KraneShares CSI China Internet ETF                                                              | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |      56138 | NS      | $1695367.60   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-137173.36   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-FACT                                                                                  | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $866700.00    | 0.05%             | 2037-10-15      | Floating      | 9.18%                 | No            | 3                  | On Loan: No      |
| SHELF DRILL HOLD LTD                             | Shelf Drilling Holdings Ltd                                                                     | CUSIP: 822538AG9<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |      96000 | PA      | $93840.00     | 0.01%             | 2024-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Fortive Corp                                     | Fortive Corp                                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     144286 | NS      | $9270375.50   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     799000 | PA      | $514755.75    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain                              | Cie de Saint-Gobain                                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      68425 | NS      | $3347405.56   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-III Ltd                                                                       | CUSIP: 12554VAU0<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $933527.50    | 0.05%             | 2034-10-16      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     440000 | PA      | $390445.00    | 0.02%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.220000 28-MAY-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     578900 | OU      | $63744.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZERO MASS WATER INC                              | ZERO MASS WATER INC                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6628 | NS      | $243115.04    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ARES CLO Ltd                                     | ARES Loan Funding I Ltd                                                                         | CUSIP: 04018YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1126426.50   | 0.06%             | 2034-10-15      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| Ovintiv Inc                                      | Ovintiv Inc                                                                                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2918 | NS      | $147971.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      43993 | NS      | $5716010.49   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| China Aoyuan Group Ltd                           | China Aoyuan Group Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     359000 | PA      | $28720.00     | 0.00%             | 2022-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BK PHOENIX AZ                   | WESTERN ALLIANCE BK PHOENIX AZ                                                                  | CUSIP: 95763PEH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12230000 | PA      | $12221923.80  | 0.67%             | 2024-12-30      | Variable      | 9.14%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO II-2 LTD                                                                               | CUSIP: 87249TAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $240933.50    | 0.01%             | 2028-04-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| BP PLC                                           | BP PLC                                                                                          | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       7486 | NS      | $261485.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     850000 | PA      | $620393.75    | 0.03%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -165 | NC      | $-25822.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 522 Funding CLO LTD                              | 522 Funding CLO 2019-4 Ltd                                                                      | CUSIP: 33834WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1950000 | PA      | $1769194.83   | 0.10%             | 2030-04-20      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                      | PUERTO RICO CMWLTH                                                                              | CUSIP: 74514L4F1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    1976882 | PA      | $639467.80    | 0.04%             | 2051-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | MARATHON OIL CORP                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -400 | NC      | $-15800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED EUR / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-191225.91   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                              | Elmwood CLO II Ltd                                                                              | CUSIP: 29001RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2759343.90   | 0.15%             | 2034-04-20      | Floating      | 11.04%                | No            | 2                  | On Loan: No      |
| INFORMA PLC                                      | Informa PLC                                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $109136.28    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     972000 | PA      | $909609.75    | 0.05%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | SWAPTION MAR23 0.8 CALL                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  124707682 | NC      | $16.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-35790.30    | -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      | $173412.50    | 0.01%             | 2024-01-21      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ROCKWELL AUTOMATION INC                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         17 | NC      | $11985.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | OVINTIV INC                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -58 | NC      | $-4060.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FRIGORIFICO CONCEPCION                           | Frigorifico Concepcion SA                                                                       | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |     316000 | PA      | $252661.75    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| DEEP INSTINCT LTD                                | DEEP INSTINCT LTD                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     310467 | NS      | $2132908.29   | 0.12%             |  |  |  | Yes           | 3                  | On Loan: No      |
| INDIA GREEN ENERGY HLDNG                         | India Green Energy Holdings                                                                     | CUSIP: 45410FAA3<br>LEI: 2549005BFUXXT5HWAG36 | Long             | DBT              | CORP              | MU        |     281000 | PA      | $270462.50    | 0.01%             | 2024-04-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| 10X FUTURE TECHNOLOGIES HOLDINGS LIMITED         | 10X FUTURE TECHNOLOGIES HOLDINGS LIMITED                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |     114500 | NS      | $1512982.92   | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PROOF ACQUISITION CORP                           | PROOF ACQUISITION CORP                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      29114 | NS      | $32898.82     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | 2Y RTP 4.800000 30-MAY-2023                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -46496892 | OU      | $-121728.40   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ADOBE INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         18 | NC      | $54.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CINEMARK HOLDINGS INC                            | Cinemark Holdings Inc                                                                           | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3853742.47   | 0.21%             | 2025-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.500000 30-NOV-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2297800 | OU      | $102284.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LIGHTNING EMOTORS WARRANTS                       | LIGHTNING EMOTORS WARRANTS                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      82174 | NS      | $6092.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $229381.36    | 0.01%             | 2024-10-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                             | Howmet Aerospace Inc                                                                            | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118009.55    | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      69341 | NS      | $5165211.09   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| GOL FINANCE SA                                   | Gol Finance SA                                                                                  | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |     423000 | PA      | $249781.50    | 0.01%             | 2026-06-30      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.230000 05-FEB-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2365500 | OU      | $258334.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8236173 | PA      | $7543648.72   | 0.41%             | 2032-07-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                   | Sabre GLBL Inc                                                                                  | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     350000 | PA      | $336364.00    | 0.02%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1258000 | PA      | $925215.86    | 0.05%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                           | Pertamina Persero PT                                                                            | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    1150000 | PA      | $1049501.50   | 0.06%             | 2029-07-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares                                         | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   49048882 | NS      | $49048881.57  | 2.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | SHELL PLC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |       -450 | NC      | $-18000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BRASKEM NETHERLANDS                              | Braskem Netherlands Finance BV                                                                  | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     645000 | PA      | $622545.94    | 0.03%             | 2081-01-23      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN                         | Parsley Energy LLC / Parsley Finance Corp                                                       | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1170894.62   | 0.06%             | 2028-02-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -88 | NC      | $-22748.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alcoa Corp                                       | Alcoa Corp                                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       3973 | NS      | $180652.31    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Products Partners LP                  | Enterprise Products Partners LP                                                                 | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     328803 | NS      | $7930728.36   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | OTIS WORLDWIDE CORP                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -117 | NC      | $-1170.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon CLO 2020-3 Ltd                                                                           | CUSIP: 13876TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $228512.88    | 0.01%             | 2034-01-15      | Floating      | 11.33%                | No            | 2                  | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                          | Garfunkelux Holdco 3 SA                                                                         | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    2328000 | PA      | $2186737.84   | 0.12%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Opendoor GP II LLC                               | Opendoor GP II LLC Mezzanine Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4442174 | PA      | $4148990.52   | 0.23%             | 2026-01-23      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2132.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     132000 | PA      | $113846.86    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CSMC 2022 LION                                   | CSMC 2022 LION                                                                                  | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3324345.72   | 0.18%             | 2027-02-15      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                      | 10Y RTP 4.550000 24-OCT-2023                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   11316932 | OU      | $123545.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Signal Parent, Inc                               | Signal Parent, Inc Term Loan B                                                                  | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2850356 | PA      | $1698327.48   | 0.09%             | 2028-04-03      | Floating      | 7.89%                 | No            | 2                  | 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        |    8000000 | PA      | $7613659.20   | 0.42%             | 2060-04-26      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | KLA CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -34 | NC      | $-7310.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                           | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27300000 | PA      | $26268530.38  | 1.44%             | 2053-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                   | TRSWAP: HYG US EQUITY                                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |     837386 | OU      | $-12289.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.35.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1440000 | OU      | $-262141.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | NORTHROP GRUMMAN CORP                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -28 | NC      | $-32760.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | HUMANA INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         29 | NC      | $4422.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Octagon Investment Partners 54 Ltd               | Octagon 54 Ltd                                                                                  | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $231309.23    | 0.01%             | 2034-07-15      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | KLA CORP                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         34 | NC      | $21080.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                                   | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     741000 | PA      | $637920.46    | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Informatica Inc                                  | Informatica Inc                                                                                 | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53593 | NS      | $873029.97    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BCP V MODULAR SERVICES                           | BCP V Modular Services Finance PLC                                                              | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |    3137000 | PA      | $2468130.04   | 0.14%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-5299.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1080000 | PA      | $970650.00    | 0.05%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | DEXCOM INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        127 | NC      | $185420.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO XI Ltd                                                                                 | CUSIP: 87249QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $237750.43    | 0.01%             | 2031-10-20      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SCHLUMBERGER LTD                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |       -172 | NC      | $-7912.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Colombia                             | Colombia Government International Bond                                                          | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     497000 | PA      | $466496.63    | 0.03%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                          | Aeropuerto Internacional de Tocumen SA                                                          | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     677000 | PA      | $553997.56    | 0.03%             | 2061-08-11      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-FACT                                                                                  | CUSIP: 126395AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1553516.10   | 0.09%             | 2037-10-15      | Floating      | 10.48%                | No            | 2                  | On Loan: No      |
| AVIANCA MIDCO 2 PLC                              | Avianca Midco 2 PLC                                                                             | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     762936 | PA      | $556943.28    | 0.03%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Regatta XX Funding Ltd                           | Regatta XX Funding Ltd                                                                          | CUSIP: 75884YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1411331.85   | 0.08%             | 2034-10-15      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| GEOPARK LTD                                      | Geopark Ltd                                                                                     | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     448000 | PA      | $385924.00    | 0.02%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIA Group Ltd                                    | AIA Group Ltd                                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     498570 | NS      | $5505898.71   | 0.30%             |  |  |  | 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      | $218700.68    | 0.01%             | 2034-07-15      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| Charter Communications Inc                       | Charter Communications Inc                                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       9297 | NS      | $3152612.70   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND MAR23                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -21 | NC      | $616369.37    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Post CLO LTD                                     | Post CLO 2021-1 LTD                                                                             | CUSIP: 73742GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $659798.70    | 0.04%             | 2034-10-15      | Floating      | 10.53%                | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings Inc.                          | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                                            | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     860781 | PA      | $834647.50    | 0.05%             | 2027-03-16      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 2.920000 04-NOV-2032                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   11670567 | OU      | $-635418.19   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     130888 | NS      | $5549698.82   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| FLYR WARRANTS                                    | FLYR WARRANTS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       5990 | NS      | $88232.70     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SALT PAY CO LTD                                  | SALT PAY CO LTD                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1235 | NS      | $1162666.05   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Social Professional Loan Program LLC             | SoFi Professional Loan Program 2017-A LLC                                                       | CUSIP: 83404F104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105000 | PA      | $1024116.18   | 0.06%             | 2040-03-26      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Kronos Acquisition Holdings Inc.                 | Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan                                        | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     516780 | PA      | $497400.75    | 0.03%             | 2026-12-22      | Floating      | 10.51%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VISA INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -103 | NC      | $-35792.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-980M                                                                                  | CUSIP: 12659RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $1743598.85   | 0.10%             | 2031-07-15      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2021-3 Ltd                                                           | CUSIP: 69702BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $228030.10    | 0.01%             | 2029-07-20      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                           | Oman Government International Bond                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1588000 | PA      | $1478130.25   | 0.08%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Toast Inc                                        | Toast Inc                                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      15113 | NS      | $272487.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED BRL / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $84704.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-D                                                | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1340000 | PA      | $1134647.55   | 0.06%             | 2060-04-15      | Fixed         | 4.00%                 | 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        |    3396785 | PA      | $2414539.06   | 0.13%             | 2045-07-25      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| STILLWATER MINING CO                             | Stillwater Mining Co                                                                            | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $941342.06    | 0.05%             | 2026-11-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 2Y RTR 2.950000 30-OCT-2023                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -45267728 | OU      | $-188388.44   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     973000 | PA      | $925140.56    | 0.05%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXXVII                                                                               | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $224168.00    | 0.01%             | 2034-10-22      | Floating      | 10.62%                | No            | 2                  | On Loan: No      |
| Republic of Colombia                             | Colombia Government International Bond                                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1733000 | PA      | $1529697.44   | 0.08%             | 2027-04-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    3880000 | PA      | $3719950.00   | 0.20%             | 2025-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                             | Booking Holdings Inc                                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        340 | NS      | $685195.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                 | USD P MXN C @19.50000 EO                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    3824231 | OU      | $50273.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2021-F                                                                 | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705488 | PA      | $598768.52    | 0.03%             | 2061-06-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.510000 04-FEB-2031                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4489300 | OU      | $180321.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                      | Crown PropTech Acquisitions                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     133056 | NS      | $1350518.40   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                         | Puma International Financing SA                                                                 | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     719000 | PA      | $618474.81    | 0.03%             | 2026-01-24      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SERVICENOW INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -21 | NC      | $-130305.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                        | Aptiv PLC                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      37435 | NS      | $3486321.55   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| PsiQuantum Corp                                  | PsiQuantum Corp                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36048 | NS      | $915979.68    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                                        | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    1335000 | PA      | $1311893.67   | 0.07%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VERSA NETWORKS INC                               | VERSA NETWORKS INC                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     207248 | NS      | $534699.84    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      96033 | NS      | $10654861.35  | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| VOLTA SERIES C                                   | VOLTA SERIES C                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       2732 | NS      | $350117.31    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | MARATHON OIL CORP                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        311 | NC      | $1399.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chesapeake Energy Corp                           | Chesapeake Energy Corp                                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      13724 | NS      | $1295133.88   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | ALIGN TECHNOLOGY INC                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         26 | NC      | $4485.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2019-2 Ltd                                                                             | CUSIP: 92917XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $223777.28    | 0.01%             | 2032-07-20      | Floating      | 10.84%                | No            | 2                  | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-5014.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vaco Holdings, LLC                               | Vaco Holdings, LLC 2022 Term Loan                                                               | CUSIP: 000000000<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    1154340 | PA      | $1109124.50   | 0.06%             | 2029-01-21      | Variable      | 9.73%                 | 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        |    1214713 | PA      | $967139.17    | 0.05%             | 2047-07-25      | Floating      | 2.86%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2305078.55   | 0.13%             | 2032-04-28      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| Trestles CLO LTD                                 | TRESTLES CLO 2017-1 Ltd                                                                         | CUSIP: 89531FAU1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $464638.50    | 0.03%             | 2032-04-25      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| NBK TIER 1 FNC LTD                               | NBK Tier 1 Ltd                                                                                  | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     961000 | PA      | $836550.50    | 0.05%             | 2026-08-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | 10Y RTP 4.400000 30-OCT-2023                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   11316932 | OU      | $148179.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      15621 | NS      | $5714786.64   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Ltd                                        | Bunge Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      53526 | NS      | $5340289.02   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| FORNO D ASOLO SPA                                | Forno d'Asolo SpA                                                                               | CUSIP: 000000000<br>LEI: 81560063C1143F7B5254 | Long             | DBT              | CORP              | IT        |    3040000 | PA      | $2863666.48   | 0.16%             | 2027-04-30      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR23                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -62 | NC      | $1252960.65   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO IX Ltd                                                                                 | CUSIP: 87249AAG0<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $474596.20    | 0.03%             | 2031-01-20      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| SABENA TECHNICS SAS                              | SABENA TECHNICS SAS                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    2397000 | PA      | $2565867.43   | 0.14%             | 2029-09-30      | Variable      | 1.00%                 | Yes           | 3                  | On Loan: No      |
| Halliburton Co                                   | Halliburton Co                                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      45704 | NS      | $1798452.40   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCG Trust                                       | MSCG Trust 2018-SELF                                                                            | CUSIP: 55358PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2741615 | PA      | $2553341.87   | 0.14%             | 2037-10-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-4                                                                 | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2214079 | PA      | $521904.29    | 0.03%             | 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        |     207648 | NS      | $17442432.00  | 0.96%             |  |  |  | No            | 1                  | On Loan: No      |
| CLARIFY HEALTH                                   | CLARIFY HEALTH                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     345315 | NS      | $2693457.00   | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                                           | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4566000 | PA      | $3955525.80   | 0.22%             | 2029-06-01      | Fixed         | 4.25%                 | 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      | $1972197.98   | 0.11%             | 2042-02-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Eaton Vance CDO Ltd                              | Eaton Vance CLO 2019-1 Ltd                                                                      | CUSIP: 27830VAG5<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $445046.20    | 0.02%             | 2031-04-15      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ENERGY SELECT SECTOR SPDR FUND                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -103 | NC      | $-5150.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.730000 10-NOV-2026                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   21066900 | OU      | $442721.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                          | Sasol Financing USA LLC                                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     404000 | PA      | $356984.50    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113490.19    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.38.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    4652239 | OU      | $-58008.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| YANGO JUSTICE INTL                               | Yango Justice International Ltd                                                                 | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |    2000000 | PA      | $30000.00     | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEEP INSTINCT LTD                                | DEEP INSTINCT LTD                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IL        |      21889 | NS      | $127393.98    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD EUR                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-88668.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank N.A.                                    | PURCHASED MXN / SOLD USD                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $35297.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.220000 22-JUN-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2395700 | OU      | $-12131.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                           | Full House Resorts Inc                                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     230000 | PA      | $203621.30    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | WALT DISNEY CO/THE                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -88 | NC      | $-7348.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD / SOLD HKD                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $36682.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                               | Whitebox Clo I Ltd                                                                              | CUSIP: 96467FAQ3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $232377.00    | 0.01%             | 2032-07-24      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| SARCOS TECHNOLOGY AND ROBOTICS                   | SARCOS TECHNOLOGY AND ROBOTICS                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     964459 | NS      | $541350.84    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | INTUITIVE SURGICAL INC                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -15 | NC      | $-2062.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-20 Ltd                                                                             | CUSIP: 670864AA5<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2101042.13   | 0.12%             | 2033-10-09      | Floating      | 11.57%                | No            | 2                  | On Loan: No      |
| Fanatics Holdings Inc                            | Fanatics Holdings Inc                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     126282 | NS      | $9618899.94   | 0.53%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Metinvest BV                                     | Metinvest BV                                                                                    | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     669000 | PA      | $346542.00    | 0.02%             | 2026-04-23      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | HUMANA INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -17 | NC      | $-170.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Noodle Partners Inc., SERIES C                   | Noodle Partners Inc., SERIES C                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     196272 | NS      | $1203147.36   | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Mythic AI Inc. series C                          | Mythic AI Inc. series C                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      81588 | NS      | $17949.36     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CITIBANK NA                                      | 10Y RTR 3.050000 24-OCT-2023                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   11316932 | OU      | $256593.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ELI LILLY + CO                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         35 | NC      | $166600.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C11                                                          | CUSIP: 90276XBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     671000 | PA      | $560453.35    | 0.03%             | 2051-06-15      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| SYMBOTIC CORP CLASS A LEGENDED                   | SYMBOTIC CORP CLASS A LEGENDED                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22948 | NS      | $273999.12    | 0.02%             |  |  |  | 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        |    5045920 | PA      | $5131332.38   | 0.28%             | 2027-07-06      | Floating      | 9.44%                 | 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      | $118700.28    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Regatta XVII Funding Ltd                         | Regatta XVII Funding Ltd                                                                        | CUSIP: 75888DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $228272.90    | 0.01%             | 2033-10-15      | Floating      | 11.69%                | No            | 2                  | On Loan: No      |
| Park Hotels & Resorts Inc                        | Park Hotels & Resorts Inc                                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      35866 | NS      | $422860.14    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.210000 21-JAN-2052                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7765200 | OU      | $872306.04    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA FU JUN23                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        136 | NC      | $164585.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Freedom Mortgage Corp                            | Freedom Mortgage Corp                                                                           | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    1409000 | PA      | $1296280.00   | 0.07%             | 2024-11-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | VALERO ENERGY CORP                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -56 | NC      | $-6188.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Triton Water Holdings, Inc                       | Triton Water Holdings, Inc Term Loan                                                            | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    1176046 | PA      | $1089606.89   | 0.06%             | 2028-03-31      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| Element Solutions Inc                            | Element Solutions Inc                                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      49065 | NS      | $892492.35    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-1                                                                 | CUSIP: 46592EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52203176 | PA      | $1430032.91   | 0.08%             | 2051-06-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | SCHLUMBERGER LTD                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        172 | NC      | $13846.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W1 OP JAN23P 112                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -705 | NC      | $-242343.75   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Issuance Trust               | Regional Management Issuance Trust 2020-1                                                       | CUSIP: 75907QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2050000 | PA      | $1803378.65   | 0.10%             | 2030-10-15      | Fixed         | 6.77%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                           | Mercedes-Benz Group AG                                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     124027 | NS      | $8110729.22   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| CML LA QUINTA RESORT                             | CML La Quinta Resort Term Loan                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6834888 | PA      | $6598310.22   | 0.36%             | 2026-12-09      | Floating      | 7.97%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        267 | NC      | $5740.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                           | CF INDUSTRIES HOLDINGS INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -111 | NC      | $-93795.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| The Federal Republic of Nigeria                  | Nigeria Government International Bond                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     561000 | PA      | $420750.00    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| OAFIT A NOTE UPSIZE                              | OAFIT A NOTE UPSIZE                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     810000 | PA      | $541837.56    | 0.03%             | 2024-01-21      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                           | APPLE INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-91.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-29579.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | MERCK + CO INC                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -164 | NC      | $-186550.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Panama                               | Panama Government International Bond                                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1910000 | PA      | $1802323.75   | 0.10%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                           | ASTRAZENECA PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        127 | NC      | $72390.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $2403077.40   | 0.13%             | 2031-11-19      | Fixed         | 1.76%                 | 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      | $967125.73    | 0.05%             | 2026-05-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      70441 | NS      | $8312038.00   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     155000 | PA      | $95673.75     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XXIII Ltd                                                                          | CUSIP: 87167PAE0<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $456267.40    | 0.03%             | 2034-01-15      | Floating      | 10.23%                | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                      | SWP: OIS 3.210000 15-OCT-2051                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1158300 | OU      | $128398.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $109681.03    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse ABS Repackaging Trust              | Credit Suisse ABS Repackaging Trust 2013-A                                                      | CUSIP: 22546U108<br>LEI: 549300MV4IKF86LLTT11 | Long             | ABS-O            | CORP              | US        |       4744 | PA      | $3700320.00   | 0.20%             | 2043-04-25      | None          | 0.00%                 | No            | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-10

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

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer