# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-070939
**Filing Date:** 2026-2
**Character Count:** 537117
**Document Hash:** f538a03713fa0c2bd9efef7a8223e113
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-070939.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-070939

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677506

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL Multi-Manager Alternative Fund (Series ID: S000048717)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000153487 | JNL Multi-Manager Alternative Fund (A) |  |
| C000192217 | JNL Multi-Manager Alternative Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL Multi-Manager Alternative Fund

- **b. EDGAR series identifier (if any):** S000048717

- **c. LEI of Series:** 549300WLIS7O5K800R06

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $1267788830.02

**Total Liabilities:** $305242906.12

**Net Assets:** $962545923.90

**Cash Not Reported:** $14633287.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -688.956116352362 | **1-Year:** -946.252505768241 | **5-Year:** -697.580901282663 | **10-Year:** -6679.843877883609 | **30-Year:** -14755.898126687501

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

- **3-Month:** -595.314388902918 | **1-Year:** -11291.372192642332 | **5-Year:** -20521.789000273835 | **10-Year:** -9901.194592667120 | **30-Year:** -21417.194590637060

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153487 | 0.14%                | -0.50%               | 1.14%                |
| Class ID C000192217 | 0.07%                | -0.42%               | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3108224.29             | $5499649.84                                |
| Month 2  | $5167229.30              | $-9448678.36                               |
| Month 3  | $-1658870.74             | $15373472.84                               |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                   | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Jackson National Asset Management, LLC                                                 | JNL Government Money Market Fund - Class SL                                            | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1153662 | NS      | $1153661.60   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    318417 | PA      | $383.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                                      | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    201921 | PA      | $-589.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |   2130135 | PA      | $-15568.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | HONG KONG DOLLAR                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | HK        |    218820 | PA      | $-41.31       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    102743 | PA      | $86.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                                      | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    322508 | PA      | $-714.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    110824 | PA      | $116.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    229682 | PA      | $214.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    271904 | PA      | $918.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                                      | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    105225 | PA      | $-888.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     28206 | PA      | $26.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     28206 | PA      | $26.15        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -94 | NC      | $-940.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                    | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         4 | NC      | $1220.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                    | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -4 | NC      | $-404.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        11 | NC      | $7260.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -11 | NC      | $-2282.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         8 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         9 | NC      | $405.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $585.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        91 | NC      | $4004.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $1692.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $936.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-3636.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        37 | NC      | $3052.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -37 | NC      | $-1887.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $2475.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         4 | NC      | $1320.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -4 | NC      | $-310.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -13 | NC      | $-117.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -4 | NC      | $-50.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -66 | NC      | $-11.22       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         4 | NC      | $740.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        25 | NC      | $-4935.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        16 | NC      | $4520.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $1494.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -16 | NC      | $-8720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-1457.64     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $2070.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        37 | NC      | $1387.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        73 | NC      | $5292.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        18 | NC      | $18.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        37 | NC      | $12210.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -37 | NC      | $-10859.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -20 | NC      | $-3060.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        20 | NC      | $109.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERNATIONAL SECURITIES EXCHANGE                                                      | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         9 | NC      | $585.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        18 | NC      | $115.02       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         7 | NC      | $1295.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -48131 | PA      | $-0.04        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | RU        |    560770 | PA      | $-283692.98   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | RU        |     41476 | PA      | $-0.96        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| MORGAN STANLEY                                                                         | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | GB        |   -137620 | PA      | $-0.14        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| MORGAN STANLEY                                                                         | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | US        |     13705 | PA      | $-205986.14   | -0.02%            |  |  |  | No            | 3                  | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                    | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $10476.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                    | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-19800.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $3240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-4590.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         4 | NC      | $1200.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -4 | NC      | $-162.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        76 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $1260.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $103.86       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-1134.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-1620.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        10 | NC      | $5.30         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -71 | NC      | $-8342.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        19 | NC      | $95.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                    | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        10 | NC      | $90.10        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -588 | NC      | $-508620.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       588 | NC      | $946.68       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        60 | NC      | $1740.33      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        30 | NC      | $-29362.59    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -297 | NC      | $-102465.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -380 | NC      | $-102600.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -141 | NC      | $-14241.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -601 | NC      | $-67312.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -113 | NC      | $-14690.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -92 | NC      | $-21574.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       232 | NC      | $4.64         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                            | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     22643 | PA      | $22620.36     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -27 | NC      | $53096.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC.                                                                         | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | GB        |     -5819 | PA      | $-14937.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -29343 | PA      | $-117665.43   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -6901 | PA      | $253197.69    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -35629 | PA      | $-166031.14   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -38896 | PA      | $1430197.65   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -12839 | PA      | $-71105.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     30613 | PA      | $5816.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     35677 | PA      | $25687.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |    724407 | PA      | $66464.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |    -16126 | PA      | $-85006.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     -8175 | PA      | $10954.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |    -38093 | PA      | $21332.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     -6453 | PA      | $-60079.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | HK        |     39200 | PA      | $6910.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     82454 | PA      | $28034.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      3871 | PA      | $-154414.19   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |     30608 | PA      | $5815.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $1944.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-2862.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Digital Corporation                                                            | Applied Digital Corporation                                                            | CUSIP: 038169AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1194000 | PA      | $3176040.00   | 0.33%             | 2030-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Cleanspark Inc.                                                                        | Cleanspark Inc.                                                                        | CUSIP: 18452BAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $28174.91     | 0.00%             | 2032-02-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                       | Fortune Brands Innovations, Inc.                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     19934 | NS      | $997098.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| LMNT CRE 2025-FL3 LLC                                                                  | LMNT CRE 2025-FL3 LLC                                                                  | CUSIP: 50208TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299997.18    | 0.03%             | 2043-07-21      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Lennar Corporation                                                                     | Lennar Corporation                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |     -7909 | NS      | $-813045.20   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| OSI Systems, Inc.                                                                      | OSI Systems, Inc.                                                                      | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $206018.40    | 0.02%             | 2029-08-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Unigel Luxembourg S.A.                                                                 | Unigel Luxembourg S.A.                                                                 | CUSIP: 904752AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44227 | PA      | $30534.32     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C6                                         | Wells Fargo Commercial Mortgage Trust 2025-5C6                                         | CUSIP: 95004TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $241594.82    | 0.03%             | 2030-10-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Cal Redwood Acquisition Corp.                                                          | Cal Redwood Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6858 | NS      | $69265.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch Two Acquisition Corp.                                                           | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     47278 | NS      | $496419.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Thayer Ventures Acquisition Corporation II                                             | Thayer Ventures Acquisition Corporation II                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24407 | NS      | $246998.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintergreen Acquisition Corp.                                                          | Wintergreen Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11426 | NS      | $115973.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BDS 2025-FL16 LLC                                                                      | BDS 2025-FL16 LLC                                                                      | CUSIP: 05556XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $319997.63    | 0.03%             | 2043-06-22      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| BRSP Ltd                                                                               | BRSP Ltd                                                                               | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317000 | PA      | $316216.19    | 0.03%             | 2030-02-19      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Check Point Software Technologies Ltd                                                  | Check Point Software Technologies Ltd                                                  | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | US        |    531000 | PA      | $528304.11    | 0.05%             | 2030-12-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EFMT 2025-INV5                                                                         | EFMT 2025-INV5                                                                         | CUSIP: 28224UAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1965160.20   | 0.20%             | 2070-12-25      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BQXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   4851033 | PA      | $515838.42    | 0.05%             | 2051-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MGPI Processing, Inc.                                                                  | MGPI Processing, Inc.                                                                  | CUSIP: 55303JAB2<br>LEI: 2549006OMHFVZ4MS8538 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1191046.93   | 0.12%             | 2041-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Pershing Square SPARC Holdings, Ltd.                                                   | Pershing Square SPARC Holdings, Ltd.                                                   | CUSIP: 714920113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7729 | NS      | $2318.70      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Rivian Automotive, Inc.                                                                | Rivian Automotive, Inc.                                                                | CUSIP: 76954AAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $368899.44    | 0.04%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Trade Desk, Inc., The                                                                  | Trade Desk, Inc., The                                                                  | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     53436 | NS      | $2028430.56   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| VanEck Semiconductor ETF                                                               | VanEck Semiconductor ETF                                                               | CUSIP: 92189F676<br>LEI: 549300ZLFKNTXC51ZN76 | Short            | EC               | RF                | US        |    -34980 | NS      | $-12597347.40 | -1.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                        | Westinghouse Air Brake Technologies Corporation                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2510 | NS      | $535759.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $456546.39    | 0.05%             | 2030-02-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Armada Acquisition Corp. II                                                            | Armada Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     38885 | NS      | $398182.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Acquisition Corp                                                                  | Blue Acquisition Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12886 | NS      | $131566.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FutureCrest Acquisition Corp.                                                          | FutureCrest Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       456 | NS      | $4669.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harvard Ave Acquisition Corp.                                                          | Harvard Ave Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     27331 | NS      | $273583.31    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                                          | Oxley Bridge Acquisition Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     38756 | NS      | $389885.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy, Inc.                                                                           | Evergy, Inc.                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |    -13507 | NS      | $-979122.43   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5264782 | PA      | $831563.88    | 0.09%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-NQM6                                          | GS Mortgage-Backed Securities Trust 2025-NQM6                                          | CUSIP: 362933AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996712.60    | 0.10%             | 2066-02-25      | Variable      | 7.49%                 | No            | 2                  | On Loan: No      |
| InterDigital, Inc.                                                                     | InterDigital, Inc.                                                                     | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Short            | EC               | CORP              | US        |    -26974 | NS      | $-8587982.12  | -0.89%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | Kinder Morgan, Inc.                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     22488 | NS      | $618195.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MF1 2024-FL14 LLC                                                                      | MF1 2024-FL14 LLC                                                                      | CUSIP: 55416AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401174.48    | 0.04%             | 2039-03-19      | Floating      | 10.04%                | No            | 2                  | On Loan: No      |
| American Coastal Insurance Corporation                                                 | American Coastal Insurance Corporation                                                 | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Short            | EC               | CORP              | US        |    -53891 | NS      | $-680643.33   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex, Inc.                                                                           | Vertex, Inc.                                                                           | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |    -13186 | NS      | $-263324.42   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| StorageVault Canada Inc.                                                               | StorageVault Canada Inc.                                                               | CUSIP: 86212H105<br>LEI: 549300873X4NMO0MB773 | Short            | EC               | CORP              | CA        |     -6348 | NS      | $-21598.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AMS-Osram AG                                                                           | AMS-Osram AG                                                                           | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    210000 | PA      | $256972.17    | 0.03%             | 2029-03-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Wintergreen Acquisition Corp.                                                          | Wintergreen Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       207 | NS      | $2123.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies, Inc.                                                               | Lumen Technologies, Inc.                                                               | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2308289 | PA      | $2292569.43   | 0.24%             | 2030-04-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc.                                                                          | Broadcom Inc.                                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       533 | NS      | $184471.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corporation                                                                   | EchoStar Corporation                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    298490 | PA      | $1009018.58   | 0.10%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B2XW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   1825746 | PA      | $159547.59    | 0.02%             | 2048-08-25      | Floating      | 2.26%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H1RR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5626088 | PA      | $937918.46    | 0.10%             | 2051-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LivaNova PLC                                                                           | LivaNova PLC                                                                           | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1478934.15   | 0.15%             | 2029-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Mister Car Wash, Inc.                                                                  | Mister Car Wash, Inc.                                                                  | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -106718 | NS      | $-593885.67   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Pitney Bowes Inc.                                                                      | Pitney Bowes Inc.                                                                      | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    276000 | PA      | $271552.54    | 0.03%             | 2030-08-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Porch Group Inc                                                                        | Porch Group Inc                                                                        | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |     -3651 | NS      | $-33333.63    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc.                                                                | Sirius XM Holdings Inc.                                                                | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |    -14758 | NS      | $-295086.21   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies, Inc.                                                                | Uber Technologies, Inc.                                                                | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    417000 | PA      | $404068.00    | 0.04%             | 2028-05-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                          | Velocity Commercial Capital Loan Trust 2018-2                                          | CUSIP: 92259BAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212947 | PA      | $187908.16    | 0.02%             | 2027-08-25      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                    | Vertex Pharmaceuticals Incorporated                                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     21662 | NS      | $9820684.32   | 1.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bleichroeder Acquisition Corp. I                                                       | Bleichroeder Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3168 | NS      | $33960.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graf Global Corp.                                                                      | Graf Global Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8763 | NS      | $94246.07     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Haymaker Acquisition Corp. IV                                                          | Haymaker Acquisition Corp. IV                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     46217 | NS      | $525949.46    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Corp. III                                                   | New Providence Acquisition Corp. III                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19623 | NS      | $9915.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NewHold Investment Corp. III                                                           | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4741 | NS      | $1707.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unigel Netherlands Holding Corporation B.V.                                            | Unigel Netherlands Holding Corporation B.V.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    262805 | PA      | $2628.05      | 0.00%             | 2044-12-31      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Alphatec Holdings, Inc.                                                                | Alphatec Holdings, Inc.                                                                | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |    -45564 | NS      | $-958666.56   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Optoelectronics, Inc.                                                          | Applied Optoelectronics, Inc.                                                          | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |     31000 | PA      | $35379.68     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Benchmark 2025-V18 Mortgage Trust                                                      | Benchmark 2025-V18 Mortgage Trust                                                      | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276000 | PA      | $276721.80    | 0.03%             | 2030-10-18      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Box, Inc.                                                                              | Box, Inc.                                                                              | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |     -9051 | NS      | $-270715.41   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                                | CIFC Funding 2021-V Ltd                                                                | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500964.00    | 0.05%             | 2038-01-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Enovis Corporation                                                                     | Enovis Corporation                                                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85205.02     | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EZCORP, Inc.                                                                           | EZCORP, Inc.                                                                           | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |     -3126 | NS      | $-60706.92    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137ATC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128565 | PA      | $69001.47     | 0.01%             | 2042-08-15      | Floating      | 0.21%                 | No            | 2                  | On Loan: No      |
| GameStop Corp.                                                                         | GameStop Corp.                                                                         | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |    -26989 | NS      | $-541939.12   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382KUK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3326219 | PA      | $554434.75    | 0.06%             | 2050-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4960357 | PA      | $796509.31    | 0.08%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| IREN Limited                                                                           | IREN Limited                                                                           | CUSIP: 46270CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $171904.39    | 0.02%             | 2033-06-01      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $2200965.00   | 0.23%             | 2053-09-30      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCL Corporation Ltd.                                                                   | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     91000 | PA      | $100765.21    | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| Open Doors Technology Inc.                                                             | Open Doors Technology Inc.                                                             | CUSIP: 683712129<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |        72 | NS      | $64.80        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |     -1371 | NS      | $-49739.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Peloton Interactive, Inc.                                                              | Peloton Interactive, Inc.                                                              | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |   -102501 | NS      | $-631406.16   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Peloton Interactive, Inc.                                                              | Peloton Interactive, Inc.                                                              | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1391769.95   | 0.14%             | 2026-02-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| SoFi Technologies, Inc.                                                                | SoFi Technologies, Inc.                                                                | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    187000 | PA      | $242881.21    | 0.03%             | 2026-10-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                                | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      5440 | NS      | $444502.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WisdomTree, Inc.                                                                       | WisdomTree, Inc.                                                                       | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1953948.08   | 0.20%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Apex Treasury Corporation                                                              | Apex Treasury Corporation                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22767 | NS      | $225165.63    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Charlton Aria Acquisition Corp.                                                        | Charlton Aria Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10335 | NS      | $108310.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ANI Pharmaceuticals, Inc.                                                              | ANI Pharmaceuticals, Inc.                                                              | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Short            | EC               | CORP              | US        |      -942 | NS      | $-74361.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings, Inc.                                                                  | Affirm Holdings, Inc.                                                                  | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $76845.30     | 0.01%             | 2029-12-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| AutoZone, Inc.                                                                         | AutoZone, Inc.                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               | CORP              | US        |      -965 | NS      | $-3272797.50  | -0.34%            |  |  |  | No            | 1                  | On Loan: No      |
| Baldwin Insurance Group, Inc. , The                                                    | Baldwin Insurance Group, Inc. , The                                                    | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -23452 | NS      | $-563551.56   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust 2022-LBA6                                                                     | BX Trust 2022-LBA6                                                                     | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $119852.53    | 0.01%             | 2039-01-18      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| Eos Energy Enterprises, Inc.                                                           | Eos Energy Enterprises, Inc.                                                           | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -59289 | NS      | $-679451.94   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Evergy, Inc.                                                                           | Evergy, Inc.                                                                           | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1330971.36   | 0.14%             | 2027-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JBT Marel Corporation                                                                  | JBT Marel Corporation                                                                  | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    373000 | PA      | $376961.26    | 0.04%             | 2026-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                                                            | Mirum Pharmaceuticals, Inc.                                                            | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |    -34242 | NS      | $-2704775.58  | -0.28%            |  |  |  | No            | 1                  | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCL Corporation Ltd.                                                                   | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240232.80    | 0.02%             | 2027-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| 1345 Trust 2025-AOA                                                                    | 1345 Trust 2025-AOA                                                                    | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80149.65     | 0.01%             | 2027-06-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Cartesian Growth Corporation II                                                        | Cartesian Growth Corporation II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3237 | NS      | $873.99       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Drugs Made In America Acquisition II Corp.                                             | Drugs Made In America Acquisition II Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22952 | NS      | $229520.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynamix Corp. III                                                                      | Dynamix Corp. III                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2282 | NS      | $22934.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Acquisition Co II                                                              | Jackson Acquisition Co II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     41855 | NS      | $10045.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jena Acquisition Corp II                                                               | Jena Acquisition Corp II                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18316 | NS      | $2932.39      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                              | Cyxtera DC Holdings, Inc.                                                              | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43316 | PA      | $0.00         | 0.00%             | 2026-05-01      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Bill Holdings, Inc.                                                                    | Bill Holdings, Inc.                                                                    | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $120208.55    | 0.01%             | 2027-04-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                                           | BioMarin Pharmaceutical Inc.                                                           | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1968895.93   | 0.20%             | 2027-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bloom Energy Corporation                                                               | Bloom Energy Corporation                                                               | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $5642820.00   | 0.59%             | 2029-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cantaloupe, Inc.                                                                       | Cantaloupe, Inc.                                                                       | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     79076 | NS      | $839787.12    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc.                                                                        | Cleanspark Inc.                                                                        | CUSIP: 18452B209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3370 | NS      | $-34104.40    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington, Inc.                                           | Expeditors International of Washington, Inc.                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6172 | NS      | $919689.72    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381DHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   6668914 | PA      | $404096.83    | 0.04%             | 2063-02-16      | Variable      | 0.83%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2079967 | PA      | $291821.05    | 0.03%             | 2050-12-20      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383A2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4444754 | PA      | $588376.60    | 0.06%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HGI CRE CLO 2021-FL2, Ltd.                                                             | HGI CRE CLO 2021-FL2, Ltd.                                                             | CUSIP: 40390JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250039.68    | 0.03%             | 2036-09-19      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| SBL Holdings, Inc.                                                                     | SBL Holdings, Inc.                                                                     | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1163113.31   | 0.12%             | 2500-12-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SoFi Professional Loan Program 2018-C Trust                                            | SoFi Professional Loan Program 2018-C Trust                                            | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $375379.95    | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                     | Seagate HDD Cayman                                                                     | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $8351600.00   | 0.87%             | 2028-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Elance, Inc.                                                                           | Elance, Inc.                                                                           | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1226569.16   | 0.13%             | 2026-08-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                          | Velocity Commercial Capital Loan Trust 2018-2                                          | CUSIP: 92259BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162037 | PA      | $152095.50    | 0.02%             | 2026-03-25      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                  | Wells Fargo & Company                                                                  | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $433178.79    | 0.05%             | 2026-03-17      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc.                                                                            | Zoetis Inc.                                                                            | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112424.40    | 0.01%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| BEST SPAC I Acquisition Corp.                                                          | BEST SPAC I Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      2288 | NS      | $23177.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cornerstone OnDemand, Inc.                                                             | Cornerstone OnDemand, Inc.                                                             | CUSIP: 86803YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32005 | PA      | $29284.63     | 0.00%             | 2026-09-08      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                      | Benchmark 2021-B31 Mortgage Trust                                                      | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617000 | PA      | $332084.83    | 0.03%             | 2054-12-17      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Cricut, Inc.                                                                           | Cricut, Inc.                                                                           | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Short            | EC               | CORP              | US        |   -194753 | NS      | $-964027.35   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP, Inc.                                                                           | EZCORP, Inc.                                                                           | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     37000 | PA      | $68116.63     | 0.01%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BLQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  34805000 | PA      | $254960.55    | 0.03%             | 2030-05-25      | Variable      | 0.18%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AUQX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     77281 | PA      | $40261.72     | 0.00%             | 2042-10-15      | Floating      | 0.29%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AYZ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    231861 | PA      | $212213.60    | 0.02%             | 2033-01-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ferguson Enterprises Inc.                                                              | Ferguson Enterprises Inc.                                                              | CUSIP: 31488V107<br>LEI: 549300TPG2K2831LBC80 | Long             | EC               | CORP              | US        |      5207 | NS      | $1159234.41   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Holdings, LLC                                                  | Frontier Communications Holdings, LLC                                                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785671 | PA      | $794509.80    | 0.08%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Iron Horse Acquisitions Corp.                                                          | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10812 | NS      | $778.46       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kenvue Inc.                                                                            | Kenvue Inc.                                                                            | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2000 | NS      | $34500.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc.                                                                               | MKS Inc.                                                                               | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    813000 | PA      | $1039753.83   | 0.11%             | 2030-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PTC Therapeutics, Inc.                                                                 | PTC Therapeutics, Inc.                                                                 | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Short            | EC               | CORP              | US        |    -28080 | NS      | $-2132956.80  | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| ProAssurance Corporation                                                               | ProAssurance Corporation                                                               | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    100355 | NS      | $2424576.80   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Stride, Inc.                                                                           | Stride, Inc.                                                                           | CUSIP: 86333M108<br>LEI: 549300C5QMJWS8OV3386 | Short            | EC               | CORP              | US        |     -9854 | NS      | $-639820.22   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                          | Velocity Commercial Capital Loan Trust 2019-1                                          | CUSIP: 92257CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251744 | PA      | $205253.63    | 0.02%             | 2028-08-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2025-6                                                      | Verus Securitization Trust 2025-6                                                      | CUSIP: 92540YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $597885.90    | 0.06%             | 2070-07-25      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| Safran                                                                                 | Safran                                                                                 | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      4920 | NS      | $1720353.03   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Cayson Acquisition Corp.                                                               | Cayson Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15819 | NS      | $168630.54    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LaFayette Acquisition Corp.                                                            | LaFayette Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9204 | NS      | $92224.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings, Inc.                                                                  | Affirm Holdings, Inc.                                                                  | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -491 | NS      | $-36545.13    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Optoelectronics, Inc.                                                          | Applied Optoelectronics, Inc.                                                          | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |      -528 | NS      | $-18406.08    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| City Office REIT, Inc.                                                                 | City Office REIT, Inc.                                                                 | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | US        |     53950 | NS      | $1366553.50   | 0.14%             | 2500-12-31      | Fixed         | 6.63%                 | No            | 1                  | On Loan: No      |
| Comcast Corporation                                                                    | Comcast Corporation                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     60850 | NS      | $1818806.50   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group, Inc.                                                             | Encore Capital Group, Inc.                                                             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |    -10784 | NS      | $-586110.40   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Euronet Worldwide, Inc.                                                                | Euronet Worldwide, Inc.                                                                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Short            | EC               | CORP              | US        |      -302 | NS      | $-22985.22    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms, Inc.                                                                   | Meta Platforms, Inc.                                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     42036 | NS      | $27747543.24  | 2.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3208458 | PA      | $108105.77    | 0.01%             | 2030-09-25      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31423XMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   6311477 | PA      | $470671.47    | 0.05%             | 2035-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fluor Corporation                                                                      | Fluor Corporation                                                                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Short            | EC               | CORP              | US        |     -2815 | NS      | $-111558.45   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2131200 | PA      | $303836.02    | 0.03%             | 2050-10-20      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust 2025-3EXT                                                 | Hilton Grand Vacations Trust 2025-3EXT                                                 | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500459.00    | 0.05%             | 2044-10-25      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. , The                                                                 | Home Depot, Inc. , The                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6903 | NS      | $2375322.30   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| IREN Limited                                                                           | IREN Limited                                                                           | CUSIP: 46270CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2711000 | PA      | $8051670.00   | 0.84%             | 2029-12-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Riot Platforms, Inc.                                                                   | Riot Platforms, Inc.                                                                   | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Short            | EC               | CORP              | US        |     -1933 | NS      | $-24491.11    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     37000 | PA      | $85326.81     | 0.01%             | 2028-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WisdomTree, Inc.                                                                       | WisdomTree, Inc.                                                                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |    -99236 | NS      | $-1209686.84  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp. II                                                      | Crane Harbor Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2278 | NS      | $22928.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCM III Acquisition Corp.                                                              | HCM III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1142 | NS      | $11694.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeshore Acquisition III Corp.                                                        | Lakeshore Acquisition III Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     31531 | NS      | $321931.51    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Global Acquisition I Corp.                                                      | Target Global Acquisition I Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5919 | NS      | $62.74        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL 2016-C5 Commercial Mortgage Trust                                                | CSAIL 2016-C5 Commercial Mortgage Trust                                                | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |     57613 | PA      | $57160.88     | 0.01%             | 2048-11-18      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| Camtek Ltd.                                                                            | Camtek Ltd.                                                                            | CUSIP: 13469VAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $42518.18     | 0.00%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CarMax, Inc.                                                                           | CarMax, Inc.                                                                           | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |     16628 | NS      | $642505.92    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox, Inc.                                                                          | Dropbox, Inc.                                                                          | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |    -26863 | NS      | $-746791.40   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BSAT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    641234 | PA      | $96513.71     | 0.01%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                                            | FIVE 2023-V1 Mortgage Trust                                                            | CUSIP: 337964AR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $389098.20    | 0.04%             | 2028-02-11      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380QNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4243877 | PA      | $379797.28    | 0.04%             | 2070-11-20      | Variable      | 1.83%                 | No            | 2                  | On Loan: No      |
| Ginnie Mae REMIC Trust 2019-085                                                        | Ginnie Mae REMIC Trust 2019-085                                                        | CUSIP: 38381XEM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3504022 | PA      | $513299.56    | 0.05%             | 2048-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hims & Hers Health, Inc.                                                               | Hims & Hers Health, Inc.                                                               | CUSIP: 433000AA4<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | DBT              | CORP              | US        |    103000 | PA      | $89819.09     | 0.01%             | 2030-05-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                                    | JPMBB Commercial Mortgage Securities Trust 2015-C31                                    | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6779188 | PA      | $16333.78     | 0.00%             | 2048-11-18      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                              | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $1535231.25   | 0.16%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| NCR Voyix Corporation                                                                  | NCR Voyix Corporation                                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     32861 | NS      | $335182.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sound Point CLO 37, Ltd.                                                               | Sound Point CLO 37, Ltd.                                                               | CUSIP: 83614CAJ6<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $436829.00    | 0.05%             | 2034-07-17      | Floating      | 10.64%                | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                            | Block, Inc.                                                                            | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     36840 | NS      | $2397915.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler, Inc.                                                                          | Zscaler, Inc.                                                                          | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -206 | NS      | $-46333.52    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solarius Capital Acquisition Corp.                                                     | Solarius Capital Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     29233 | NS      | $293791.65    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UY Scuti Acquisition Corp.                                                             | UY Scuti Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16153 | NS      | $3230.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABRA Global Finance                                                                    | ABRA Global Finance                                                                    | CUSIP: 000852AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2692606 | PA      | $2700414.56   | 0.28%             | 2028-03-02      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities 2024-2, LLC                                                    | Business Jet Securities 2024-2, LLC                                                    | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    393114 | PA      | $392013.69    | 0.04%             | 2030-09-15      | Fixed         | 7.97%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382VBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3030132 | PA      | $76639.31     | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Impinj, Inc.                                                                           | Impinj, Inc.                                                                           | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    654000 | PA      | $1043829.78   | 0.11%             | 2027-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                               | Marriott Vacations Worldwide Corporation                                               | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    294000 | PA      | $280220.81    | 0.03%             | 2027-12-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Teck Resources Limited                                                                 | Teck Resources Limited                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     75327 | NS      | $3607410.03   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| A10 Networks, Inc.                                                                     | A10 Networks, Inc.                                                                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Short            | EC               | CORP              | US        |     -2422 | NS      | $-42845.18    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| B2Gold Corp.                                                                           | B2Gold Corp.                                                                           | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $2063314.93   | 0.21%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Cheesecake Factory Incorporated, The                                                   | Cheesecake Factory Incorporated, The                                                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |     -3524 | NS      | $-177891.52   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CorMedix Inc.                                                                          | CorMedix Inc.                                                                          | CUSIP: 218939AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $498898.89    | 0.05%             | 2030-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Endeavor Group Holdings, Inc.                                                          | Endeavor Group Holdings, Inc.                                                          | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288433 | NS      | $7931907.50   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| ETSY, Inc.                                                                             | ETSY, Inc.                                                                             | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    927000 | PA      | $855017.52    | 0.09%             | 2027-09-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corporation                                                                 | Fair Isaac Corporation                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1226 | NS      | $2072700.12   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383DAS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  12477426 | PA      | $90023.38     | 0.01%             | 2051-11-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Impinj, Inc.                                                                           | Impinj, Inc.                                                                           | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |     -5781 | NS      | $-1005951.81  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc.                                                | International Flavors & Fragrances Inc.                                                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     28577 | NS      | $1925804.03   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM5                                          | New Residential Mortgage Loan Trust 2025-NQM5                                          | CUSIP: 64832GAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985249.20    | 0.10%             | 2065-08-25      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | Pebblebrook Hotel Trust                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |      -401 | NS      | $-4539.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                                    | Solaris Energy Infrastructure, Inc.                                                    | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117893.60    | 0.01%             | 2031-10-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Compagnie Financiere Richemont S.A.                                                    | Compagnie Financiere Richemont S.A.                                                    | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      4056 | NS      | $873584.16    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Berto Acquisition Corp.                                                                | Berto Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19807 | NS      | $200842.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneBridge Acquisition II Corp.                                                       | StoneBridge Acquisition II Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4009 | NS      | $39889.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding N.V.                                                                      | ASML Holding N.V.                                                                      | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |     -3752 | NS      | $-4014114.72  | -0.42%            |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com, Inc.                                                                       | Amazon.com, Inc.                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     83010 | NS      | $19160368.20  | 1.99%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill Holdings, Inc.                                                                    | Bill Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |     -2974 | NS      | $-162201.96   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                           | Connecticut Avenue Securities Trust 2021-R01                                           | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1297736.63   | 0.13%             | 2041-12-26      | Floating      | 9.87%                 | No            | 2                  | On Loan: No      |
| DigitalOcean Holdings, Inc.                                                            | DigitalOcean Holdings, Inc.                                                            | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |     -4142 | NS      | $-199313.04   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381LWG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1665921 | PA      | $120635.17    | 0.01%             | 2066-03-16      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Greenbrier Companies, Inc. , The                                                       | Greenbrier Companies, Inc. , The                                                       | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    568000 | PA      | $608896.00    | 0.06%             | 2028-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Jol Air Limited                                                                        | Jol Air Limited                                                                        | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-CBDO         | CORP              | US        |    257286 | PA      | $255433.48    | 0.03%             | 2026-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| KLA Corporation                                                                        | KLA Corporation                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |     -5431 | NS      | $-6599099.48  | -0.69%            |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings, Inc.                                                                | Lantheus Holdings, Inc.                                                                | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    295000 | PA      | $336530.10    | 0.03%             | 2027-12-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Mirion Technologies (US), Inc.                                                         | Mirion Technologies (US), Inc.                                                         | CUSIP: 60471A101<br>LEI: 549300EBD5JHM14L3R48 | Short            | EC               | CORP              | US        |     -8393 | NS      | $-196564.06   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corporation                                                            | Western Digital Corporation                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |    -79655 | NS      | $-13722166.85 | -1.43%            |  |  |  | No            | 1                  | On Loan: No      |
| Alchemy Investments Acquisition Corp 1                                                 | Alchemy Investments Acquisition Corp 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8682 | NS      | $1823.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners IV Inc.                                                         | Cantor Equity Partners IV Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9146 | NS      | $94020.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Galata Acquisition Corp. II                                                            | Galata Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7980 | NS      | $80119.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Grab Holdings Limited                                                                  | Grab Holdings Limited                                                                  | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | DBT              | CORP              | US        |     92000 | PA      | $97936.76     | 0.01%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Jaws Mustang Acquisition Corp.                                                         | Jaws Mustang Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11567 | NS      | $636.19       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vine Hill Capital Investment Corp.                                                     | Vine Hill Capital Investment Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4246 | NS      | $45729.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Unigel Luxembourg S.A.                                                                 | Unigel Luxembourg S.A.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    222252 | PA      | $27781.50     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Alibaba Group Holding Limited                                                          | Alibaba Group Holding Limited                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     16646 | NS      | $2439970.68   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| BSPRT 2025-FL12 Issuer, LLC                                                            | BSPRT 2025-FL12 Issuer, LLC                                                            | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249844.58    | 0.03%             | 2043-04-17      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-2-R, Ltd.                                    | Carlyle Global Market Strategies CLO 2014-2-R, Ltd.                                    | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003900.00   | 0.10%             | 2031-05-15      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| CARLYLE US CLO 2019-1 LTD                                                              | CARLYLE US CLO 2019-1 LTD                                                              | CUSIP: 14316DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501195.00    | 0.05%             | 2031-04-21      | Floating      | 10.13%                | No            | 2                  | On Loan: No      |
| EFMT 2025-INV2                                                                         | EFMT 2025-INV2                                                                         | CUSIP: 281914AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2512190.25   | 0.26%             | 2070-05-25      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |    -11004 | NS      | $-1117566.24  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137HAUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5152664 | PA      | $573853.72    | 0.06%             | 2051-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fortuna Mining Corp.                                                                   | Fortuna Mining Corp.                                                                   | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | US        |    549000 | PA      | $928792.71    | 0.10%             | 2029-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                          | CUSIP: 464288513<br>LEI: 5493000860OXIC4B5K91 | Short            | EC               | RF                | US        |    -46117 | NS      | $-3718413.71  | -0.39%            |  |  |  | No            | 1                  | On Loan: No      |
| JD.com, Inc.                                                                           | JD.com, Inc.                                                                           | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | US        |    404000 | PA      | $403152.41    | 0.04%             | 2029-06-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| SoFi Technologies, Inc.                                                                | SoFi Technologies, Inc.                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |   -114245 | NS      | $-2990934.10  | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1305059.40   | 0.14%             | 2028-07-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| TEGNA Inc.                                                                             | TEGNA Inc.                                                                             | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1160948.04   | 0.12%             | 2029-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Centurion Acquisition Corp.                                                            | Centurion Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16622 | NS      | $177522.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ITHAX Acquisition Corp III                                                             | ITHAX Acquisition Corp III                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11378 | NS      | $113324.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UY Scuti Acquisition Corp.                                                             | UY Scuti Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16153 | NS      | $165729.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Adtran Holdings, Inc.                                                                  | Adtran Holdings, Inc.                                                                  | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |     -2318 | NS      | $-20143.42    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark 2025-V16 Mortgage Trust                                                      | Benchmark 2025-V16 Mortgage Trust                                                      | CUSIP: 08164RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $137821.22    | 0.01%             | 2058-08-16      | Fixed         | 4.50%                 | No            | 3                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                           | Connecticut Avenue Securities Trust 2022-R03                                           | CUSIP: 20753XAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1092621.30   | 0.11%             | 2042-03-25      | Floating      | 13.72%                | No            | 2                  | On Loan: No      |
| Douglas Emmett, Inc.                                                                   | Douglas Emmett, Inc.                                                                   | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46466 | NS      | $510661.34    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Guidewire Software, Inc.                                                               | Guidewire Software, Inc.                                                               | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1420980.36   | 0.15%             | 2029-11-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Match Group FinanceCo 3, Inc.                                                          | Match Group FinanceCo 3, Inc.                                                          | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1597815.67   | 0.17%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| MF1 2024-FL14 LLC                                                                      | MF1 2024-FL14 LLC                                                                      | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299984.16    | 0.03%             | 2039-03-19      | Floating      | 8.59%                 | No            | 2                  | On Loan: No      |
| Mara Holdings, Inc.                                                                    | Mara Holdings, Inc.                                                                    | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76368.71     | 0.01%             | 2032-08-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Netflix, Inc.                                                                          | Netflix, Inc.                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    147150 | NS      | $13796784.00  | 1.43%             |  |  |  | No            | 1                  | On Loan: No      |
| STWD 2021-FL2, Ltd.                                                                    | STWD 2021-FL2, Ltd.                                                                    | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99664.37     | 0.01%             | 2038-04-16      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corporation                                                                 | Sealed Air Corporation                                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     41458 | NS      | $1717604.94   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken Holding N.V.                                                                  | Heineken Holding N.V.                                                                  | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     27913 | NS      | $2044790.46   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Pyrophyte Acquisition Corp. II                                                         | Pyrophyte Acquisition Corp. II                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11416 | NS      | $114844.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantumsphere Acquisition Corporation                                                  | Quantumsphere Acquisition Corporation                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11416 | NS      | $114274.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SilverBox Corp V                                                                       | SilverBox Corp V                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4559 | NS      | $45772.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIM Acquisition Corp. I                                                                | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     76895 | NS      | $814318.05    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B4KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  11552663 | PA      | $140587.82    | 0.01%             | 2029-02-25      | Variable      | 0.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BBGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   1855286 | PA      | $223815.05    | 0.02%             | 2050-08-25      | Floating      | 2.16%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                                    | Solaris Energy Infrastructure, Inc.                                                    | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Short            | EC               | CORP              | US        |    -42312 | NS      | $-1945082.64  | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                         | Wells Fargo Commercial Mortgage Trust 2018-C46                                         | CUSIP: 95001QAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $264686.44    | 0.03%             | 2028-08-17      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| Emmis Acquisition Corp.                                                                | Emmis Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7983 | NS      | $79271.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GigCapital8 Corp.                                                                      | GigCapital8 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     49339 | NS      | $487962.71    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Highview Merger Corp.                                                                  | Highview Merger Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7759 | NS      | $77590.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Acquisition Co II                                                              | Jackson Acquisition Co II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     58355 | NS      | $608059.10    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AASET MT-1 Ltd                                                                         | AASET MT-1 Ltd                                                                         | CUSIP: 00039NAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398205 | PA      | $396452.73    | 0.04%             | 2032-02-16      | Fixed         | 5.73%                 | Yes           | 3                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $204375.05    | 0.02%             | 2033-05-15      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| BDS 2025-FL15 LLC                                                                      | BDS 2025-FL15 LLC                                                                      | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230561.27    | 0.02%             | 2030-09-19      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                          | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35673.66     | 0.00%             | 2028-09-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO 2022-3, Limited                                                | Bain Capital Credit CLO 2022-3, Limited                                                | CUSIP: 05684QAA2<br>LEI: 549300RZZ0GDV2ODIJ14 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $490725.50    | 0.05%             | 2035-07-17      | Floating      | 11.23%                | No            | 2                  | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                        | Castlelake Aircraft Securitization Trust 2018-1                                        | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1048730 | PA      | $745227.85    | 0.08%             | 2043-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Ascendis Pharma A/S                                                                    | Ascendis Pharma A/S                                                                    | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |      -119 | NS      | $-25375.56    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CommScope, LLC.                                                                        | CommScope, LLC.                                                                        | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351312.50    | 0.04%             | 2028-07-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LNX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3926136 | PA      | $602291.65    | 0.06%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382XDR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3358026 | PA      | $528962.96    | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cheesecake Factory Incorporated, The                                                   | Cheesecake Factory Incorporated, The                                                   | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    461000 | PA      | $451023.50    | 0.05%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Dropbox, Inc.                                                                          | Dropbox, Inc.                                                                          | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2062520.59   | 0.21%             | 2026-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Doximity, Inc.                                                                         | Doximity, Inc.                                                                         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76763 | NS      | $3399065.64   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group, Inc.                                                             | Encore Capital Group, Inc.                                                             | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1207548.81   | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Equinox Gold Corp.                                                                     | Equinox Gold Corp.                                                                     | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |    -40883 | NS      | $-573997.32   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BB6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   4944065 | PA      | $209410.80    | 0.02%             | 2050-10-25      | Floating      | 0.23%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Parent, Inc.                                                   | Frontier Communications Parent, Inc.                                                   | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |    128117 | NS      | $4877414.19   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Horse Acquisitions Corp.                                                          | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2162 | NS      | $9531.86      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Swire Pacific Limited                                                                  | Swire Pacific Limited                                                                  | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     18342 | NS      | $147659.12    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Parsons Corporation                                                                    | Parsons Corporation                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |     -2497 | NS      | $-154314.60   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Industries, Inc.                                                               | Patrick Industries, Inc.                                                               | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    445000 | PA      | $751711.80    | 0.08%             | 2028-12-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Upstart Holdings, Inc.                                                                 | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAD9<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |    552000 | PA      | $698506.32    | 0.07%             | 2029-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Veeco Instruments Inc.                                                                 | Veeco Instruments Inc.                                                                 | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $348471.20    | 0.04%             | 2029-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Vanguard Growth ETF                                                                    | Vanguard Growth ETF                                                                    | CUSIP: 922908736<br>LEI: 549300G6KNDK44WUN559 | Short            | EC               | RF                | US        |      -116 | NS      | $-56591.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital GSS Investment Corp.                                                      | Bain Capital GSS Investment Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11417 | NS      | $116681.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Melar Acquisition Corp. I                                                              | Melar Acquisition Corp. I                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     21932 | NS      | $233137.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lealand Finance Company B.V.                                                           | Lealand Finance Company B.V.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    351026 | PA      | $291351.17    | 0.03%             | 2027-06-30      | Floating      | 8.55%                 | No            | 3                  | On Loan: No      |
| Boeing Company, The                                                                    | Boeing Company, The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     56062 | NS      | $12172181.44  | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare, Inc.                                                                       | Cloudflare, Inc.                                                                       | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1397907.61   | 0.15%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| D.R. Horton, Inc.                                                                      | D.R. Horton, Inc.                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |     -8622 | NS      | $-1241826.66  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                             | Dryden 40 Senior Loan Fund                                                             | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $438287.00    | 0.05%             | 2031-08-15      | Floating      | 9.86%                 | Yes           | 2                  | On Loan: No      |
| FREMF 2018-KF56 Mortgage Trust                                                         | FREMF 2018-KF56 Mortgage Trust                                                         | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245982 | PA      | $238081.93    | 0.02%             | 2028-11-25      | Floating      | 9.84%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BJP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3229769 | PA      | $358344.16    | 0.04%             | 2051-11-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Guidewire Software, Inc.                                                               | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |     -3289 | NS      | $-661121.89   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| LG Corp.                                                                               | LG Corp.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     12853 | NS      | $720539.45    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| PRPM 2025-NQM6 Trust                                                                   | PRPM 2025-NQM6 Trust                                                                   | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909000 | PA      | $908601.49    | 0.09%             | 2029-12-25      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | Pebblebrook Hotel Trust                                                                | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    373000 | PA      | $360005.43    | 0.04%             | 2026-12-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                                                              | Peloton Interactive, Inc.                                                              | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    573000 | PA      | $944189.40    | 0.10%             | 2029-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Company, The                                                          | Sherwin-Williams Company, The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |     -2792 | NS      | $-904691.76   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Shift4 Payments, LLC                                                                   | Shift4 Payments, LLC                                                                   | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1589505.03   | 0.17%             | 2027-08-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Unigel Luxembourg S.A.                                                                 | Unigel Luxembourg S.A.                                                                 | CUSIP: 904752AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51684 | PA      | $6460.50      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Viavi Solutions Inc.                                                                   | Viavi Solutions Inc.                                                                   | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Short            | EC               | CORP              | US        |     -1605 | NS      | $-28601.10    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd                                                                           | Voya CLO Ltd                                                                           | CUSIP: 92917XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501010.00    | 0.05%             | 2032-07-20      | Floating      | 10.75%                | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4                                        | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                        | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |     54252 | PA      | $53574.84     | 0.01%             | 2048-12-17      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| Werner Enterprises, Inc.                                                               | Werner Enterprises, Inc.                                                               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Short            | EC               | CORP              | US        |    -21614 | NS      | $-648636.14   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Copley Acquisition Corp.                                                               | Copley Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     19221 | NS      | $3292.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lake Superior Acquisition Corp.                                                        | Lake Superior Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     11638 | NS      | $117776.56    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Otg Acquisition Corp. I                                                                | Otg Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5694 | NS      | $58021.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                                          | Oxley Bridge Acquisition Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9163 | NS      | $92821.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pagaya Technologies, Ltd.                                                              | Pagaya Technologies, Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IL        |    -43916 | NS      | $-917844.40   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| AmpliTech Group, Inc.                                                                  | AmpliTech Group, Inc.                                                                  | CUSIP: 07323B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13389 | NS      | $2276.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                      | Benchmark 2019-B14 Mortgage Trust                                                      | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15071951 | PA      | $288757.49    | 0.03%             | 2062-12-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Former Charter Communications Parent, Inc.                                             | Former Charter Communications Parent, Inc.                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1951 | NS      | $407271.25    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinox Gold Corp.                                                                     | Equinox Gold Corp.                                                                     | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | US        |    274000 | PA      | $642719.06    | 0.07%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BKEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   6621192 | PA      | $196655.36    | 0.02%             | 2051-01-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LAW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2230951 | PA      | $311461.53    | 0.03%             | 2050-11-20      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| H World Group Limited                                                                  | H World Group Limited                                                                  | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1655198.79   | 0.17%             | 2026-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                      | Microchip Technology Incorporated                                                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1247345.41   | 0.13%             | 2030-06-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Amyris, Inc.                                                                           | Amyris, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2856000 | PA      | $0.03         | 0.00%             | 2026-11-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BigBear.ai Holdings, LLC                                                               | BigBear.ai Holdings, LLC                                                               | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Short            | EC               | CORP              | US        |    -48342 | NS      | $-261046.80   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                                     | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1288476.93   | 0.13%             | 2026-12-28      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2908925 | PA      | $464990.43    | 0.05%             | 2050-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust 2007-9                                                          | GSAA Home Equity Trust 2007-9                                                          | CUSIP: 3622EEAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1542110 | PA      | $907043.09    | 0.09%             | 2037-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381E2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7314339 | PA      | $450264.12    | 0.05%             | 2064-01-16      | Variable      | 0.71%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381LVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5906097 | PA      | $375602.38    | 0.04%             | 2065-10-16      | Variable      | 0.76%                 | No            | 2                  | On Loan: No      |
| LeMaitre Vascular, Inc.                                                                | LeMaitre Vascular, Inc.                                                                | CUSIP: 525558AB8<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235997.49    | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Welltower Inc.                                                                         | Welltower Inc.                                                                         | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Short            | EC               | CORP              | US        |      -787 | NS      | $-146075.07   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Workiva Inc.                                                                           | Workiva Inc.                                                                           | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |      -308 | NS      | $-26565.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BTC Development Corp.                                                                  | BTC Development Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2283 | NS      | $23149.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Soulpower Acquisition Corp                                                             | Soulpower Acquisition Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     36960 | NS      | $6468.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corporation                                                                    | Moody's Corporation                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      8666 | NS      | $4427026.10   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| PRPM 2025-8, LLC                                                                       | PRPM 2025-8, LLC                                                                       | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2341229.33   | 0.24%             | 2030-10-25      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Pool Corporation                                                                       | Pool Corporation                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |    -11357 | NS      | $-2597913.75  | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| Apex Treasury Corporation                                                              | Apex Treasury Corporation                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6842 | NS      | $68488.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Primerica, Inc.                                                                        | Primerica, Inc.                                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     19285 | NS      | $4982472.60   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Riot Platforms, Inc.                                                                   | Riot Platforms, Inc.                                                                   | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $41681.92     | 0.00%             | 2030-01-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Armada Acquisition Corp. II                                                            | Armada Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5947 | NS      | $4876.54      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Acquisition III Co.                                                            | Chenghe Acquisition III Co.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12539 | NS      | $125766.17    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                                    | Solaris Energy Infrastructure, Inc.                                                    | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $2587902.10   | 0.27%             | 2030-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -996000 | PA      | $-1004027.86  | -0.10%            | 2030-06-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Kochav Defense Acquisition Corp.                                                       | Kochav Defense Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     52280 | NS      | $12547.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vital Care Issuer LLC                                                                  | Vital Care Issuer LLC                                                                  | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251451.06    | 0.03%             | 2056-01-30      | Fixed         | 6.74%                 | No            | 2                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56526.39     | 0.01%             | 2026-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Azelis Group                                                                           | Azelis Group                                                                           | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |    153036 | NS      | $1679647.43   | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| Agriculture & Natural Solutions Acquisition Corp.                                      | Agriculture & Natural Solutions Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     87213 | NS      | $974169.21    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Drugs Made In America Acquisition II Corp.                                             | Drugs Made In America Acquisition II Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22797 | NS      | $225690.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EGH Acquisition Corp.                                                                  | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3429 | NS      | $822.96       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kochav Defense Acquisition Corp.                                                       | Kochav Defense Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     65631 | NS      | $665498.34    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeshore Acquisition III Corp.                                                        | Lakeshore Acquisition III Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20105 | NS      | $4306.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ribbon Acquisition Corp.                                                               | Ribbon Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13102 | NS      | $136129.78    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spark I Acquisition Corp.                                                              | Spark I Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9925 | NS      | $3126.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Holding, S.A. de C.V                                                             | Alpha Holding, S.A. de C.V                                                             | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | US        |    235683 | PA      | $6952.64      | 0.00%             | 2027-12-31      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Altaba Inc.                                                                            | Altaba Inc.                                                                            | CUSIP: N/A<br>LEI: 549300ZJC0V1K2ZCKG85       | Long             | EC               | CORP              | US        |   2007178 | NS      | $2559151.95   | 0.27%             |  |  |  | No            | 3                  | On Loan: No      |
| Avidity Biosciences, Inc.                                                              | Avidity Biosciences, Inc.                                                              | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45346 | NS      | $3270806.98   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| ESH Acquisition Corp.                                                                  | ESH Acquisition Corp.                                                                  | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16260 | NS      | $3333.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31424UGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2167684 | PA      | $367082.95    | 0.04%             | 2052-07-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ginnie Mae REMIC Trust 2024-025                                                        | Ginnie Mae REMIC Trust 2024-025                                                        | CUSIP: 38384JX58<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2969960 | PA      | $554557.83    | 0.06%             | 2051-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $60725.00     | 0.01%             | 2036-07-15      | Floating      | 7.85%                 | No            | 2                  | On Loan: No      |
| Lehman Mortgage Trust 2007-2                                                           | Lehman Mortgage Trust 2007-2                                                           | CUSIP: 52521DAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10888839 | PA      | $987557.84    | 0.10%             | 2037-03-25      | Floating      | 2.84%                 | No            | 2                  | On Loan: No      |
| Oak Woods Acquisition Corporation                                                      | Oak Woods Acquisition Corporation                                                      | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     54188 | NS      | $655674.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics, Inc.                                                                 | PTC Therapeutics, Inc.                                                                 | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $2472686.19   | 0.26%             | 2026-09-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TeraWulf Inc.                                                                          | TeraWulf Inc.                                                                          | CUSIP: 88080TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1409000 | PA      | $2325272.70   | 0.24%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Tetra Tech, Inc.                                                                       | Tetra Tech, Inc.                                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |     -1273 | NS      | $-42696.42    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corporation                                                              | Union Pacific Corporation                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |      -353 | NS      | $-81655.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1906000 | PA      | $-1910732.03  | -0.20%            | 2027-08-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Upstart Holdings, Inc.                                                                 | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35253.38     | 0.00%             | 2026-08-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2025-4                                                      | Verus Securitization Trust 2025-4                                                      | CUSIP: 92540UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1023302.10   | 0.11%             | 2070-05-25      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Vornado Realty L.P.                                                                    | Vornado Realty L.P.                                                                    | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110744.67    | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Warner Bros. Discovery, Inc.                                                           | Warner Bros. Discovery, Inc.                                                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    191804 | NS      | $5527791.28   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Orion Incorporation                                                                    | Orion Incorporation                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      5893 | NS      | $431833.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic Digital Acquisition Co.                                                       | Republic Digital Acquisition Co.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3449 | NS      | $35973.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Siddhi Acquisition Corp.                                                               | Siddhi Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     63725 | NS      | $654455.75    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust, Series 2006-CW1                           | ACE Securities Corp. Home Equity Loan Trust, Series 2006-CW1                           | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1624647 | PA      | $1361909.81   | 0.14%             | 2036-07-25      | Floating      | 3.02%                 | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                          | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |       -23 | NS      | $-9145.95     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc.                                                                          | Alphabet Inc.                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22261 | NS      | $6985501.80   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3                                   | Arbor Multifamily Mortgage Securities Trust 2021-MF3                                   | CUSIP: 03882KBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $212761.43    | 0.02%             | 2054-10-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Avant Credit Card Master Trust                                                         | Avant Credit Card Master Trust                                                         | CUSIP: 05351KAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249985.10    | 0.03%             | 2031-04-15      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383AXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3341974 | PA      | $396987.05    | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HAT Holdings I LLC                                                                     | HAT Holdings I LLC                                                                     | CUSIP: 418751AJ2<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     92000 | PA      | $116832.64    | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PG&E Corporation                                                                       | PG&E Corporation                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      6190 | NS      | $99473.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Treehouse Foods, Inc.                                                                  | Treehouse Foods, Inc.                                                                  | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     24712 | NS      | $582956.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                                       | Ping An Insurance (Group) Company of China, Ltd.                                       | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Short            | EC               | CORP              | CN        |   -144200 | NS      | $-1204823.54  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Future Vision II Acquisition Corp.                                                     | Future Vision II Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     17702 | NS      | $187287.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| M3-Brigade Acquisition VI Corp.                                                        | M3-Brigade Acquisition VI Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2286 | NS      | $23088.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quartzsea Acquisition Corporation                                                      | Quartzsea Acquisition Corporation                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15843 | NS      | $162390.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Quantumsphere Acquisition Corporation                                                  | Quantumsphere Acquisition Corporation                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4576 | NS      | $46583.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Pegasus Acquisition Corp.                                                       | Silver Pegasus Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15954 | NS      | $160975.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Optimum Communications, Inc.                                                           | Optimum Communications, Inc.                                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               | CORP              | US        |   -499638 | NS      | $-824402.70   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Acquisition Corp.                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7745 | NS      | $1779.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vendome Acquisition Corp I                                                             | Vendome Acquisition Corp I                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     23590 | NS      | $237551.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                             | Bio-Rad Laboratories, Inc.                                                             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2200 | NS      | $666578.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corporation                                                                   | EchoStar Corporation                                                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      1560 | NS      | $169572.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382XJ89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3387169 | PA      | $532420.64    | 0.06%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383FLN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7196910 | PA      | $93577.82     | 0.01%             | 2051-12-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CyberArk Software Ltd.                                                                 | CyberArk Software Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |     14388 | NS      | $6417911.28   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Operating Corporation                                                  | Gulfport Energy Operating Corporation                                                  | CUSIP: 402635502<br>LEI: 549300FJX18IDUFPHD40 | Long             | EC               | CORP              | US        |      1013 | NS      | $210693.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                                        | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38885.15     | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Flight Centre Travel Group Limited                                                     | Flight Centre Travel Group Limited                                                     | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Short            | EC               | CORP              | AU        |     -4942 | NS      | $-49338.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Paint Holdings Co., Ltd.                                                        | Nippon Paint Holdings Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |    115500 | NS      | $773574.37    | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Nutanix, Inc.                                                                          | Nutanix, Inc.                                                                          | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39439.05     | 0.00%             | 2027-10-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884AC7<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95184.40     | 0.01%             | 2026-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Patrick Industries, Inc.                                                               | Patrick Industries, Inc.                                                               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Short            | EC               | CORP              | US        |     -6238 | NS      | $-676386.34   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Shift4 Payments, LLC                                                                   | Shift4 Payments, LLC                                                                   | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1990 | NS      | $-125310.30   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Growth Corp III                                                              | Cartesian Growth Corp III                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5149 | NS      | $4120.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graf Global Corp.                                                                      | Graf Global Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4376 | NS      | $1977.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSR IV Acquisition Corp.                                                               | GSR IV Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     29702 | NS      | $305930.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Leapfrog Acquisition Corp.                                                             | Leapfrog Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5701 | NS      | $57038.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp. IV                                                              | Plum Acquisition Corp. IV                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     63714 | NS      | $664537.02    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Thayer Ventures Acquisition Corporation II                                             | Thayer Ventures Acquisition Corporation II                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12955 | NS      | $2720.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors N.V.                                                                | NXP Semiconductors N.V.                                                                | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      4228 | NS      | $917729.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust 2025-ROIC                                                                     | BX Trust 2025-ROIC                                                                     | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199223 | PA      | $197979.47    | 0.02%             | 2027-03-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Bill Holdings, Inc.                                                                    | Bill Holdings, Inc.                                                                    | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2017784.50   | 0.21%             | 2030-04-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Coreweave, Inc.                                                                        | Coreweave, Inc.                                                                        | CUSIP: 21873SAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734000 | PA      | $700362.25    | 0.07%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BDLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2165301 | PA      | $362389.06    | 0.04%             | 2051-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AX2S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     92000 | PA      | $45707.87     | 0.00%             | 2042-12-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                  | Octagon Investment Partners XVI, Ltd.                                                  | CUSIP: 67590DAE6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $150.00       | 0.00%             | 2030-07-17      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SolarEdge Technologies Ltd.                                                            | SolarEdge Technologies Ltd.                                                            | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |      -840 | NS      | $-24234.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health, Inc.                                                                   | Teladoc Health, Inc.                                                                   | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    593000 | PA      | $562759.97    | 0.06%             | 2027-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Triumph Financial, Inc.                                                                | Triumph Financial, Inc.                                                                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     69316 | NS      | $4341261.08   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology, Inc.                                                           | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |     -2564 | NS      | $-37152.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Harvard Ave Acquisition Corp.                                                          | Harvard Ave Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     27504 | NS      | $273664.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jena Acquisition Corp II                                                               | Jena Acquisition Corp II                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     41676 | NS      | $423844.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                                                                 | Titan Acquisition Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     67493 | NS      | $692478.18    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Argentina, Republic of                                                                 | Argentina, Republic of                                                                 | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $320808.15    | 0.03%             | 2037-01-21      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| Coinbase Global, Inc.                                                                  | Coinbase Global, Inc.                                                                  | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |      -324 | NS      | $-73269.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Incorporated                                                                  | Comerica Incorporated                                                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     23696 | NS      | $2059893.28   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BCYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3866880 | PA      | $615318.87    | 0.06%             | 2050-11-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Meridan Management Ltd                                                                 | Meridan Management Ltd                                                                 | CUSIP: 33835G205<br>LEI: 549300EXJV1RPGZNH608 | Long             | EC               | CORP              | VG        |     38376 | NS      | $0.04         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Cohu, Inc.                                                                             | Cohu, Inc.                                                                             | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |     92000 | PA      | $102294.80    | 0.01%             | 2031-01-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Enovis Corporation                                                                     | Enovis Corporation                                                                     | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |      -507 | NS      | $-13506.48    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                                         | Collegium Pharmaceutical, Inc.                                                         | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |    184000 | PA      | $256450.00    | 0.03%             | 2029-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Earthstone Energy Holdings, LLC                                                        | Earthstone Energy Holdings, LLC                                                        | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216602.24    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AG Trust 2024-NLP                                                                      | AG Trust 2024-NLP                                                                      | CUSIP: 00792MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $112829.96    | 0.01%             | 2026-08-17      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| American Beverage Co Ambev                                                             | American Beverage Co Ambev                                                             | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |   1025427 | NS      | $2532804.69   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank5 2025-5YR17                                                                       | Bank5 2025-5YR17                                                                       | CUSIP: 06211GBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $394539.50    | 0.04%             | 2058-11-18      | Variable      | 1.81%                 | No            | 2                  | On Loan: No      |
| Dropbox, Inc.                                                                          | Dropbox, Inc.                                                                          | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2088251.55   | 0.22%             | 2028-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381WQ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1307852 | PA      | $145771.59    | 0.02%             | 2049-07-20      | Floating      | 2.25%                 | No            | 2                  | On Loan: No      |
| Jack Henry & Associates, Inc.                                                          | Jack Henry & Associates, Inc.                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     12570 | NS      | $2293773.60   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Naperville, LLC                                                            | Kite Realty Naperville, LLC                                                            | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2724 | NS      | $-65294.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MSCI Inc.                                                                              | MSCI Inc.                                                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4406 | NS      | $2527854.38   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Oddity Finance LLC                                                                     | Oddity Finance LLC                                                                     | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |    330000 | PA      | $286151.58    | 0.03%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| P11 Commercial Mortgage Trust 2025-P11                                                 | P11 Commercial Mortgage Trust 2025-P11                                                 | CUSIP: 69382VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $165993.31    | 0.02%             | 2030-08-12      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Blue Water Acquisition Corp. III                                                       | Blue Water Acquisition Corp. III                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18312 | NS      | $193191.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners III, Inc.                                                       | Cantor Equity Partners III, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2291 | NS      | $23368.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| D. Boral Arc Acquisition I Corp.                                                       | D. Boral Arc Acquisition I Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     68886 | NS      | $690926.58    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| McKinley Acquisition Corporation                                                       | McKinley Acquisition Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11416 | NS      | $113817.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp. II                                                     | Spring Valley Acquisition Corp. II                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       601 | NS      | $316.73       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                                       | Ping An Insurance (Group) Company of China, Ltd.                                       | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | DBT              | CORP              | US        |    800000 | PA      | $1300808.00   | 0.14%             | 2029-07-22      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| Alibaba Group Holding Limited                                                          | Alibaba Group Holding Limited                                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | US        |     36000 | PA      | $55903.68     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Astronics Corporation                                                                  | Astronics Corporation                                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Short            | EC               | CORP              | US        |     -8882 | NS      | $-481759.68   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  24422889 | PA      | $101230.43    | 0.01%             | 2029-11-25      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| Hologic, Inc.                                                                          | Hologic, Inc.                                                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     19216 | NS      | $1431399.84   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Jefferies Financial Group Inc.                                                         | Jefferies Financial Group Inc.                                                         | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     20392 | NS      | $1263692.24   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| GameStop Corp.                                                                         | GameStop Corp.                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1144519.69   | 0.12%             | 2032-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Goal Acquisitions Corp.                                                                | Goal Acquisitions Corp.                                                                | CUSIP: 38021H115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45463 | NS      | $250.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38385FQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4760885 | PA      | $575702.85    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Herbalife Nutrition Ltd.                                                               | Herbalife Nutrition Ltd.                                                               | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | US        |    228000 | PA      | $248143.80    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                                    | JPMBB Commercial Mortgage Securities Trust 2014-C24                                    | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1373844 | PA      | $6551.73      | 0.00%             | 2047-11-18      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| JD.com, Inc.                                                                           | JD.com, Inc.                                                                           | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |     -3537 | NS      | $-101511.90   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LCM XVII Limited Partnership                                                           | LCM XVII Limited Partnership                                                           | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $285827.50    | 0.03%             | 2031-10-15      | Floating      | 10.17%                | No            | 2                  | On Loan: No      |
| Liberty Broadband Corporation                                                          | Liberty Broadband Corporation                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      9339 | NS      | $453875.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc.                                                                 | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $7633331.76   | 0.79%             | 2026-12-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| MKS Inc.                                                                               | MKS Inc.                                                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |     -3971 | NS      | $-634565.80   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                              | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8949 | NS      | $-1532784.72  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Mara Holdings, Inc.                                                                    | Mara Holdings, Inc.                                                                    | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |     -4100 | NS      | $-36818.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: 63954QAC0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $3809795.54   | 0.40%             | 2031-06-05      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35515.97     | 0.00%             | 2032-09-15      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Octagon 57 Ltd                                                                         | Octagon 57 Ltd                                                                         | CUSIP: 67592YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1449126.00   | 0.15%             | 2034-10-16      | Floating      | 10.77%                | No            | 2                  | On Loan: No      |
| Charles Schwab Corporation, The                                                        | Charles Schwab Corporation, The                                                        | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240382.76    | 0.02%             | 2500-12-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shift Technologies, Inc.                                                               | Shift Technologies, Inc.                                                               | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $822.15       | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SolarEdge Technologies Ltd.                                                            | SolarEdge Technologies Ltd.                                                            | CUSIP: 83417MAE4<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |     36000 | PA      | $41962.68     | 0.00%             | 2029-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Stride, Inc.                                                                           | Stride, Inc.                                                                           | CUSIP: 86333MAA6<br>LEI: 549300C5QMJWS8OV3386 | Long             | DBT              | CORP              | US        |    666000 | PA      | $903129.30    | 0.09%             | 2027-09-01      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Tetra Tech, Inc.                                                                       | Tetra Tech, Inc.                                                                       | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97528.50     | 0.01%             | 2028-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Xometry, Inc.                                                                          | Xometry, Inc.                                                                          | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1485607.32   | 0.15%             | 2027-02-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Hoshizaki Corporation                                                                  | Hoshizaki Corporation                                                                  | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      8174 | NS      | $272276.36    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitek Systems, Inc.                                                                    | Mitek Systems, Inc.                                                                    | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1514169.31   | 0.16%             | 2026-02-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Shiseido Company, Limited                                                              | Shiseido Company, Limited                                                              | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |       900 | NS      | $13106.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| ON Semiconductor Corporation                                                           | ON Semiconductor Corporation                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -33072 | NS      | $-1790848.80  | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Xometry, Inc.                                                                          | Xometry, Inc.                                                                          | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    656000 | PA      | $994168.00    | 0.10%             | 2030-06-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Pharming Group N.V.                                                                    | Pharming Group N.V.                                                                    | CUSIP: N/A<br>LEI: 724500DCJ9MPG74JEH91       | Short            | EC               | CORP              | NL        |   -237934 | NS      | $-398319.58   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Aimei Health Technology Co., Ltd.                                                      | Aimei Health Technology Co., Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15458 | NS      | $6183.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Archimedes Tech Spac Partners II Co.                                                   | Archimedes Tech Spac Partners II Co.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9367 | NS      | $5143.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Daedalus Special Acquisition Corp.                                                     | Daedalus Special Acquisition Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8762 | NS      | $88058.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bitcoin Infrastructure Acquisition Corp. Ltd                                           | Bitcoin Infrastructure Acquisition Corp. Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10030 | NS      | $99898.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Water Acquisition Corp. III                                                       | Blue Water Acquisition Corp. III                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9151 | NS      | $94438.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp.                                                         | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13659 | NS      | $10927.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Acquisition I Corp                                                             | Pioneer Acquisition I Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15674 | NS      | $157680.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Starry Sea Acquisition Corp.                                                           | Starry Sea Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     17124 | NS      | $171753.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Short            | EC               | CORP              | NL        |    -51043 | NS      | $-4272554.32  | -0.44%            |  |  |  | Yes           | 1                  | On Loan: No      |
| AST Spacemobile, Inc.                                                                  | AST Spacemobile, Inc.                                                                  | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $1005157.68   | 0.10%             | 2032-03-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Alphatec Holdings, Inc.                                                                | Alphatec Holdings, Inc.                                                                | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    643000 | PA      | $802322.54    | 0.08%             | 2026-08-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Danimer Scientific, Inc.                                                               | Danimer Scientific, Inc.                                                               | CUSIP: N/A<br>LEI: 549300L6Q02MAX72BH35       | Long             | DBT              | CORP              | US        |    672000 | PA      | $0.01         | 0.00%             | 2026-12-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                                           | Grupo Mexico, S.A.B. de C.V.                                                           | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     47157 | NS      | $446612.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly, Inc.                                                                           | Fastly, Inc.                                                                           | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Short            | EC               | CORP              | US        |     -4027 | NS      | $-40974.73    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Digital Holdings LP                                                             | Galaxy Digital Holdings LP                                                             | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1585087.50   | 0.16%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382K5E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4081298 | PA      | $607875.53    | 0.06%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                 | MERCK Kommanditgesellschaft auf Aktien                                                 | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |      4195 | NS      | $601231.34    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Lehman Mortgage Trust 2007-2                                                           | Lehman Mortgage Trust 2007-2                                                           | CUSIP: 52521DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10797986 | PA      | $1938033.37   | 0.20%             | 2037-03-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| MF1 2024-FL15 LLC                                                                      | MF1 2024-FL15 LLC                                                                      | CUSIP: 58003MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $349999.02    | 0.04%             | 2041-08-18      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS11                                              | Morgan Stanley Capital I Trust 2016-UBS11                                              | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13894454 | PA      | $42119.65     | 0.00%             | 2049-08-17      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| nCino OpCo, Inc.                                                                       | nCino OpCo, Inc.                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |    143982 | NS      | $3691698.48   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Octagon Investment Partners 40 Ltd.                                                    | Octagon Investment Partners 40 Ltd.                                                    | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $897690.00    | 0.09%             | 2035-01-20      | Floating      | 11.15%                | No            | 2                  | On Loan: No      |
| Aldel Financial II Inc.                                                                | Aldel Financial II Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13907 | NS      | $5701.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                                  | Axiom Intelligence Acquisition Corp 1                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8014 | NS      | $1682.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bluerock Acquisition Corp.                                                             | Bluerock Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11380 | NS      | $113800.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Greenbrier Companies, Inc. , The                                                       | Greenbrier Companies, Inc. , The                                                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |     -5420 | NS      | $-253330.80   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Investments I Limited                                                             | Jazz Investments I Limited                                                             | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926000 | PA      | $1073095.10   | 0.11%             | 2026-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Lennox International Inc.                                                              | Lennox International Inc.                                                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      5391 | NS      | $2617761.78   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International, Inc.                                                           | Marriott International, Inc.                                                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2203 | NS      | $683458.72    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nintendo Co., Ltd.                                                                     | Nintendo Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |      4254 | NS      | $287585.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                          | Velocity Commercial Capital Loan Trust 2019-1                                          | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178243 | PA      | $152064.83    | 0.02%             | 2027-08-25      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Xometry, Inc.                                                                          | Xometry, Inc.                                                                          | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |    -24951 | NS      | $-1483835.97  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1480429.98   | 0.15%             | 2027-01-23      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| BX Trust 2019-OC11                                                                     | BX Trust 2019-OC11                                                                     | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $156845.62    | 0.02%             | 2029-12-11      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| Brighthouse Financial, Inc.                                                            | Brighthouse Financial, Inc.                                                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       719 | NS      | $46584.01     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cascade MH Asset Trust 2019-MH1                                                        | Cascade MH Asset Trust 2019-MH1                                                        | CUSIP: 14732FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $3935469.05   | 0.41%             | 2044-11-25      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     35506 | NS      | $3605989.36   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B6XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3363424 | PA      | $159677.23    | 0.02%             | 2031-02-25      | Variable      | 1.28%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BCJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3130054 | PA      | $497997.54    | 0.05%             | 2050-11-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  11968494 | PA      | $210456.40    | 0.02%             | 2031-11-25      | Variable      | 0.53%                 | No            | 2                  | On Loan: No      |
| Galaxy Digital Holdings LP                                                             | Galaxy Digital Holdings LP                                                             | CUSIP: 36317GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1335600.00   | 0.14%             | 2026-12-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382J4E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3838475 | PA      | $578975.61    | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7821179 | PA      | $52624.02     | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383V3N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3515490 | PA      | $524312.86    | 0.05%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Guardant Health, Inc.                                                                  | Guardant Health, Inc.                                                                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |     -9503 | NS      | $-970636.42   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| MF1 2025-FL17 LLC                                                                      | MF1 2025-FL17 LLC                                                                      | CUSIP: 55287HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $398567.04    | 0.04%             | 2040-02-21      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| Minera Andes Inc.                                                                      | Minera Andes Inc.                                                                      | CUSIP: 58039PAA5<br>LEI: 5493000FX50GEWAF3U70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $214618.80    | 0.02%             | 2030-08-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MoneyGram International, Inc.                                                          | MoneyGram International, Inc.                                                          | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    268000 | PA      | $183580.00    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Q2 Holdings, Inc.                                                                      | Q2 Holdings, Inc.                                                                      | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |      -569 | NS      | $-41059.04    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings, Inc.                                                                      | Q2 Holdings, Inc.                                                                      | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183342.14    | 0.02%             | 2026-06-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Penguin Solutions, Inc.                                                                | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAE4<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1004833.20   | 0.10%             | 2030-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Vishay Intertechnology, Inc.                                                           | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165831.23    | 0.02%             | 2030-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Aldel Financial II Inc.                                                                | Aldel Financial II Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     59091 | NS      | $621046.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Keen Vision Acquisition Corporation                                                    | Keen Vision Acquisition Corporation                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26898 | NS      | $1371.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp.                                                               | Cayson Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6797 | NS      | $1549.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Copley Acquisition Corp.                                                               | Copley Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     43367 | NS      | $441909.73    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch Two Acquisition Corp.                                                           | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5955 | NS      | $1878.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lealand Finance Company B.V.                                                           | Lealand Finance Company B.V.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    179591 | PA      | $151754.33    | 0.02%             | 2026-03-30      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Emmis Acquisition Corp.                                                                | Emmis Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7983 | NS      | $1209.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FIGX Capital Acquisition Corp.                                                         | FIGX Capital Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3895 | NS      | $39573.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Launchpad Cadenza Acquisition Corp.                                                    | Launchpad Cadenza Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16308 | NS      | $162753.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp.                                                        | Mountain Lake Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     40349 | NS      | $419629.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp.                                                        | Mountain Lake Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33195 | NS      | $7966.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Astra Acquisition Corp.                                                                | Astra Acquisition Corp.                                                                | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    404875 | PA      | $40.49        | 0.00%             | 2029-10-22      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CommVault Systems, Inc.                                                                | CommVault Systems, Inc.                                                                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Short            | EC               | CORP              | US        |      -788 | NS      | $-98783.68    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Companies, Inc., The                                                            | Cooper Companies, Inc., The                                                            | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     25364 | NS      | $2078833.44   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| DigitalOcean Holdings, Inc.                                                            | DigitalOcean Holdings, Inc.                                                            | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    193000 | PA      | $272232.29    | 0.03%             | 2030-08-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137F95L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   4190165 | PA      | $662493.96    | 0.07%             | 2051-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H1F76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3522834 | PA      | $596401.03    | 0.06%             | 2051-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| H World Group Limited                                                                  | H World Group Limited                                                                  | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |    -30888 | NS      | $-1453280.40  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital, Inc.                                                                     | InterDigital, Inc.                                                                     | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |   2083000 | PA      | $8632285.28   | 0.90%             | 2027-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | DBT              | CORP              | US        |    -37000 | PA      | $-36730.34    | -0.00%            | 2030-09-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                        | Stichting Administratiekantoor Unigel Creditors                                        | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Realreal, Inc. , The                                                                   | Realreal, Inc. , The                                                                   | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Short            | EC               | CORP              | US        |    -50886 | NS      | $-802981.08   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| ABIOMED, Inc.                                                                          | ABIOMED, Inc.                                                                          | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |      2237 | NS      | $3579.20      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Bank5 2024-5YR9                                                                        | Bank5 2024-5YR9                                                                        | CUSIP: 06644VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $294569.96    | 0.03%             | 2029-09-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cohu, Inc.                                                                             | Cohu, Inc.                                                                             | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Short            | EC               | CORP              | US        |     -2518 | NS      | $-58593.86    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Confluent, Inc.                                                                        | Confluent, Inc.                                                                        | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     49939 | NS      | $1510155.36   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AJR89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2323131 | PA      | $237117.35    | 0.02%             | 2041-12-15      | Floating      | 1.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137HLVU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2758833 | PA      | $502923.04    | 0.05%             | 2051-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383TNP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1277130 | PA      | $197982.36    | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                            | HA Sustainable Infrastructure Capital, Inc.                                            | CUSIP: 41068X100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2469 | NS      | $-77600.67    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc.                                                            | LPL Financial Holdings Inc.                                                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     10051 | NS      | $3589915.67   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Lehman Mortgage Trust 2006-5                                                           | Lehman Mortgage Trust 2006-5                                                           | CUSIP: 52520TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659908 | PA      | $218696.38    | 0.02%             | 2036-09-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Open Doors Technology Inc.                                                             | Open Doors Technology Inc.                                                             | CUSIP: 683712137<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |        72 | NS      | $37.46        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty Group Holdings, Inc.                                                    | Ryan Specialty Group Holdings, Inc.                                                    | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48941 | NS      | $2526823.83   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corporation, The                                                        | Charles Schwab Corporation, The                                                        | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32304.01     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    755000 | PA      | $670464.16    | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TEGNA Inc.                                                                             | TEGNA Inc.                                                                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     59494 | NS      | $1154778.54   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -2006000 | PA      | $-2014222.39  | -0.21%            | 2027-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                    | Upstart Securitization Trust 2021-4                                                    | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76920 | PA      | $76716.94     | 0.01%             | 2031-09-20      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Drugs Made In America Acquisition Corp.                                                | Drugs Made In America Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25066 | NS      | $259934.42    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gores Holdings X, Inc.                                                                 | Gores Holdings X, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     23478 | NS      | $241588.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Newbury Street Acquisition Corporation                                                 | Newbury Street Acquisition Corporation                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     41044 | NS      | $429320.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Pegasus Acquisition Corp.                                                       | Silver Pegasus Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5718 | NS      | $59410.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tavia Acquisition Corp                                                                 | Tavia Acquisition Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     33712 | NS      | $351953.28    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies, Inc.                                                               | Lumen Technologies, Inc.                                                               | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994916 | PA      | $988697.54    | 0.10%             | 2029-04-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Lealand Reficar Term Loan                                                              | Lealand Reficar Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4355 | PA      | $3832.17      | 0.00%             | 2027-06-30      | Floating      | 12.09%                | No            | 2                  | On Loan: No      |
| Best Buy Co., Inc.                                                                     | Best Buy Co., Inc.                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               | CORP              | US        |    -52282 | NS      | $-3499234.26  | -0.36%            |  |  |  | No            | 1                  | On Loan: No      |
| Cheesecake Factory Incorporated, The                                                   | Cheesecake Factory Incorporated, The                                                   | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    510000 | PA      | $498832.02    | 0.05%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| DigitalOcean Holdings, Inc.                                                            | DigitalOcean Holdings, Inc.                                                            | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249265.64    | 0.03%             | 2026-12-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| FS Rialto 2024-FL9 Issuer, LLC                                                         | FS Rialto 2024-FL9 Issuer, LLC                                                         | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $293521.26    | 0.03%             | 2039-10-19      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3381815 | PA      | $161765.74    | 0.02%             | 2031-03-25      | Variable      | 1.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382UAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5294779 | PA      | $69752.36     | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. , The                                                                 | Home Depot, Inc. , The                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |    -13605 | NS      | $-4681480.50  | -0.49%            |  |  |  | No            | 1                  | On Loan: No      |
| IREN Limited                                                                           | IREN Limited                                                                           | CUSIP: 46270CAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $2345588.73   | 0.24%             | 2030-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 530715AG6<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $70882.92     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                                            | Novartis AG                                                                            | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     51389 | NS      | $7085001.43   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack, Inc.                                                                      | Shake Shack, Inc.                                                                      | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     92000 | PA      | $86638.70     | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Snowflake Inc.                                                                         | Snowflake Inc.                                                                         | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    138000 | PA      | $204645.72    | 0.02%             | 2027-10-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Zalatoris Acquisition Escrow                                                           | Zalatoris Acquisition Escrow                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12634 | NS      | $0.01         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -2006000 | PA      | $-2018245.03  | -0.21%            | 2027-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2024-7                                                      | Verus Securitization Trust 2024-7                                                      | CUSIP: 924925AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1266233.75   | 0.13%             | 2069-09-25      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Vertex, Inc.                                                                           | Vertex, Inc.                                                                           | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1233474.44   | 0.13%             | 2029-05-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Artius II Acquisition Inc.                                                             | Artius II Acquisition Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     51976 | NS      | $535352.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Legato Merger Corp.                                                                    | Legato Merger Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25813 | NS      | $280845.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Investment Corp I                                                               | Origin Investment Corp I                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20493 | NS      | $207799.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Digital Corporation                                                            | Applied Digital Corporation                                                            | CUSIP: 038169207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -113801 | NS      | $-2790400.52  | -0.29%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LPN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4061497 | PA      | $603681.08    | 0.06%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4587932 | PA      | $119617.03    | 0.01%             | 2051-09-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Gesher Acquisition Corp. II                                                            | Gesher Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5456 | NS      | $1909.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| K&F Growth Acquisition Corp. II                                                        | K&F Growth Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11324 | NS      | $1811.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LightWave Acquisition Corp.                                                            | LightWave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     34056 | NS      | $342262.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices, Inc.                                                                   | Analog Devices, Inc.                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     11314 | NS      | $3068356.80   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BBCMS Trust 2018-CBM                                                                   | BBCMS Trust 2018-CBM                                                                   | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $81959.34     | 0.01%             | 2037-07-15      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| BigBear.ai Holdings, LLC                                                               | BigBear.ai Holdings, LLC                                                               | CUSIP: 08975BAC3<br>LEI: 549300XGCF2ELN28CS63 | Long             | DBT              | CORP              | US        |    212000 | PA      | $351701.64    | 0.04%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Blackline, Inc.                                                                        | Blackline, Inc.                                                                        | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |     -1607 | NS      | $-88851.03    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                               | CSAIL 2019-C16 Commercial Mortgage Trust                                               | CUSIP: 12596WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $326374.06    | 0.03%             | 2029-06-15      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| Cipher Mining Inc.                                                                     | Cipher Mining Inc.                                                                     | CUSIP: 17253JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $1628176.68   | 0.17%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4441608 | PA      | $219945.75    | 0.02%             | 2063-04-16      | Variable      | 0.72%                 | No            | 2                  | On Loan: No      |
| Kite Realty Group, L.P.                                                                | Kite Realty Group, L.P.                                                                | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107668.99    | 0.01%             | 2027-04-01      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Pharming Group N.V.                                                                    | Pharming Group N.V.                                                                    | CUSIP: N/A<br>LEI: 724500DCJ9MPG74JEH91       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $650576.61    | 0.07%             | 2029-04-25      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ChampionsGate Acquisition Corp.                                                        | ChampionsGate Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2747 | NS      | $27827.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NMP Acquisition Corp.                                                                  | NMP Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22992 | NS      | $230379.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lealand Finance Company B.V.                                                           | Lealand Finance Company B.V.                                                           | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5451 | PA      | $4524.05      | 0.00%             | 2027-06-30      | Floating      | 7.03%                 | No            | 3                  | On Loan: No      |
| Magnum Ice Cream Company B.V., The                                                     | Magnum Ice Cream Company B.V., The                                                     | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |      9503 | NS      | $150622.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IREN Limited                                                                           | IREN Limited                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | AU        |   -243962 | NS      | $-9214444.74  | -0.96%            |  |  |  | No            | 1                  | On Loan: No      |
| Ascendis Pharma A/S                                                                    | Ascendis Pharma A/S                                                                    | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | US        |     26000 | PA      | $36814.18     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31422MSD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3520977 | PA      | $576701.22    | 0.06%             | 2047-09-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382HKF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2721963 | PA      | $345848.05    | 0.04%             | 2050-08-20      | Floating      | 2.40%                 | No            | 2                  | On Loan: No      |
| Guardant Health, Inc.                                                                  | Guardant Health, Inc.                                                                  | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2604477.60   | 0.27%             | 2027-11-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| ACCO Brands Corporation                                                                | ACCO Brands Corporation                                                                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Short            | EC               | CORP              | US        |   -199720 | NS      | $-744955.60   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank5 2025-5YR16                                                                       | Bank5 2025-5YR16                                                                       | CUSIP: 05494RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3833000 | PA      | $312053.73    | 0.03%             | 2058-12-17      | Variable      | 1.80%                 | No            | 2                  | On Loan: No      |
| Bank 2019-BNK17                                                                        | Bank 2019-BNK17                                                                        | CUSIP: 065403AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1978000 | PA      | $76781.61     | 0.01%             | 2052-04-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Cadence Bank                                                                           | Cadence Bank                                                                           | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     15394 | NS      | $659478.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Gol Finance LLP                                                                        | Gol Finance LLP                                                                        | CUSIP: 36254VAN8<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | US        |    357040 | PA      | $366076.68    | 0.04%             | 2030-06-05      | Fixed         | 14.38%                | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1445591 | PA      | $100529.89    | 0.01%             | 2065-04-16      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383UVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3728347 | PA      | $534107.39    | 0.06%             | 2052-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intuit Inc.                                                                            | Intuit Inc.                                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3841 | NS      | $2544355.22   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis, Inc.                                                                       | Ziff Davis, Inc.                                                                       | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1436315.97   | 0.15%             | 2028-03-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Ready Capital Mortgage Financing 2021-FL7, LLC                                         | Ready Capital Mortgage Financing 2021-FL7, LLC                                         | CUSIP: 75575WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $297778.08    | 0.03%             | 2036-11-25      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| GigCapital7 Corp.                                                                      | GigCapital7 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15654 | NS      | $164993.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Acquisition Corp. I                                                          | Perimeter Acquisition Corp. I                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6861 | NS      | $73138.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                                  | GS Mortgage Securities Trust 2018-GS9                                                  | CUSIP: 36255NAA3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $834611.90    | 0.09%             | 2028-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oi S.A. - Em Recuperacao Judicial                                                      | Oi S.A. - Em Recuperacao Judicial                                                      | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |      8910 | NS      | $98.01        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Dune Acquisition Corp. II                                                              | Dune Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     32361 | NS      | $329758.59    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp II                                                             | Sizzle Acquisition Corp II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     76210 | NS      | $774293.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Unigel Luxembourg S.A.                                                                 | Unigel Luxembourg S.A.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     62116 | PA      | $42884.89     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| A10 Networks, Inc.                                                                     | A10 Networks, Inc.                                                                     | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94887.88     | 0.01%             | 2030-04-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                                                        | Amphastar Pharmaceuticals, Inc.                                                        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |      -474 | NS      | $-12693.72    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                         | BBCMS Mortgage Trust 2024-5C27                                                         | CUSIP: 05555FAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3110000 | PA      | $262348.09    | 0.03%             | 2057-07-17      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| Bank5 2025-5YR17                                                                       | Bank5 2025-5YR17                                                                       | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277000 | PA      | $277659.48    | 0.03%             | 2030-10-18      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Core Scientific, Inc.                                                                  | Core Scientific, Inc.                                                                  | CUSIP: 21874AAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $2371710.50   | 0.25%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BJRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3353703 | PA      | $561913.34    | 0.06%             | 2051-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137BWNK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119115 | PA      | $70067.56     | 0.01%             | 2042-12-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| iLearningEngines, Inc.                                                                 | iLearningEngines, Inc.                                                                 | CUSIP: 45175Q114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13614 | NS      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347000 | PA      | $2422.34      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| PRKCM 2022-AFC2 Trust                                                                  | PRKCM 2022-AFC2 Trust                                                                  | CUSIP: 69377TAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999262.20   | 0.21%             | 2026-08-25      | Variable      | 6.11%                 | No            | 2                  | On Loan: No      |
| Samsung C&T Corporation                                                                | Samsung C&T Corporation                                                                | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |      5800 | NS      | $960172.77    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown Reserve Acquisition Corp. I                                                      | Crown Reserve Acquisition Corp. I                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11374 | NS      | $114763.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Space Acquisition II Corp.                                                     | Horizon Space Acquisition II Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     21004 | NS      | $221382.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Acquisition Corp.                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     57960 | NS      | $618433.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Celsius Holdings, Inc.                                                                 | Celsius Holdings, Inc.                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67123 | NS      | $3070206.02   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Mining Inc.                                                                     | Cipher Mining Inc.                                                                     | CUSIP: 17253JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $879512.20    | 0.09%             | 2031-10-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Electronic Arts Inc.                                                                   | Electronic Arts Inc.                                                                   | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     32256 | NS      | $6590868.48   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B5NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   7724816 | PA      | $126996.75    | 0.01%             | 2029-06-25      | Variable      | 0.56%                 | No            | 2                  | On Loan: No      |
| Five9, Inc.                                                                            | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -268 | NS      | $-5373.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-NQM6                                          | GS Mortgage-Backed Securities Trust 2025-NQM6                                          | CUSIP: 362933AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998240.60    | 0.10%             | 2066-02-25      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380XJ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    160151 | PA      | $18825.07     | 0.00%             | 2048-07-20      | Floating      | 2.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4155603 | PA      | $633787.64    | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Masco Corporation                                                                      | Masco Corporation                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |    -22508 | NS      | $-1428357.68  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Rohto Pharmaceutical Co., Ltd.                                                         | Rohto Pharmaceutical Co., Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      9100 | NS      | $152744.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    708000 | PA      | $688503.10    | 0.07%             | 2027-10-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Trip.com Group Limited                                                                 | Trip.com Group Limited                                                                 | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |    -23066 | NS      | $-1658676.06  | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc.                                                                              | Visa Inc.                                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     36878 | NS      | $12933483.38  | 1.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Watts Water Technologies, Inc.                                                         | Watts Water Technologies, Inc.                                                         | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     11655 | NS      | $3217013.10   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Adyen N.V.                                                                             | Adyen N.V.                                                                             | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |      4264 | NS      | $6879876.03   | 0.71%             |  |  |  | Yes           | 2                  | On Loan: No      |
| A Paradise Acquisition Corp.                                                           | A Paradise Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     51773 | NS      | $520318.65    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners V, Inc.                                                         | Cantor Equity Partners V, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20470 | NS      | $209817.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp IX                                                              | Churchill Capital Corp IX                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3570 | NS      | $37949.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                                                           | LivaNova PLC                                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Short            | EC               | CORP              | GB        |    -12372 | NS      | $-761249.16   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Acquisition Corp V                                                            | Live Oak Acquisition Corp V                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4918 | NS      | $4844.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ProCap Acquisition Corp                                                                | ProCap Acquisition Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3164 | NS      | $32399.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIM Acquisition Corp. I                                                                | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23234 | NS      | $5004.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxeon Solar Technologies, Ltd.                                                        | Maxeon Solar Technologies, Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     81000 | NS      | $0.08         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    834000 | PA      | $821133.05    | 0.09%             | 2029-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Avantor, Inc.                                                                          | Avantor, Inc.                                                                          | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |     22543 | NS      | $258342.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgebio Pharma, Inc.                                                                 | Bridgebio Pharma, Inc.                                                                 | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $2763505.26   | 0.29%             | 2027-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HY3                                               | CHL Mortgage Pass-Through Trust 2007-HY3                                               | CUSIP: 17025JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945454 | PA      | $439727.10    | 0.05%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Coinbase Global, Inc.                                                                  | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38184.74     | 0.00%             | 2030-04-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| DK Crown Holdings Inc.                                                                 | DK Crown Holdings Inc.                                                                 | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1161259.98   | 0.12%             | 2028-03-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BKJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3971834 | PA      | $634746.81    | 0.07%             | 2050-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Five9, Inc.                                                                            | Five9, Inc.                                                                            | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1339467.59   | 0.14%             | 2029-03-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2021-GSA3                                                 | GS Mortgage Securities Trust 2021-GSA3                                                 | CUSIP: 36263UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3608000 | PA      | $257025.26    | 0.03%             | 2054-12-17      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| Haemonetics Corporation                                                                | Haemonetics Corporation                                                                | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |    368000 | PA      | $382123.84    | 0.04%             | 2029-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Milos CLO, Ltd.                                                                        | Milos CLO, Ltd.                                                                        | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493426.50    | 0.05%             | 2030-10-21      | Floating      | 10.30%                | No            | 2                  | On Loan: No      |
| Mirion Technologies (US), Inc.                                                         | Mirion Technologies (US), Inc.                                                         | CUSIP: 60471AAA9<br>LEI: 549300EBD5JHM14L3R48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $309327.50    | 0.03%             | 2030-06-01      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                        | Old Dominion Freight Line, Inc.                                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     13887 | NS      | $2177481.60   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Operadora de Servicios Mega SA de CV SOFOM ER.                                         | Operadora de Servicios Mega SA de CV SOFOM ER.                                         | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $50000.00     | 0.01%             | 2027-12-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Tevogen Bio Holdings Inc.                                                              | Tevogen Bio Holdings Inc.                                                              | CUSIP: 88165K119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3940 | NS      | $166.27       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trip.com Group Limited                                                                 | Trip.com Group Limited                                                                 | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2523793.96   | 0.26%             | 2029-06-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2024-5                                                      | Verus Securitization Trust 2024-5                                                      | CUSIP: 92540HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1264288.63   | 0.13%             | 2069-06-25      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Flight Centre Travel Group Limited                                                     | Flight Centre Travel Group Limited                                                     | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $137707.68    | 0.01%             | 2027-11-17      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Drugs Made In America Acquisition Corp.                                                | Drugs Made In America Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25066 | NS      | $3957.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dune Acquisition Corp. II                                                              | Dune Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21842 | NS      | $5602.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gesher Acquisition Corp. II                                                            | Gesher Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10912 | NS      | $111738.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Valley Acquisition Corp.                                                       | Silicon Valley Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8137 | NS      | $80922.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar V Capital Corp.                                                                | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9063 | NS      | $93892.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank 2025-BNK51                                                                        | Bank 2025-BNK51                                                                        | CUSIP: 06541HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $313159.87    | 0.03%             | 2067-12-16      | Variable      | 2.13%                 | No            | 2                  | On Loan: No      |
| CONMED Corporation                                                                     | CONMED Corporation                                                                     | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2260867.03   | 0.23%             | 2027-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| FG Merger II Corp.                                                                     | FG Merger II Corp.                                                                     | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12454 | NS      | $125038.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corporation                                                                | Haemonetics Corporation                                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |     -1549 | NS      | $-124152.35   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hims & Hers Health, Inc.                                                               | Hims & Hers Health, Inc.                                                               | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Short            | EC               | CORP              | US        |     -1034 | NS      | $-33573.98    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings, Inc.                                                                | Lantheus Holdings, Inc.                                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |     -1582 | NS      | $-105282.10   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Pagaya Us Holding Company LLC                                                          | Pagaya Us Holding Company LLC                                                          | CUSIP: 69549FAB5<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |    682000 | PA      | $1176552.30   | 0.12%             | 2029-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -34521 | NS      | $-1010429.67  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1407000 | PA      | $-1412122.32  | -0.15%            | 2027-04-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |    -48288 | NS      | $-4848598.08  | -0.50%            |  |  |  | No            | 1                  | On Loan: No      |
| Akouos, Inc.                                                                           | Akouos, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     14398 | NS      | $7199.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Premium Brands Holdings Corporation                                                    | Premium Brands Holdings Corporation                                                    | CUSIP: 74061AAM0<br>LEI: 529900F5EXPGUY8WV366 | Long             | DBT              | CORP              | CA        |    331000 | PA      | $241639.28    | 0.03%             | 2032-12-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BEST SPAC I Acquisition Corp.                                                          | BEST SPAC I Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      2288 | NS      | $345.49       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                                                    | Norwegian Cruise Line Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |    -31776 | NS      | $-709240.32   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Public Limited Company                                                 | TE Connectivity Public Limited Company                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     10416 | NS      | $2369744.16   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-Fl1, Ltd.                               | Arbor Realty Commercial Real Estate Notes 2022-Fl1, Ltd.                               | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350437.36    | 0.04%             | 2037-01-15      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| DOLP Trust 2021-NYC                                                                    | DOLP Trust 2021-NYC                                                                    | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $286747.09    | 0.03%             | 2031-05-12      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380Q2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  21038987 | PA      | $626835.57    | 0.07%             | 2071-05-20      | Variable      | 0.03%                 | No            | 2                  | On Loan: No      |
| Inotiv, Inc.                                                                           | Inotiv, Inc.                                                                           | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |    -53245 | NS      | $-29929.01    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gores Holdings X, Inc.                                                                 | Gores Holdings X, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5869 | NS      | $3995.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viking Acquisition Corp. I                                                             | Viking Acquisition Corp. I                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3416 | NS      | $34228.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corporation                                                                  | Air Lease Corporation                                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     15739 | NS      | $1010915.97   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CF 2019-CF2 Mortgage Trust                                                             | CF 2019-CF2 Mortgage Trust                                                             | CUSIP: 12528YAR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3079600 | PA      | $87924.43     | 0.01%             | 2052-11-18      | Variable      | 0.89%                 | No            | 2                  | On Loan: No      |
| IREN Limited                                                                           | IREN Limited                                                                           | CUSIP: 46270CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $27523.23     | 0.00%             | 2031-07-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                            | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161523 | PA      | $153619.17    | 0.02%             | 2030-10-15      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| Hirose Electric Co., Ltd.                                                              | Hirose Electric Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4500 | NS      | $498061.72    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4           | Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4           | CUSIP: 65535VSF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6542431 | PA      | $624179.99    | 0.06%             | 2036-02-25      | Floating      | 0.57%                 | No            | 2                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47575.36     | 0.00%             | 2030-01-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Parsons Corporation                                                                    | Parsons Corporation                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    564000 | PA      | $575155.92    | 0.06%             | 2029-03-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| STWD 2021-FL2, Ltd.                                                                    | STWD 2021-FL2, Ltd.                                                                    | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299566.89    | 0.03%             | 2038-04-16      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Unity Software Inc.                                                                    | Unity Software Inc.                                                                    | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    667000 | PA      | $640159.92    | 0.07%             | 2026-11-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Zscaler, Inc.                                                                          | Zscaler, Inc.                                                                          | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    294000 | PA      | $274358.15    | 0.03%             | 2028-07-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Lionheart Holdings                                                                     | Lionheart Holdings                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18316 | NS      | $195614.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| McDermott International, Ltd.                                                          | McDermott International, Ltd.                                                          | CUSIP: N/A<br>LEI: ZAKWBIG8QLOPMZ888610       | Long             | EC               | CORP              | BM        |     30179 | NS      | $629232.15    | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| Sizzle Acquisition Corp II                                                             | Sizzle Acquisition Corp II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     50363 | NS      | $8058.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tavia Acquisition Corp                                                                 | Tavia Acquisition Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     19275 | NS      | $4034.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Ventures Acquisition III Corp                                                    | Texas Ventures Acquisition III Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9978 | NS      | $106265.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.Com Ltd.                                                                           | Wix.Com Ltd.                                                                           | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Short            | EC               | CORP              | IL        |      -113 | NS      | $-11739.57    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apidos CLO XXIV                                                                        | Apidos CLO XXIV                                                                        | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501372.00    | 0.05%             | 2030-10-21      | Floating      | 9.95%                 | No            | 2                  | On Loan: No      |
| Coeur Mining, Inc.                                                                     | Coeur Mining, Inc.                                                                     | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |    -40471 | NS      | $-721597.93   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BCUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   6521222 | PA      | $246748.70    | 0.03%             | 2050-11-25      | Floating      | 0.23%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BFYG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3776304 | PA      | $597779.55    | 0.06%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BRH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3862974 | PA      | $622260.24    | 0.06%             | 2050-11-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H4VE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   1962299 | PA      | $393283.60    | 0.04%             | 2051-07-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nutanix, Inc.                                                                          | Nutanix, Inc.                                                                          | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |     -6711 | NS      | $-346891.59   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| OSI Systems, Inc.                                                                      | OSI Systems, Inc.                                                                      | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |      -846 | NS      | $-215780.76   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corporation                                                                     | Oracle Corporation                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     72939 | NS      | $14216540.49  | 1.48%             |  |  |  | No            | 1                  | On Loan: No      |
| SG Residential Mortgage Trust 2021-2                                                   | SG Residential Mortgage Trust 2021-2                                                   | CUSIP: 78432YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4191000 | PA      | $2809507.68   | 0.29%             | 2061-12-25      | Variable      | 3.93%                 | No            | 2                  | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                        | Stichting Administratiekantoor Unigel Creditors                                        | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Vizsla Silver Corp.                                                                    | Vizsla Silver Corp.                                                                    | CUSIP: 92859GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $96103.80     | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Eurofins Scientific SE                                                                 | Eurofins Scientific SE                                                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |     14407 | NS      | $1054783.17   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Archimedes Tech Spac Partners II Co.                                                   | Archimedes Tech Spac Partners II Co.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     43422 | NS      | $449851.92    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Translational Development Acquisition Corp.                                            | Translational Development Acquisition Corp.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9019 | NS      | $94609.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vision Solutions, Inc.                                                                 | Vision Solutions, Inc.                                                                 | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32000 | PA      | $29624.03     | 0.00%             | 2028-04-24      | Floating      | 8.10%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                          | Alphabet Inc.                                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     83540 | NS      | $26148020.00  | 2.72%             |  |  |  | No            | 1                  | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                            | DBC 2025-DBC Mortgage Trust                                                            | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $190000.25    | 0.02%             | 2027-11-15      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| DexCom, Inc.                                                                           | DexCom, Inc.                                                                           | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1053967.25   | 0.11%             | 2028-05-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383L7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    569355 | PA      | $94629.80     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Irhythm Technologies, Inc.                                                             | Irhythm Technologies, Inc.                                                             | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |    110000 | PA      | $152315.90    | 0.02%             | 2029-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| LeMaitre Vascular, Inc.                                                                | LeMaitre Vascular, Inc.                                                                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |     -1044 | NS      | $-84668.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236181.72    | 0.02%             | 2027-09-01      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                                                        | Amphastar Pharmaceuticals, Inc.                                                        | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84334.10     | 0.01%             | 2029-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                                         | Collegium Pharmaceutical, Inc.                                                         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |     -4016 | NS      | $-185940.80   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BH7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3950243 | PA      | $616664.58    | 0.06%             | 2051-06-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H2V92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3179978 | PA      | $554902.40    | 0.06%             | 2050-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31424UNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  14010468 | PA      | $736407.00    | 0.08%             | 2037-05-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fortuna Mining Corp.                                                                   | Fortuna Mining Corp.                                                                   | CUSIP: 349942102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |    -72329 | NS      | $-709547.49   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Digital Inc.                                                                    | Galaxy Digital Inc.                                                                    | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Short            | EC               | CORP              | US        |    -56488 | NS      | $-1263071.68  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| GameStop Corp.                                                                         | GameStop Corp.                                                                         | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       903 | NS      | $2718.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1874197 | PA      | $77807.48     | 0.01%             | 2048-08-20      | Floating      | 0.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381JZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   9556316 | PA      | $412179.21    | 0.04%             | 2063-09-16      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4170320 | PA      | $605110.48    | 0.06%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 531229AP7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1897000 | PA      | $1901078.55   | 0.20%             | 2028-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corporation                                                           | Norfolk Southern Corporation                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     19645 | NS      | $5671904.40   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers, Inc.                                                                    | Toll Brothers, Inc.                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               | CORP              | US        |    -14262 | NS      | $-1928507.64  | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group, Inc.                                                                | TransMedics Group, Inc.                                                                | CUSIP: 89377M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8528 | NS      | $-1037431.20  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382MRU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3048869 | PA      | $585530.77    | 0.06%             | 2050-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38384KHG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3795884 | PA      | $547207.44    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc.                                                                            | Zoetis Inc.                                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |      -418 | NS      | $-52592.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Era Acquisition Corp I                                                           | Fifth Era Acquisition Corp I                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3949 | NS      | $40477.25     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corporation                                                          | Liberty Broadband Corporation                                                          | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     29254 | NS      | $1412383.12   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 530715AL5<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $147566.03    | 0.02%             | 2030-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NetApp, Inc.                                                                           | NetApp, Inc.                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |    -61712 | NS      | $-6608738.08  | -0.69%            |  |  |  | No            | 1                  | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                  | Octagon Investment Partners XVI, Ltd.                                                  | CUSIP: 67590DAG1<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $436575.00    | 0.05%             | 2030-07-17      | Floating      | 9.89%                 | No            | 2                  | On Loan: No      |
| Open Doors Technology Inc.                                                             | Open Doors Technology Inc.                                                             | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |    171000 | PA      | $665020.71    | 0.07%             | 2030-05-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1075000 | PA      | $-1080139.47  | -0.11%            | 2027-03-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| 1RT Acquisition Corp.                                                                  | 1RT Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       755 | NS      | $7821.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Upstart Holdings, Inc.                                                                 | Upstart Holdings, Inc.                                                                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |     -9362 | NS      | $-409400.26   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Workiva Inc.                                                                           | Workiva Inc.                                                                           | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88317.18     | 0.01%             | 2028-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bitdeer Technologies Group                                                             | Bitdeer Technologies Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | KY        |    -16668 | NS      | $-186848.28   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| WCM Partners Fund                                                                      | WCM Partners Fund                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  81497297 | NS      | $113908201.20 | 11.83%            |  |  |  | Yes           | N/A                | On Loan: No      |
| Bitdeer Technologies Group                                                             | Bitdeer Technologies Group                                                             | CUSIP: 09175RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $389643.08    | 0.04%             | 2031-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Chenango Park CLO, Ltd.                                                                | Chenango Park CLO, Ltd.                                                                | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986253.00    | 0.10%             | 2030-04-15      | Floating      | 9.97%                 | No            | 2                  | On Loan: No      |
| ETSY, Inc.                                                                             | ETSY, Inc.                                                                             | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $1917431.65   | 0.20%             | 2028-06-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137FXLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2223518 | PA      | $361658.69    | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                       | Vantage Data Centers Issuer, LLC                                                       | CUSIP: 92212KAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498873.10    | 0.05%             | 2055-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                  | Wells Fargo & Company                                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      6239 | NS      | $581474.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AI Infrastructure Acquisition Corp.                                                    | AI Infrastructure Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12080 | NS      | $120075.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSLM Digital Asset Acquisition Corp III Ltd.                                           | CSLM Digital Asset Acquisition Corp III Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18225 | NS      | $181338.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GP-Act III Acquisition Corp.                                                           | GP-Act III Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     21787 | NS      | $233120.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| McKinley Acquisition Corporation                                                       | McKinley Acquisition Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4582 | NS      | $46094.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BMO 2025-5C12 Mortgage Trust                                                           | BMO 2025-5C12 Mortgage Trust                                                           | CUSIP: 09663VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2643000 | PA      | $238035.98    | 0.02%             | 2058-10-15      | Variable      | 2.06%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                           | Bristol-Myers Squibb Company                                                           | CUSIP: 110122157<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25297 | NS      | $25297.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CommVault Systems, Inc.                                                                | CommVault Systems, Inc.                                                                | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |    367000 | PA      | $326125.01    | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137HAQA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   4806192 | PA      | $491611.47    | 0.05%             | 2042-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC28                                                 | GS Mortgage Securities Trust 2015-GC28                                                 | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    337028 | PA      | $339740.21    | 0.04%             | 2048-02-12      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381LVJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7776905 | PA      | $601453.36    | 0.06%             | 2065-12-16      | Variable      | 1.08%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17700000 | PA      | $17664796.47  | 1.84%             | 2026-01-22      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Vanguard S&P 500 Growth ETF                                                            | Vanguard S&P 500 Growth ETF                                                            | CUSIP: 921932505<br>LEI: N/A                  | Short            | EC               | RF                | US        |      -257 | NS      | $-114259.63   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C65                                         | Wells Fargo Commercial Mortgage Trust 2025-C65                                         | CUSIP: 95004WAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1580000 | PA      | $273110.27    | 0.03%             | 2058-10-18      | Variable      | 2.31%                 | No            | 2                  | On Loan: No      |
| LightWave Acquisition Corp.                                                            | LightWave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11320 | NS      | $2156.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly, Inc.                                                                           | Fastly, Inc.                                                                           | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89993.20     | 0.01%             | 2030-12-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380YTQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1216607 | PA      | $132461.43    | 0.01%             | 2048-08-20      | Floating      | 2.40%                 | No            | 2                  | On Loan: No      |
| Granite Construction Incorporated                                                      | Granite Construction Incorporated                                                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Short            | EC               | CORP              | US        |    -19683 | NS      | $-2270434.05  | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| JNL Government Money Market Fund                                                       | JNL Government Money Market Fund                                                       | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 235011993 | NS      | $235011993.40 | 24.42%            |  |  |  | No            | 1                  | On Loan: No      |
| Minera Andes Inc.                                                                      | Minera Andes Inc.                                                                      | CUSIP: 58039P305<br>LEI: 5493000FX50GEWAF3U70 | Short            | EC               | CORP              | US        |     -8729 | NS      | $-161573.79   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Holcim AG                                                                              | Holcim AG                                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      7459 | NS      | $726810.28    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Silvercorp Metals Inc.                                                                 | Silvercorp Metals Inc.                                                                 | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Short            | EC               | CORP              | CA        |    -35520 | NS      | $-296592.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SoFi Technologies, Inc.                                                                | SoFi Technologies, Inc.                                                                | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $3030704.80   | 0.31%             | 2029-03-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1282337.06   | 0.13%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                          | Thermo Fisher Scientific Inc.                                                          | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1217 | NS      | $705190.65    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| B2Gold Corp.                                                                           | B2Gold Corp.                                                                           | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |   -338962 | NS      | $-1528718.62  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Cipher Mining Inc.                                                                     | Cipher Mining Inc.                                                                     | CUSIP: 17253J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -137146 | NS      | $-2024274.96  | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                            | Citigroup Commercial Mortgage Trust 2018-B2                                            | CUSIP: 17327FAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2521950 | PA      | $68466.40     | 0.01%             | 2051-03-10      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| TransUnion                                                                             | TransUnion                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     38428 | NS      | $3295201.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp.                                                         | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7020 | NS      | $75605.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corporation                                                                     | Deluxe Corporation                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Short            | EC               | CORP              | US        |    -71183 | NS      | $-1589516.39  | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Eos Energy Enterprises, Inc.                                                           | Eos Energy Enterprises, Inc.                                                           | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53508.46     | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| ProCap Acquisition Corp                                                                | ProCap Acquisition Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11280 | NS      | $114266.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Social Commerce Partners Corp.                                                         | Social Commerce Partners Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5812 | NS      | $58120.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                                 | GS Mortgage Securities Trust 2014-GC26                                                 | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $94142.12     | 0.01%             | 2047-11-13      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Galaxy Digital Holdings LP                                                             | Galaxy Digital Holdings LP                                                             | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $28088.22     | 0.00%             | 2031-05-01      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| CommScope, Inc.                                                                        | CommScope, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    429000 | PA      | $429201.63    | 0.04%             | 2029-12-15      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4105151 | PA      | $581900.18    | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38384GZ78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3533266 | PA      | $563387.77    | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ziff Davis, Inc.                                                                       | Ziff Davis, Inc.                                                                       | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    897000 | PA      | $875609.24    | 0.09%             | 2026-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Omnicell, Inc.                                                                         | Omnicell, Inc.                                                                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |     -2171 | NS      | $-98346.30    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks, Inc.                                                               | Palo Alto Networks, Inc.                                                               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |     -1273 | NS      | $-234486.60   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik, Inc.                                                                           | Rubrik, Inc.                                                                           | CUSIP: 781154AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $707624.65    | 0.07%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CSLM Digital Asset Acquisition Corp III Ltd.                                           | CSLM Digital Asset Acquisition Corp III Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18261 | NS      | $184801.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Icon Public Limited Company                                                            | Icon Public Limited Company                                                            | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      5244 | NS      | $955561.68    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| K&F Growth Acquisition Corp. II                                                        | K&F Growth Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     63324 | NS      | $654770.16    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Acquisition Corp V                                                            | Live Oak Acquisition Corp V                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24693 | NS      | $254337.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank 2025-BNK51                                                                        | Bank 2025-BNK51                                                                        | CUSIP: 06541HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $119159.86    | 0.01%             | 2036-01-17      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                          | Becton, Dickinson and Company                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     10666 | NS      | $2069950.62   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare, Inc.                                                                       | Cloudflare, Inc.                                                                       | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $2198803.32   | 0.23%             | 2026-08-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    558000 | PA      | $772528.68    | 0.08%             | 2030-03-01      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381ABH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1450121 | PA      | $160975.00    | 0.02%             | 2048-09-20      | Floating      | 2.35%                 | No            | 2                  | On Loan: No      |
| Impinj, Inc.                                                                           | Impinj, Inc.                                                                           | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    272000 | PA      | $280279.68    | 0.03%             | 2029-09-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Iron Horse Acquisitions Corp. II                                                       | Iron Horse Acquisitions Corp. II                                                       | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7314 | NS      | $72701.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                                 | SPDR S&P 500 ETF Trust                                                                 | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |    -61062 | NS      | $-41639399.04 | -4.33%            |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corporation                                                                    | Semtech Corporation                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |    -17088 | NS      | $-1259214.72  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Sound Point CLO XXXII Ltd                                                              | Sound Point CLO XXXII Ltd                                                              | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $438292.00    | 0.05%             | 2034-10-25      | Floating      | 10.82%                | No            | 2                  | On Loan: No      |
| Acropolis Infrastructure Acquisition Corp.                                             | Acropolis Infrastructure Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16963 | NS      | $0.02         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Affirm Holdings, Inc.                                                                  | Affirm Holdings, Inc.                                                                  | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1662313.91   | 0.17%             | 2026-11-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Bloom Energy Corporation                                                               | Bloom Energy Corporation                                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |   -127495 | NS      | $-11078040.55 | -1.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Box, Inc.                                                                              | Box, Inc.                                                                              | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    790000 | PA      | $763409.39    | 0.08%             | 2029-09-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TeraWulf Inc.                                                                          | TeraWulf Inc.                                                                          | CUSIP: 88080T104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -138686 | NS      | $-1593502.14  | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Welltower OP LLC                                                                       | Welltower OP LLC                                                                       | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    112000 | PA      | $170668.96    | 0.02%             | 2029-07-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Canyon CLO 2020-1 Ltd                                                                  | Canyon CLO 2020-1 Ltd                                                                  | CUSIP: 13876LBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499980.00    | 0.05%             | 2034-07-15      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38378U7Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2908818 | PA      | $109648.49    | 0.01%             | 2042-01-20      | Variable      | 0.60%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Limited                                                          | Alibaba Group Holding Limited                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |      -304 | NS      | $-44560.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Activate Energy Acquisition Corp.                                                      | Activate Energy Acquisition Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15959 | NS      | $159590.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AA Mission Acquisition Corp. II                                                        | AA Mission Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     30772 | NS      | $306181.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Doors Technology Inc.                                                             | Open Doors Technology Inc.                                                             | CUSIP: 683712145<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |        72 | NS      | $28.76        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                                                           | Pacira Pharmaceuticals, Inc.                                                           | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1123941.06   | 0.12%             | 2029-05-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Dayforce, Inc.                                                                         | Dayforce, Inc.                                                                         | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2854429.88   | 0.30%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| COMM 2005-C6                                                                           | COMM 2005-C6                                                                           | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $160113.06    | 0.02%             | 2030-11-15      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Realreal, Inc. , The                                                                   | Realreal, Inc. , The                                                                   | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    599000 | PA      | $1014753.92   | 0.11%             | 2031-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Veeco Instruments Inc.                                                                 | Veeco Instruments Inc.                                                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |     -6384 | NS      | $-182454.72   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Irhythm Technologies, Inc.                                                             | Irhythm Technologies, Inc.                                                             | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Short            | EC               | CORP              | US        |      -601 | NS      | $-106641.44   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| McDermott International, Ltd.                                                          | McDermott International, Ltd.                                                          | CUSIP: 58004K406<br>LEI: ZAKWBIG8QLOPMZ888610 | Long             | EC               | CORP              | BM        |      3406 | NS      | $71015.10     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-13ARX                                          | Morgan Stanley Mortgage Loan Trust 2006-13ARX                                          | CUSIP: 61750PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4003359 | PA      | $1134454.36   | 0.12%             | 2036-10-25      | Floating      | 0.59%                 | No            | 2                  | On Loan: No      |
| Open Doors Technology Inc.                                                             | Open Doors Technology Inc.                                                             | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |   -106506 | NS      | $-620929.98   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce, Inc.                                                                       | Salesforce, Inc.                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     24307 | NS      | $6439167.37   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Hotel Properties, Inc.                                                          | Summit Hotel Properties, Inc.                                                          | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1704618.31   | 0.18%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Vornado Realty Trust                                                                   | Vornado Realty Trust                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12842 | NS      | $427381.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services, Inc.                                                     | West Pharmaceutical Services, Inc.                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     10329 | NS      | $2841921.06   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Calisa Acquisition Corp                                                                | Calisa Acquisition Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     68552 | NS      | $680721.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FACT II Acquisition Corp.                                                              | FACT II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     53652 | NS      | $559053.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group, Inc.                                                                | TransMedics Group, Inc.                                                                | CUSIP: 89377MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1520975.28   | 0.16%             | 2028-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Inflection Point Acquisition Corp. V                                                   | Inflection Point Acquisition Corp. V                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24728 | NS      | $253709.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Nutrition Ltd.                                                               | Herbalife Nutrition Ltd.                                                               | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Short            | EC               | CORP              | KY        |     -7581 | NS      | $-97719.09    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Roman DBDR Acquisition Corp. II                                                        | Roman DBDR Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8093 | NS      | $84409.99     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                                     | Seagate Technology Holdings Public Limited Company                                     | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Short            | EC               | CORP              | IE        |    -71482 | NS      | $-19685427.98 | -2.05%            |  |  |  | No            | 1                  | On Loan: No      |
| FIGX Capital Acquisition Corp.                                                         | FIGX Capital Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5742 | NS      | $57764.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Corp. III                                                   | New Providence Acquisition Corp. III                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     58870 | NS      | $604006.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SilverBox Corp IV                                                                      | SilverBox Corp IV                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     14878 | NS      | $157409.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lenovo Group Limited                                                                   | Lenovo Group Limited                                                                   | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | US        |    261000 | PA      | $322045.29    | 0.03%             | 2029-08-26      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| NewHold Investment Corp. III                                                           | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22412 | NS      | $232188.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wen Acquisition Corp.                                                                  | Wen Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     17591 | NS      | $179955.93    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B9EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   8577212 | PA      | $69007.10     | 0.01%             | 2027-12-25      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| Indie Semiconductor, Inc.                                                              | Indie Semiconductor, Inc.                                                              | CUSIP: 45569UAC5<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |    865000 | PA      | $891988.00    | 0.09%             | 2029-12-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| NOV Inc.                                                                               | NOV Inc.                                                                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     45596 | NS      | $712665.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix, Inc.                                                                          | Nutanix, Inc.                                                                          | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1043055.57   | 0.11%             | 2029-12-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ON Semiconductor Corporation                                                           | ON Semiconductor Corporation                                                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1788144.34   | 0.19%             | 2029-03-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Tempus AI, Inc.                                                                        | Tempus AI, Inc.                                                                        | CUSIP: 88023BAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $39537.83     | 0.00%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Magnum Ice Cream Company B.V., The                                                     | Magnum Ice Cream Company B.V., The                                                     | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |      3307 | NS      | $52489.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| American Drive Acquisition Co.                                                         | American Drive Acquisition Co.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7314 | NS      | $73066.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lake Superior Acquisition Corp.                                                        | Lake Superior Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      9099 | NS      | $90444.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II Acquisition Corp                                                 | Oyster Enterprises II Acquisition Corp                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     42866 | NS      | $8573.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avaya, Inc.                                                                            | Avaya, Inc.                                                                            | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267541 | PA      | $239259.47    | 0.02%             | 2028-08-01      | Floating      | 11.42%                | No            | 2                  | On Loan: No      |
| BX Trust 2021-MFM1                                                                     | BX Trust 2021-MFM1                                                                     | CUSIP: 05606GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $219913.17    | 0.02%             | 2036-06-16      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Coinbase Global, Inc.                                                                  | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85269.56     | 0.01%             | 2029-10-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Core Scientific, Inc.                                                                  | Core Scientific, Inc.                                                                  | CUSIP: 21874AAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $134789.52    | 0.01%             | 2031-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Euronet Worldwide, Inc.                                                                | Euronet Worldwide, Inc.                                                                | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     92000 | PA      | $84183.96     | 0.01%             | 2030-10-01      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $2068276.98   | 0.21%             | 2028-03-01      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings, LLC                                                  | Frontier Communications Holdings, LLC                                                  | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1351710.36   | 0.14%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| McDermott International, Ltd.                                                          | McDermott International, Ltd.                                                          | CUSIP: 58004K307<br>LEI: ZAKWBIG8QLOPMZ888610 | Long             | EC               | CORP              | BM        |       416 | NS      | $8673.60      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                                                            | Mirum Pharmaceuticals, Inc.                                                            | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $2904589.85   | 0.30%             | 2029-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCL Corporation Ltd.                                                                   | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1494357.99   | 0.16%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Western Digital Corporation                                                            | Western Digital Corporation                                                            | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $13879849.50  | 1.44%             | 2028-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| StorageVault Canada Inc.                                                               | StorageVault Canada Inc.                                                               | CUSIP: 86212HAC9<br>LEI: 549300873X4NMO0MB773 | Long             | DBT              | CORP              | CA        |    754000 | PA      | $548463.52    | 0.06%             | 2028-03-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cartesian Growth Corp III                                                              | Cartesian Growth Corp III                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19154 | NS      | $197094.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eureka Acquisition Corp                                                                | Eureka Acquisition Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2290 | NS      | $25167.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                                                                 | Titan Acquisition Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33746 | NS      | $11807.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wen Acquisition Corp.                                                                  | Wen Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2401 | NS      | $24250.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avaya Holdings Corp.                                                                   | Avaya Holdings Corp.                                                                   | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      4352 | NS      | $61654.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Clover CLO 2021-3 LLC                                                                  | Clover CLO 2021-3 LLC                                                                  | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $496188.00    | 0.05%             | 2035-01-25      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   8819317 | PA      | $82565.56     | 0.01%             | 2029-05-25      | Variable      | 0.33%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4739894 | PA      | $698962.76    | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Inhibrx, Inc.                                                                          | Inhibrx, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300VBKG2LTV1TLY22       | Long             | EC               | CORP              | US        |     10538 | NS      | $7903.50      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Pernod Ricard                                                                          | Pernod Ricard                                                                          | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      8403 | NS      | $721701.38    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| MAD Commercial Mortgage Trust 2025-11MD                                                | MAD Commercial Mortgage Trust 2025-11MD                                                | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80447.44     | 0.01%             | 2030-10-18      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Pitney Bowes Inc.                                                                      | Pitney Bowes Inc.                                                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Short            | EC               | CORP              | US        |    -12229 | NS      | $-129260.53   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corporation                                                                       | Pool Corporation                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     11076 | NS      | $2533635.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Vail Resorts, Inc.                                                                     | Vail Resorts, Inc.                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      6103 | NS      | $810478.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Velocity Commercial Capital Loan Trust 2018-2                                          | Velocity Commercial Capital Loan Trust 2018-2                                          | CUSIP: 92259BAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92320 | PA      | $85484.94     | 0.01%             | 2026-06-25      | Fixed         | 6.36%                 | No            | 2                  | On Loan: No      |
| The Western Union Company                                                              | The Western Union Company                                                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Short            | EC               | CORP              | US        |    -84835 | NS      | $-789813.85   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Cal Redwood Acquisition Corp.                                                          | Cal Redwood Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     29687 | NS      | $302213.66    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp. XI                                                             | Churchill Capital Corp. XI                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2438 | NS      | $24891.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                              | Affirm Asset Securitization Trust 2025-X2                                              | CUSIP: 00835DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250373.38    | 0.03%             | 2028-07-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Alphatec Holdings, Inc.                                                                | Alphatec Holdings, Inc.                                                                | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    368000 | PA      | $565649.12    | 0.06%             | 2030-03-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Dayforce, Inc.                                                                         | Dayforce, Inc.                                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     24425 | NS      | $1689233.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Coreweave, Inc.                                                                        | Coreweave, Inc.                                                                        | CUSIP: 21873S108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5325 | NS      | $-381323.25   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136A9F52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    811084 | PA      | $482780.55    | 0.05%             | 2042-11-25      | Floating      | 0.26%                 | No            | 2                  | On Loan: No      |
| Fisker Group Inc.                                                                      | Fisker Group Inc.                                                                      | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $8640.00      | 0.00%             | 2026-09-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381BAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1343870 | PA      | $140196.81    | 0.01%             | 2048-12-20      | Floating      | 2.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38384PKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3302881 | PA      | $543105.65    | 0.06%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NCR Atleos Corporation                                                                 | NCR Atleos Corporation                                                                 | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14261 | NS      | $543486.71    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Porch Group Inc                                                                        | Porch Group Inc                                                                        | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |    941000 | PA      | $931348.16    | 0.10%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SSR Mining Inc.                                                                        | SSR Mining Inc.                                                                        | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Short            | EC               | CORP              | CA        |     -1704 | NS      | $-37351.68    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack, Inc.                                                                      | Shake Shack, Inc.                                                                      | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |      -147 | NS      | $-11931.99    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                               | WFRBS Commercial Mortgage Trust 2013-C14                                               | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     35331 | PA      | $34110.33     | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Glencore PLC                                                                           | Glencore PLC                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    243850 | NS      | $1335163.28   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| CDW Corp.                                                                              | CDW Corp.                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     12272 | NS      | $1671446.40   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Coinbase Global, Inc.                                                                  | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    729000 | PA      | $721126.07    | 0.07%             | 2026-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Enphase Energy, Inc.                                                                   | Enphase Energy, Inc.                                                                   | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    148000 | PA      | $128963.35    | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380XUC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1251670 | PA      | $137165.90    | 0.01%             | 2048-07-20      | Floating      | 2.35%                 | No            | 2                  | On Loan: No      |
| Indie Semiconductor, Inc.                                                              | Indie Semiconductor, Inc.                                                              | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |    891000 | PA      | $911787.03    | 0.09%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| MF1 2021-FL7 Ltd.                                                                      | MF1 2021-FL7 Ltd.                                                                      | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $287143.88    | 0.03%             | 2036-10-21      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Rivian Automotive, Inc.                                                                | Rivian Automotive, Inc.                                                                | CUSIP: 76954A103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10923 | NS      | $-215292.33   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Silvercorp Metals Inc.                                                                 | Silvercorp Metals Inc.                                                                 | CUSIP: 82835PAB9<br>LEI: 52990092RT3UCQ7G3177 | Long             | DBT              | CORP              | US        |    183000 | PA      | $370079.07    | 0.04%             | 2029-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tesla Inc.                                                                             | Tesla Inc.                                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     33935 | NS      | $15261248.20  | 1.59%             |  |  |  | No            | 1                  | On Loan: No      |
| AI Infrastructure Acquisition Corp.                                                    | AI Infrastructure Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18237 | NS      | $185652.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lealand Finance Company B.V.                                                           | Lealand Finance Company B.V.                                                           | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    427265 | PA      | $328280.17    | 0.03%             | 2027-12-31      | Floating      | 8.03%                 | No            | 2                  | On Loan: No      |
| A Paradise Acquisition Corp.                                                           | A Paradise Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      4570 | NS      | $46933.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners I, Inc.                                                         | Cantor Equity Partners I, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5831 | NS      | $60759.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Grab Holdings Limited                                                                  | Grab Holdings Limited                                                                  | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Short            | EC               | CORP              | KY        |     -7746 | NS      | $-38652.54    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Integrated Wellness Acquisition Corp                                                   | Integrated Wellness Acquisition Corp                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24756 | NS      | $299795.16    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II Acquisition Corp                                                 | Oyster Enterprises II Acquisition Corp                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     61964 | NS      | $626456.04    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Ventures Acquisition III Corp                                                    | Texas Ventures Acquisition III Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6811 | NS      | $6129.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                       | Benchmark 2018-B4 Mortgage Trust                                                       | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $288279.04    | 0.03%             | 2028-07-17      | Variable      | 2.76%                 | No            | 2                  | On Loan: No      |
| Blackline, Inc.                                                                        | Blackline, Inc.                                                                        | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |    183000 | PA      | $192602.01    | 0.02%             | 2029-06-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corporation                                                                | Duke Energy Corporation                                                                | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568700.00    | 0.06%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                     | MetroNet Infrastructure Issuer LLC                                                     | CUSIP: 59170JBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $281967.10    | 0.03%             | 2030-08-20      | Fixed         | 7.83%                 | No            | 2                  | On Loan: No      |
| Monster Beverage 1990 Corporation                                                      | Monster Beverage 1990 Corporation                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    158905 | NS      | $12183246.35  | 1.27%             |  |  |  | No            | 1                  | On Loan: No      |
| PFP 2024-11 Ltd                                                                        | PFP 2024-11 Ltd                                                                        | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292687 | PA      | $291228.58    | 0.03%             | 2039-09-19      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1231000 | PA      | $1247156.88   | 0.13%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $109891.78    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| IMCD N.V.                                                                              | IMCD N.V.                                                                              | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |      5805 | NS      | $526794.76    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| Amrize AG                                                                              | Amrize AG                                                                              | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |     21956 | NS      | $1195192.92   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Clas 2019-1 Limited                                                                    | Clas 2019-1 Limited                                                                    | CUSIP: 12563CAA5<br>LEI: 549300OROZU0B82MDO61 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $55000.00     | 0.01%             | 2039-04-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| ABRA Global Finance                                                                    | ABRA Global Finance                                                                    | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270352 | PA      | $269846.44    | 0.03%             | 2029-10-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AST Spacemobile, Inc.                                                                  | AST Spacemobile, Inc.                                                                  | CUSIP: 00217D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11932 | NS      | $-866621.16   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Electriq Power Holdings, Inc.                                                          | Electriq Power Holdings, Inc.                                                          | CUSIP: 285046116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4472 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137HKRW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5334771 | PA      | $973750.40    | 0.10%             | 2051-09-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Core Scientific, Inc.                                                                  | Core Scientific, Inc.                                                                  | CUSIP: 21874A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -116239 | NS      | $-1692439.84  | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corporation                                                                   | EchoStar Corporation                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    709000 | PA      | $784593.58    | 0.08%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Vitamin Oldco Holdings, Inc.                                                           | Vitamin Oldco Holdings, Inc.                                                           | CUSIP: 361ESC049<br>LEI: 529900KBRR0AMACIJU82 | Long             | EC               | CORP              | US        |      3463 | NS      | $173.15       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Inotiv, Inc.                                                                           | Inotiv, Inc.                                                                           | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |    701000 | PA      | $160171.49    | 0.02%             | 2027-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust 2024-B                                                  | Mariner Finance Issuance Trust 2024-B                                                  | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253237.20    | 0.03%             | 2030-10-21      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Millerknoll, Inc.                                                                      | Millerknoll, Inc.                                                                      | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Short            | EC               | CORP              | US        |    -30371 | NS      | $-555181.88   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2019-10K                                  | Natixis Commercial Mortgage Securities Trust 2019-10K                                  | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $149000.99    | 0.02%             | 2029-05-17      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Pagerduty, Inc.                                                                        | Pagerduty, Inc.                                                                        | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    377000 | PA      | $357945.67    | 0.04%             | 2028-10-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ON Semiconductor Corporation                                                           | ON Semiconductor Corporation                                                           | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2683151.31   | 0.28%             | 2027-05-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Penguin Solutions, Inc.                                                                | Penguin Solutions, Inc.                                                                | CUSIP: 706915105<br>LEI: 529900RDGHQY8XKXPN14 | Short            | EC               | CORP              | US        |    -60056 | NS      | $-1174695.36  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2362000 | PA      | $2354434.28   | 0.24%             | 2030-08-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                         | Wells Fargo Commercial Mortgage Trust 2024-C63                                         | CUSIP: 94990FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1840000 | PA      | $285487.78    | 0.03%             | 2057-08-17      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| Spruce Hill Mortgage Loan Trust 2020-SH1                                               | Spruce Hill Mortgage Loan Trust 2020-SH1                                               | CUSIP: 85209FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1160015.76   | 0.12%             | 2050-01-28      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| UL Solutions Inc.                                                                      | UL Solutions Inc.                                                                      | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     30052 | NS      | $2369900.72   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings, Inc.                                                               | Yum China Holdings, Inc.                                                               | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     28310 | NS      | $1351519.40   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |      4740 | NS      | $125163.85    | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19600000 | PA      | $19400123.12  | 2.02%             | 2026-04-16      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc.                                                                            | Zoetis Inc.                                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     11172 | NS      | $1405661.04   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| AA Mission Acquisition Corp.                                                           | AA Mission Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     23362 | NS      | $249272.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Acquisition Corp                                                                  | Blue Acquisition Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5653 | NS      | $59469.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohen Circle Acquisition Corp. II                                                      | Cohen Circle Acquisition Corp. II                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9645 | NS      | $99922.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Reserve Acquisition Corp. I                                                      | Crown Reserve Acquisition Corp. I                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     27784 | NS      | $276172.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EGH Acquisition Corp.                                                                  | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     14856 | NS      | $150639.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Calisa Acquisition Corp                                                                | Calisa Acquisition Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       719 | NS      | $7513.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar V Capital Corp.                                                                | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4531 | NS      | $1313.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oddity Tech Ltd                                                                        | Oddity Tech Ltd                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IL        |     -1947 | NS      | $-78230.46    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corporation                                                                | Duke Energy Corporation                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |     -2113 | NS      | $-247664.73   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| LMRK Issuer Co. 2 LLC                                                                  | LMRK Issuer Co. 2 LLC                                                                  | CUSIP: 50209AAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $352347.07    | 0.04%             | 2030-09-16      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                      | Microchip Technology Incorporated                                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |     -2599 | NS      | $-165608.28   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.                                                 | Pershing Square Tontine Holdings, Ltd.                                                 | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     30920 | NS      | $0.04         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Pioneer Acquisition I Corp                                                             | Pioneer Acquisition I Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     39538 | NS      | $401310.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corporation                                                               | Bloom Energy Corporation                                                               | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $5785550.00   | 0.60%             | 2028-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMM 2018-HCLV Mortgage Trust                                                          | COMM 2018-HCLV Mortgage Trust                                                          | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $302154.30    | 0.03%             | 2033-09-15      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| CorMedix Inc.                                                                          | CorMedix Inc.                                                                          | CUSIP: 21900C308<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24482 | NS      | $-284725.66   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H1N51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3330292 | PA      | $507358.01    | 0.05%             | 2051-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | CUSIP: 38385DG75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   6030972 | PA      | $875413.61    | 0.09%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JBT Marel Corporation                                                                  | JBT Marel Corporation                                                                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |      -794 | NS      | $-119631.98   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: 63954QAA4<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1982840.18   | 0.21%             | 2029-06-05      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| New Gold Inc                                                                           | New Gold Inc                                                                           | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |    140830 | NS      | $1226629.30   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe d'exploitation Hoteliere                                                       | Societe d'exploitation Hoteliere                                                       | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |      4896 | NS      | $251057.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                        | Regeneron Pharmaceuticals, Inc.                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      8538 | NS      | $6590226.06   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempus AI, Inc.                                                                        | Tempus AI, Inc.                                                                        | CUSIP: 88023B103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -323 | NS      | $-19073.15    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -2814000 | PA      | $-2837536.86  | -0.29%            | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Prosus N.V.                                                                            | Prosus N.V.                                                                            | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     24750 | NS      | $1534106.64   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| AON Public Limited Company                                                             | AON Public Limited Company                                                             | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      4332 | NS      | $1528676.16   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FACT II Acquisition Corp.                                                              | FACT II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9797 | NS      | $3428.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Flagship Acquisition Corporation                                                       | Flagship Acquisition Corporation                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2407 | NS      | $25899.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp.                                                           | Real Asset Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10186 | NS      | $103897.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Soulpower Acquisition Corp                                                             | Soulpower Acquisition Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     63126 | NS      | $640728.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ANI Pharmaceuticals, Inc.                                                              | ANI Pharmaceuticals, Inc.                                                              | CUSIP: 00182CAC7<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |     92000 | PA      | $116209.80    | 0.01%             | 2029-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Astronics Corporation                                                                  | Astronics Corporation                                                                  | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |    613000 | PA      | $716106.60    | 0.07%             | 2031-01-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Cloudflare, Inc.                                                                       | Cloudflare, Inc.                                                                       | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |    -10021 | NS      | $-1975640.15  | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corporation                                                                      | Fluor Corporation                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    198000 | PA      | $224977.50    | 0.02%             | 2029-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383AA53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3449326 | PA      | $566537.99    | 0.06%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Granite Construction Incorporated                                                      | Granite Construction Incorporated                                                      | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |    931000 | PA      | $2377522.63   | 0.25%             | 2028-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Guardant Health, Inc.                                                                  | Guardant Health, Inc.                                                                  | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     18000 | PA      | $32880.96     | 0.00%             | 2031-02-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc.                                                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -20703 | NS      | $-7630918.77  | -0.79%            |  |  |  | No            | 1                  | On Loan: No      |
| SSR Mining Inc.                                                                        | SSR Mining Inc.                                                                        | CUSIP: 784730AB9<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | DBT              | CORP              | US        |     37000 | PA      | $48448.17     | 0.01%             | 2039-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Tricon American Homes 2020-SFR1 Trust                                                  | Tricon American Homes 2020-SFR1 Trust                                                  | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4985424.00   | 0.52%             | 2026-07-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                          | Velocity Commercial Capital Loan Trust 2019-1                                          | CUSIP: 92257CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305674 | PA      | $262890.76    | 0.03%             | 2027-03-25      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                                                                 | Verisk Analytics, Inc.                                                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     10987 | NS      | $2457682.03   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Acquisition III Co.                                                            | Chenghe Acquisition III Co.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        91 | NS      | $908.18       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EQV Ventures Acquisition Corp.                                                         | EQV Ventures Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22598 | NS      | $226205.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company                                            | Jazz Pharmaceuticals Public Limited Company                                            | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Short            | EC               | CORP              | IE        |     -4383 | NS      | $-745110.00   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Newbury Street Acquisition Corporation                                                 | Newbury Street Acquisition Corporation                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9667 | NS      | $2232.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Acquisition Corp. II                                                              | Ross Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       829 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Adtran Holdings, Inc.                                                                  | Adtran Holdings, Inc.                                                                  | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39881.19     | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |     -5369 | NS      | $-468445.25   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Altenergy Acquisition Corp.                                                            | Altenergy Acquisition Corp.                                                            | CUSIP: 02157M116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2967 | NS      | $74.18        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Commercial Mortgage Trust 2025-BCAT                                                 | BX Commercial Mortgage Trust 2025-BCAT                                                 | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114994 | PA      | $115137.83    | 0.01%             | 2027-08-16      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $2049832.68   | 0.21%             | 2027-03-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31423YP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   9944950 | PA      | $511221.14    | 0.05%             | 2037-06-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382JPV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2274837 | PA      | $320107.37    | 0.03%             | 2050-09-20      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| Indie Semiconductor, Inc.                                                              | Indie Semiconductor, Inc.                                                              | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |   -150015 | NS      | $-529552.95   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovations Inc.                                                                | Aurora Innovations Inc.                                                                | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -21010 | NS      | $-80678.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                                        | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |    -12422 | NS      | $-1770135.00  | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Lenovo Group Limited                                                                   | Lenovo Group Limited                                                                   | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Short            | EC               | CORP              | HK        |   -154700 | NS      | $-183074.28   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  11663610 | PA      | $461263.13    | 0.05%             | 2032-07-25      | Variable      | 0.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3387358 | PA      | $123627.39    | 0.01%             | 2050-08-20      | Floating      | 0.35%                 | No            | 2                  | On Loan: No      |
| IREN Limited                                                                           | IREN Limited                                                                           | CUSIP: 46270CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $172733.68    | 0.02%             | 2032-06-01      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| Match Group, Inc.                                                                      | Match Group, Inc.                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |     -2201 | NS      | $-71070.29    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                                                           | Pacira Pharmaceuticals, Inc.                                                           | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |    -15507 | NS      | $-401321.16   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Company                                                                | SEI Investments Company                                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     26158 | NS      | $2145479.16   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corporation                                                                    | Semtech Corporation                                                                    | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    686000 | PA      | $1371300.28   | 0.14%             | 2027-11-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Penguin Solutions, Inc.                                                                | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAC8<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1319546.88   | 0.14%             | 2029-02-01      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                       | Novo Nordisk A/S                                                                       | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     67734 | NS      | $3446305.92   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell, Inc.                                                                         | Omnicell, Inc.                                                                         | CUSIP: 68213NAF6<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |    182000 | PA      | $196019.46    | 0.02%             | 2029-12-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Snap Inc.                                                                              | Snap Inc.                                                                              | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    726000 | PA      | $655839.36    | 0.07%             | 2028-03-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions Inc.                                                                   | Viavi Solutions Inc.                                                                   | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     26000 | PA      | $37151.92     | 0.00%             | 2031-03-01      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| Snowflake Inc.                                                                         | Snowflake Inc.                                                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |      -715 | NS      | $-156842.40   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                             | Starwood Mortgage Residential Trust 2021-4                                             | CUSIP: 85573PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3767000 | PA      | $3119544.61   | 0.32%             | 2056-08-25      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $5559864.20   | 0.58%             | 2027-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                                  | Axiom Intelligence Acquisition Corp 1                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     30893 | NS      | $311092.51    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Taskus, Inc.                                                                           | Taskus, Inc.                                                                           | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     28267 | NS      | $333267.93    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc.                                                                           | Trimble Inc.                                                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     33642 | NS      | $2635850.70   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Vizsla Silver Corp.                                                                    | Vizsla Silver Corp.                                                                    | CUSIP: 92859G608<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |    -10546 | NS      | $-57686.62    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JDE Peet's N.V.                                                                        | JDE Peet's N.V.                                                                        | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |     52334 | NS      | $1958064.22   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Andretti Acquisition Corp. II                                                          | Andretti Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     51360 | NS      | $541334.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Indigo Acquisition Corp.                                                               | Indigo Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11416 | NS      | $115073.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries, Inc.                                                                 | Chart Industries, Inc.                                                                 | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     25777 | NS      | $5315990.71   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc.                                                                         | Citigroup Inc.                                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     19764 | NS      | $2306261.16   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc.                                                                        | Cleanspark Inc.                                                                        | CUSIP: 18452BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $38264.66     | 0.00%             | 2030-06-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Rubrik, Inc.                                                                           | Rubrik, Inc.                                                                           | CUSIP: 781154109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3782 | NS      | $-289247.36   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| STWD 2025-FL4 LLC                                                                      | STWD 2025-FL4 LLC                                                                      | CUSIP: 863922AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250000.25    | 0.03%             | 2042-12-19      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Magnum Ice Cream Company B.V., The                                                     | Magnum Ice Cream Company B.V., The                                                     | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |     33585 | NS      | $537411.15    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Spring Valley Acquisition Corp. III                                                    | Spring Valley Acquisition Corp. III                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9140 | NS      | $94416.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Camtek Ltd.                                                                            | Camtek Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IL        |      -254 | NS      | $-27011.63    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AASET 2024-2 Ltd                                                                       | AASET 2024-2 Ltd                                                                       | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136755 | PA      | $137548.12    | 0.01%             | 2031-09-16      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| Tangerine Pomelo Group, S.A.P.I. De C.V.                                               | Tangerine Pomelo Group, S.A.P.I. De C.V.                                               | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $950.00       | 0.00%             | 2026-07-24      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383FRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7549464 | PA      | $185602.06    | 0.02%             | 2051-12-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                 | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                 | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114000 | PA      | $110357.24    | 0.01%             | 2032-05-06      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Wix.Com Ltd.                                                                           | Wix.Com Ltd.                                                                           | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40376.91     | 0.00%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bridgebio Pharma, Inc.                                                                 | Bridgebio Pharma, Inc.                                                                 | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |    -30650 | NS      | $-2344418.50  | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| CSMC 2021-B33                                                                          | CSMC 2021-B33                                                                          | CUSIP: 12658WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338000 | PA      | $285275.79    | 0.03%             | 2031-10-10      | Variable      | 3.64%                 | No            | 2                  | On Loan: No      |
| Eos Energy Enterprises, Inc.                                                           | Eos Energy Enterprises, Inc.                                                           | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $775112.14    | 0.08%             | 2030-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FS Rialto 2021-FL3 Issuer, Ltd.                                                        | FS Rialto 2021-FL3 Issuer, Ltd.                                                        | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $329406.99    | 0.03%             | 2036-11-18      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BDXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3150464 | PA      | $593391.52    | 0.06%             | 2051-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3818286 | PA      | $479866.49    | 0.05%             | 2051-09-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GameStop Corp.                                                                         | GameStop Corp.                                                                         | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36278.69     | 0.00%             | 2030-04-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Osi Systems, Inc.                                                                      | Osi Systems, Inc.                                                                      | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125661.06    | 0.01%             | 2031-02-01      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| Rapid7, Inc.                                                                           | Rapid7, Inc.                                                                           | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1034318.83   | 0.11%             | 2027-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                | Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                | CUSIP: 863579JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932145 | PA      | $849870.34    | 0.09%             | 2035-01-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| THL Credit Wind River 2014-3 CLO Ltd                                                   | THL Credit Wind River 2014-3 CLO Ltd                                                   | CUSIP: 88432DBN3<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471595.00    | 0.05%             | 2031-10-22      | Floating      | 10.34%                | No            | 2                  | On Loan: No      |
| Agriculture & Natural Solutions Acquisition Corp.                                      | Agriculture & Natural Solutions Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6969 | NS      | $2326.95      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AA Mission Acquisition Corp. II                                                        | AA Mission Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     26000 | NS      | $258180.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Berto Acquisition Corp.                                                                | Berto Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1724 | NS      | $637.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Globa Terra Acquisition Corp                                                           | Globa Terra Acquisition Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     62419 | NS      | $630431.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Meshflow Acquisition Corp                                                              | Meshflow Acquisition Corp                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15953 | NS      | $159530.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman DBDR Acquisition Corp. II                                                        | Roman DBDR Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6553 | NS      | $3800.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Check Point Software Technologies Ltd                                                  | Check Point Software Technologies Ltd                                                  | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Short            | EC               | CORP              | IL        |     -1124 | NS      | $-208569.44   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer