# EDGAR Filing Document

**Accession Number:** 0000949512
**File Stem:** 0000940400-25-010794
**Filing Date:** 2025-11
**Character Count:** 766758
**Document Hash:** 6b6057f0285477e2155ab1e1b613fa8a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010794.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000940400-25-010794

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07343
- **FILM NUMBER:** 251527129

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1085789431.55

**Total Liabilities:** $29322181.20

**Net Assets:** $1056467250.35

**Delayed Delivery Securities:** $5030131.21

**Stand-by Commitments:** $9357889.34

**Cash Not Reported:** $1461987.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 837.30051000 | **1-Year:** 20012.87801000 | **5-Year:** 79715.15695000 | **10-Year:** 36669.68461000 | **30-Year:** 3305.12186000

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

- **3-Month:** 101.46004000 | **1-Year:** 3987.26147000 | **5-Year:** 5814.69403000 | **10-Year:** 132.19081000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012617 | 0.88%                | 2.45%                | 2.38%                |
| Class ID C000012615 | 0.87%                | 2.38%                | 2.37%                |
| Class ID C000012616 | 0.92%                | 2.53%                | 2.43%                |
| Class ID C000012613 | 0.93%                | 2.50%                | 2.39%                |
| Class ID C000195486 | 0.98%                | 2.53%                | 2.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13394691.17             | $-5228283.65                               |
| Month 2  | $6468418.95              | $16167788.88                               |
| Month 3  | $7070992.66              | $15393848.13                               |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Rio Tinto Ltd                                     | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      1610 | NS      | $129867.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2335000 | PA      | $1961764.84   | 0.19%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338418.51    | 0.03%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       748 | NS      | $60353.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                                     | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     10500 | NS      | $225855.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72121.67     | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                      | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2943596.94   | 0.28%             | 2037-05-15      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77034.04     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Virtus Investment Partners Inc                    | Virtus Investment Partners Inc                                                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       450 | NS      | $85513.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26077.38     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ardelyx Inc                                       | Ardelyx Inc                                                                     | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     18800 | NS      | $103588.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $304.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA ECON SETTLEMENT AUTH B                    | Alabama Economic Settlement Authority                                           | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $34827.44     | 0.00%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                      | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     16539 | NS      | $250644.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388627.90    | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ICBC                                              | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |    111000 | NS      | $81734.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc                         | Woori Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6514 | NS      | $120633.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351065.67    | 0.03%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                     | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68000 | NS      | $187680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                   | Hillenbrand Inc                                                                 | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      8600 | NS      | $232544.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1799.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207453.51    | 0.02%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Riyad Bank                                        | Riyad Bank                                                                      | CUSIP: 000000000<br>LEI: 54930037RJ782ISGGM71 | Long             | EC               | CORP              | SA        |     28415 | NS      | $206031.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |   -238000 | NC      | $-620.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                          | Hana Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8928 | NS      | $555097.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                          | Ambea AB                                                                        | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      3429 | NS      | $49448.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc                              | Urban Outfitters Inc                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       900 | NS      | $64287.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134560 | PA      | $121882.75    | 0.01%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329990 | PA      | $303485.64    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tamron Co Ltd                                     | Tamron Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $41909.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AtriCure Inc                                      | AtriCure Inc                                                                    | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      2400 | NS      | $84600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helia Group Ltd                                   | Helia Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900RUQ2G0JXJOF423 | Long             | EC               | CORP              | AU        |    158018 | NS      | $602861.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cybozu Inc                                        | Cybozu Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6600 | NS      | $152381.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $225009.00    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Drax Group PLC                                    | Drax Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |     26570 | NS      | $250583.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C34                                  | CUSIP: 95000DBC4<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $795367.28    | 0.08%             | 2049-06-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    495000 | PA      | $456877.23    | 0.04%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2541254 | PA      | $2069080.85   | 0.20%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate                     | Apollo Commercial Real Estate Finance Inc                                       | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      7500 | NS      | $75975.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $557.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $205708.00    | 0.02%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Guosen Securities Co Ltd                          | Guosen Securities Co Ltd                                                        | CUSIP: 000000000<br>LEI: 254900SSGIWSMEOHDN82 | Long             | EC               | CORP              | CN        |     32400 | NS      | $61619.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     19800 | NS      | $3147408.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter RAO UES PJSC                                | Inter RAO UES PJSC                                                              | CUSIP: 000000000<br>LEI: 253400PMFKF8Q8G1FA17 | Long             | EC               | CORP              | RU        |   4433000 | NS      | $5.35         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VSE Corp                                          | VSE Corp                                                                        | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       600 | NS      | $99744.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International                    | Compass Minerals International Inc                                              | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1300 | NS      | $24960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1400 | NS      | $277564.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust                                                             | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008004.00   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     20200 | NS      | $1018484.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     50400 | NS      | $12252240.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1367.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $222500.00    | 0.02%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Aselsan Elektronik Sanayi Ve T                    | Aselsan Elektronik Sanayi Ve Ticaret AS                                         | CUSIP: 000000000<br>LEI: 7890008XT4M710MU8714 | Long             | EC               | CORP              | TR        |     96021 | NS      | $497553.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31406EED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16840 | PA      | $17578.88     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    846539 | PA      | $803979.67    | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -245000 | NC      | $-537.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAIL Inc                                         | GRAIL Inc                                                                       | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |       400 | NS      | $23652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1493985 | PA      | $1334974.46   | 0.13%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astera Labs Inc                                   | Astera Labs Inc                                                                 | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      4200 | NS      | $822360.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HMBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1159457 | PA      | $1179040.17   | 0.11%             | 2055-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CNH CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1911000 | NC      | $816.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings                      | Compass Diversified Holdings                                                    | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      1100 | NS      | $7282.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                   | Citi Trends Inc                                                                 | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       500 | NS      | $15515.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    397000 | PA      | $465806.54    | 0.04%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-4876.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    620000 | PA      | $637439.44    | 0.06%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     20000 | NS      | $3346400.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $616272.87    | 0.06%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Dime Community Bancshares Inc                     | Dime Community Bancshares Inc                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $110371.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    689184 | PA      | $653584.35    | 0.06%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                          | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      3200 | NS      | $73548.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174326.69    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     20091 | NS      | $963464.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44812.50     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178602.62    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994704 | PA      | $822369.47    | 0.08%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                           | PMT Issuer Trust - FMSR                                                         | CUSIP: 693968AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $603929.82    | 0.06%             | 2027-12-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $37302.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Inc                                      | Stagwell Inc                                                                    | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      4500 | NS      | $25335.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62200.52     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620676 | PA      | $611548.37    | 0.06%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31410QPE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6177 | PA      | $6515.98      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72033.38     | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                | Banco do Brasil SA                                                              | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |    168000 | NS      | $694443.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20784.35     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                   | Gold Fields Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      1650 | NS      | $69094.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60166.43     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ambarella Inc                                     | Ambarella Inc                                                                   | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |      1000 | NS      | $82520.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31296XYN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1347 | PA      | $1359.34      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       890 | NS      | $4805350.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Saab AB                                           | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      6081 | NS      | $373630.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                            | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     36880 | NS      | $715751.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Soleno Therapeutics Inc                           | Soleno Therapeutics Inc                                                         | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |       500 | NS      | $33800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7321.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heritage Insurance Holdings In                    | Heritage Insurance Holdings Inc                                                 | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     10100 | NS      | $254318.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-RCF2 LLC                                                              | CUSIP: 74448VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612384 | PA      | $600018.70    | 0.06%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      3026 | NS      | $816953.52    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $338.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |    245000 | NC      | $46.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                    | Sofi Professional Loan Program 2019-B LLC                                       | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60421 | PA      | $59355.42     | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DONCASTERS US FIN LLC                             | DONCASTERS US FIN LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303000.00    | 0.03%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179UH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409543 | PA      | $369823.23    | 0.04%             | 2048-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $400000.00    | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                          | Accelleron Industries AG                                                        | CUSIP: 000000000<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |      4043 | NS      | $342380.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $642851.08    | 0.06%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90982 | PA      | $86296.35     | 0.01%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77371.68     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2835000 | PA      | $1385361.04   | 0.13%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arcellx Inc                                       | Arcellx Inc                                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $90310.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1417 | PA      | $1420.33      | 0.00%             | 2035-07-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $210856.92    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vishal Mega Mart Ltd                              | Vishal Mega Mart Ltd                                                            | CUSIP: 000000000<br>LEI: 335800AL4QPSIFSU3936 | Long             | EC               | CORP              | IN        |    243041 | NS      | $407969.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $100318.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc                            | Group 1 Automotive Inc                                                          | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       550 | NS      | $240630.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2023-1                                    | CUSIP: 682685AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023422.10   | 0.10%             | 2031-02-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31296R3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8316 | PA      | $8397.57      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |   -245000 | NC      | $-1117.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     49000 | PA      | $48706.00     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17440.91     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp                             | Medipal Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |     23200 | NS      | $399164.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164679.98    | 0.02%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| First Financial Bancorp                           | First Financial Bancorp                                                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      7700 | NS      | $194425.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1083933.43   | 0.10%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37011 | PA      | $36356.82     | 0.00%             | 2048-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hamilton Insurance Group Ltd                      | Hamilton Insurance Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |       600 | NS      | $14880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                              | Upstart Holdings Inc                                                            | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      2600 | NS      | $132080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AerSale Corp                                      | AerSale Corp                                                                    | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $29484.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -244000 | NC      | $-69.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3183388 | PA      | $3233029.95   | 0.31%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Core Natural Resources Inc                        | Core Natural Resources Inc                                                      | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1300 | NS      | $108524.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                           | AZZ Inc                                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       600 | NS      | $65478.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                         | Claros Mortgage Trust Inc                                                       | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     10800 | NS      | $35856.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Gr                    | Skyward Specialty Insurance Group Inc                                           | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      1000 | NS      | $47560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2018-1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7962 | PA      | $7901.01      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144477.29    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Resideo Technologies Inc                          | Resideo Technologies Inc                                                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     28800 | NS      | $1243584.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival PLC                                      | Carnival PLC                                                                    | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | US        |      6600 | NS      | $175431.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      2386 | NS      | $66653.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    548000 | PA      | $542894.08    | 0.05%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                    | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     21800 | NS      | $4273018.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    705305 | PA      | $597692.18    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                      | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     17127 | NS      | $944091.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                         | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      1729 | NS      | $32710.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolverine World Wide Inc                          | Wolverine World Wide Inc                                                        | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       900 | NS      | $24696.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MMAF Equipment Finance LLC                        | MMAF Equipment Finance LLC 2017-B                                               | CUSIP: 55316AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5996 | PA      | $5991.69      | 0.00%             | 2040-06-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78591 | PA      | $81318.49     | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $570.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                     | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      3500 | NS      | $211715.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Fire Group Inc                             | United Fire Group Inc                                                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $42588.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                          | AAR Corp                                                                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       900 | NS      | $80703.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFK Trust                                         | CFK Trust 2020-MF2                                                              | CUSIP: 12529AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1105453.68   | 0.10%             | 2039-03-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 20 Ltd                                                                  | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3258969.68   | 0.31%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |    327049 | PA      | $329620.62    | 0.03%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       245 | NC      | $-3215.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS UNITEDHEALTH GROUP INC                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1183.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H7 Mortgage Trust                                                    | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496287 | PA      | $495488.53    | 0.05%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280353.30    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5204.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      2600 | NS      | $341068.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191572.25    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PGIM Active High Yield Bond ETF                   | PGIM Active High Yield Bond ETF                                                 | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |     25000 | NS      | $893750.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99668.38     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DPM Metals Inc                                    | DPM Metals Inc                                                                  | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      4600 | NS      | $101968.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235411.72    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    163200 | NS      | $5127744.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIAN RAILWAY FINANCE                            | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $189704.00    | 0.02%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     22000 | PA      | $25180.44     | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42103.78     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                        | Belden Inc                                                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2350 | NS      | $282634.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                  | Warby Parker Inc                                                                | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $88256.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $208100.00    | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Box Inc                                           | Box Inc                                                                         | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      8150 | NS      | $263000.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255888.49    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1993556 | PA      | $1690411.02   | 0.16%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                          | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     88300 | NS      | $1419357.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81165.85     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      1879 | NS      | $287864.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                            | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76778.96     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     25300 | NS      | $809829.91    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     19143 | NS      | $682276.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -220000 | NC      | $-72.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                          | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $272685.52    | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       600 | NS      | $555378.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC Holdings Inc                                                               | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     11150 | NS      | $37464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $79203.13     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                      | Northwest Natural Holding Co                                                    | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      3500 | NS      | $157255.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     15300 | NS      | $2477835.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $39840.50     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TG Therapeutics Inc                               | TG Therapeutics Inc                                                             | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      1000 | NS      | $36125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418XE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32395 | PA      | $32523.54     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $372080.03    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783525 | PA      | $804650.64    | 0.08%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     30600 | NS      | $4097340.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      2035 | NS      | $123949.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31296SVY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10437 | PA      | $10789.31     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    490000 | PA      | $499506.66    | 0.05%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                          | Itau Unibanco Holding SA                                                        | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     39610 | NS      | $290474.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharat Electronics Ltd                            | Bharat Electronics Ltd                                                          | CUSIP: 000000000<br>LEI: 335800HS8AOTM9W1F335 | Long             | EC               | CORP              | IN        |     81735 | NS      | $372044.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ScanSource Inc                                    | ScanSource Inc                                                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1700 | NS      | $74783.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                | Mativ Holdings Inc                                                              | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      3700 | NS      | $41847.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Adjustable Rate Mor                    | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 86359BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6281 | PA      | $6075.88      | 0.00%             | 2034-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142733.50    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2022-2                                         | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $802142.00    | 0.08%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                 | Bloom Energy Corp                                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      2100 | NS      | $177597.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BARRICK NA FINANCE LLC                            | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $289795.72    | 0.03%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                    | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    780000 | PA      | $724381.07    | 0.07%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nippon Electric Glass Co Ltd                      | Nippon Electric Glass Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900NCIGSAX4V03234 | Long             | EC               | CORP              | JP        |      4000 | NS      | $131150.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Red Violet Inc                                    | Red Violet Inc                                                                  | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       300 | NS      | $15675.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finning International Inc                         | Finning International Inc                                                       | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      6000 | NS      | $278723.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                    | Metropolitan Bank Holding Corp                                                  | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $127194.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487825 | PA      | $420175.81    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abeona Therapeutics Inc                           | Abeona Therapeutics Inc                                                         | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |      2400 | NS      | $12672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $307903.95    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25557.00     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31400DWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3488 | PA      | $3641.70      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                          | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428855.70    | 0.04%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320771 | PA      | $328369.28    | 0.03%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LSI Industries Inc                                | LSI Industries Inc                                                              | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      4000 | NS      | $94440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301593.00    | 0.03%             | 2041-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    445888 | PA      | $382490.38    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                         | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     38800 | NS      | $1726988.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                        | Freenet AG                                                                      | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |      2185 | NS      | $69906.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                          | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    340000 | PA      | $348823.00    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1085354.70   | 0.10%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    412000 | NC      | $162.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1462000.00   | 0.14%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Planet Labs PBC                                   | Planet Labs PBC                                                                 | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |      1000 | NS      | $12980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108254.59    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                     | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      2300 | NS      | $147752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Mortgage Asset Recei                    | Santander Mortgage Asset Receivable Trust 2025-NQM2                             | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569186 | PA      | $574777.48    | 0.05%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                              | Power Corp of Canada                                                            | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      2600 | NS      | $112504.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    684000 | PA      | $744475.40    | 0.07%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $145875.72    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    208000 | NC      | $38.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147579.98    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3608 | PA      | $3756.52      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Franklin Electric Co Inc                          | Franklin Electric Co Inc                                                        | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       100 | NS      | $9520.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                         | Agios Pharmaceuticals Inc                                                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      3200 | NS      | $128448.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurobank Ergasias Services and                    | Eurobank Ergasias Services and Holdings SA                                      | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |     10775 | NS      | $41681.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                      | Cadence Bank                                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       500 | NS      | $18770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                            | Pacira BioSciences Inc                                                          | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $74733.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     22111 | NS      | $939307.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $177787.39    | 0.02%             | 2029-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| SEEK Ltd                                          | SEEK Ltd                                                                        | CUSIP: 000000000<br>LEI: 549300209NEKXBC8QO27 | Long             | EC               | CORP              | AU        |     12555 | NS      | $236566.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Worthington Steel Inc                             | Worthington Steel Inc                                                           | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      1800 | NS      | $54702.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yang Ming Marine Transport Cor                    | Yang Ming Marine Transport Corp                                                 | CUSIP: 000000000<br>LEI: 254900WG2ACWNVSP6E13 | Long             | EC               | CORP              | TW        |     46000 | NS      | $80233.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                              | Hancock Whitney Corp                                                            | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      4400 | NS      | $275484.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTA Sports Products Ltd                          | ANTA Sports Products Ltd                                                        | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | CN        |     11800 | NS      | $141344.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                       | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185822.48    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eva Airways Corp                                  | Eva Airways Corp                                                                | CUSIP: 000000000<br>LEI: 254900S1P4XOXV67GC07 | Long             | EC               | CORP              | TW        |    208000 | NS      | $260868.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Automotive Inc                              | Sonic Automotive Inc                                                            | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       200 | NS      | $15218.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extendicare Inc                                   | Extendicare Inc                                                                 | CUSIP: 30224T863<br>LEI: 5493001DQ0G74DE4CY39 | Long             | EC               | CORP              | CA        |     19800 | NS      | $211558.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287377.68    | 0.03%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1169705 | PA      | $1035515.45   | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $887380.77    | 0.08%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2932.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                     | New Residential Mortgage Loan Trust 2025-NQM4                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    488087 | PA      | $491643.52    | 0.05%             | 2065-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Open House Group Co Ltd                           | Open House Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      1800 | NS      | $93137.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                         | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      6069 | NS      | $465938.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199336.00    | 0.02%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                 | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    631000 | PA      | $630676.26    | 0.06%             | 2026-02-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Iida Group Holdings Co Ltd                        | Iida Group Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 35380051BV8PV1I4S949 | Long             | EC               | CORP              | JP        |     24700 | NS      | $393916.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp                              | GeneDx Holdings Corp                                                            | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $43096.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   7515000 | OU      | $95.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Logistics Propertie                    | Industrial Logistics Properties Trust                                           | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      5100 | NS      | $29733.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                  | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270364 | PA      | $263604.52    | 0.02%             | 2029-09-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Bankwell Financial Group Inc                      | Bankwell Financial Group Inc                                                    | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       300 | NS      | $13275.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                             | Primis Financial Corp                                                           | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     10930 | NS      | $114874.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $448944.43    | 0.04%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4151.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147903 | PA      | $142872.98    | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp Ltd                        | Oil & Natural Gas Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | EC               | CORP              | IN        |    230499 | NS      | $621276.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      4919 | NS      | $294895.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Indo Tambangraya Megah Tbk PT                     | Indo Tambangraya Megah Tbk PT                                                   | CUSIP: 000000000<br>LEI: 52990056ZNHB217ZKL92 | Long             | EC               | CORP              | ID        |     33800 | NS      | $46430.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1033234 | PA      | $921627.60    | 0.09%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                   | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    595000 | PA      | $531737.87    | 0.05%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | TRS BENCH8 INDEX                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $76822.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                         | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      2788 | NS      | $651070.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA Pharmaceuticals Inc                                                      | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      6700 | NS      | $142978.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $70348.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                       | Tel Aviv Stock Exchange Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2640 | NS      | $60666.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2100 | NS      | $311989.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon Banking Group PLC                         | Paragon Banking Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800S1TDKIB1IUTS72 | Long             | EC               | CORP              | GB        |      8225 | NS      | $95961.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA INTL BV                                 | Iberdrola International BV                                                      | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $32699.52     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics Inc                          | Travere Therapeutics Inc                                                        | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $66920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5450 | NS      | $4158350.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | Adtalem Global Education Inc                                                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1500 | NS      | $231675.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206697.78    | 0.02%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                           | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     36645 | PA      | $31881.48     | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     26900 | NS      | $1213190.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsugami Corp                                      | Tsugami Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3800 | NS      | $61093.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                    | Octagon 55 Ltd                                                                  | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2851245.45   | 0.27%             | 2038-03-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    685000 | PA      | $692278.13    | 0.07%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                 | Newmark Group Inc                                                               | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14300 | NS      | $266695.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369178.69    | 0.03%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    220000 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetScout Systems Inc                              | NetScout Systems Inc                                                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      8300 | NS      | $214389.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85513.29     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                       | Nutrien Ltd                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      4500 | NS      | $264270.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATL                                              | Contemporary Amperex Technology Co Ltd                                          | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      1100 | NS      | $80976.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Health International Inc                       | JD Health International Inc                                                     | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | CN        |     40250 | NS      | $342728.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                      | MediaTek Inc                                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      1000 | NS      | $43369.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    185000 | PA      | $216520.50    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $226119.08    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1080709.60   | 0.10%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-562.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5669.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2180637.33   | 0.21%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -28500000 | OU      | $-8160.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    113000 | NS      | $4908474.47   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    715000 | PA      | $757439.48    | 0.07%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48123.76     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Gr                    | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | CN        |      9200 | NS      | $214728.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $117710.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                      | Diversified Healthcare Trust                                                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48150 | NS      | $212341.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                     | Proximus SADP                                                                   | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |      7000 | NS      | $61252.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -208000 | NC      | $-1525.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EEX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384183 | PA      | $374410.58    | 0.04%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                     | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      7000 | NS      | $52360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                      | NEWGENERATIONGASGATHERINGLLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54054 | PA      | $53243.19     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vontier Corp                                      | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     46600 | NS      | $1955802.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 Networks Inc                                                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      4800 | NS      | $87120.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349323 | PA      | $348157.81    | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc                            | ConnectOne Bancorp Inc                                                          | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      3300 | NS      | $81873.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2025-I1                                                               | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420089 | PA      | $424299.86    | 0.04%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk PT                        | Astra International Tbk PT                                                      | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    240700 | NS      | $83475.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    800000 | PA      | $665447.65    | 0.06%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                       | Progyny Inc                                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $19368.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C33                                  | CUSIP: 95000LAY9<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    549865 | PA      | $547944.89    | 0.05%             | 2059-03-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24671.16     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2023-5C23                                                  | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2658093.25   | 0.25%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345516.88    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $539.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D          | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10866141 | NS      | $10859621.30  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $20339.73     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     31400 | NS      | $398466.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                        | JD.com Inc                                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |     19100 | NS      | $334641.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2544 | NS      | $371112.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                            | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      3402 | NS      | $157490.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                          | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120106 | PA      | $117687.81    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    269000 | PA      | $319767.19    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SANY INT'L                                        | Sany Heavy Equipment International Holdings Co Ltd                              | CUSIP: 000000000<br>LEI: 254900BKG9FQLCKFVK72 | Long             | EC               | CORP              | CN        |     52000 | NS      | $54245.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                    | New Jersey Turnpike Authority                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    165000 | PA      | $198973.05    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                  | Black Hills Corp                                                                | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      4450 | NS      | $274075.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550205.81    | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amplitude Inc                                     | Amplitude Inc                                                                   | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |      2400 | NS      | $25728.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                 | Willdan Group Inc                                                               | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       200 | NS      | $19338.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Food & Life Cos Ltd                               | Food & Life Cos Ltd                                                             | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |      7100 | NS      | $370659.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP                            | TalkTalk Telecom Group Ltd                                                      | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    118751 | PA      | $12377.35     | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                 | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     10300 | NS      | $431035.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196666.72    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     12200 | NS      | $629398.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151554.40    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1600 | NS      | $162400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1351000 | PA      | $1343090.30   | 0.13%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                          | Koninklijke BAM Groep NV                                                        | CUSIP: 000000000<br>LEI: 724500V38C5KTDY5BS93 | Long             | EC               | CORP              | NL        |     15400 | NS      | $145829.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    125000 | PA      | $127246.25    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1250 | NS      | $1150350.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $144232.37    | 0.01%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Yunnan Yuntianhua Co Ltd                          | Yunnan Yuntianhua Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     47100 | NS      | $177330.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664928.86    | 0.06%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $35125.00     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    141200 | NS      | $997345.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| StoneCo Ltd                                       | StoneCo Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |       700 | NS      | $13237.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                   | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     11200 | NS      | $267001.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                           | Maruti Suzuki India Ltd                                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |       923 | NS      | $166708.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64864 | PA      | $63891.04     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137717.64    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                        | Korn Ferry                                                                      | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       300 | NS      | $20994.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                | Kontoor Brands Inc                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1900 | NS      | $151563.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                                  | Genie Energy Ltd                                                                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      1100 | NS      | $16445.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roland Corp                                       | Roland Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $63835.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51754.78     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133684.98    | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327691.52    | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Anand Rathi Wealth Ltd                            | Anand Rathi Wealth Ltd                                                          | CUSIP: 000000000<br>LEI: 984500F6VS94CFBA2E48 | Long             | EC               | CORP              | IN        |      5089 | NS      | $161991.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | Royal Bank of Canada                                                            | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      1000 | NS      | $147388.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES6                                                   | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    862187 | PA      | $870817.14    | 0.08%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LifeStance Health Group Inc                       | LifeStance Health Group Inc                                                     | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $28050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      3081 | NS      | $146227.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zojirushi Corp                                    | Zojirushi Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $57180.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8500 | NS      | $832745.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES7                                                   | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383819 | PA      | $384733.97    | 0.04%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                      | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      5600 | NS      | $547774.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206578.98    | 0.02%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2219.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    476000 | NC      | $3.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                   | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     14500 | NS      | $4179625.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -243000 | NC      | $-2427.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     17100 | NS      | $4052700.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERSTATE POWER & LIGHT                          | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    315000 | PA      | $287820.53    | 0.03%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31296YBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8761 | PA      | $8891.55      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPFL Energia SA                                   | CPFL Energia SA                                                                 | CUSIP: 000000000<br>LEI: 529900GBWSBDXN8GGM28 | Long             | EC               | CORP              | BR        |     18900 | NS      | $139381.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1300 | NS      | $146250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $499297.16    | 0.05%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560420 | PA      | $558550.59    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evolv Technologies Holdings In                    | Evolv Technologies Holdings Inc                                                 | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $25670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                      | Catalyst Pharmaceuticals Inc                                                    | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      7000 | NS      | $137900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    665000 | PA      | $589779.42    | 0.06%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure                     | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      2600 | NS      | $79820.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                           | Methode Electronics Inc                                                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      9200 | NS      | $69460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                 | ACI Worldwide Inc                                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      4900 | NS      | $258573.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402CVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7185 | PA      | $7374.00      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intapp Inc                                        | Intapp Inc                                                                      | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $151330.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166742.25    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1410000 | PA      | $1417241.34   | 0.13%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                        | Arcosa Inc                                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3000 | NS      | $281130.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1693290.42   | 0.16%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd                                      | JB Hi-Fi Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      5958 | NS      | $457263.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EMGMKT                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        18 | NC      | $6350.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31236.00     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                       | Xiaomi Corp                                                                     | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |     47200 | NS      | $328037.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13090 | PA      | $12983.01     | 0.00%             | 2031-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Virtu Financial Inc                               | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     11600 | NS      | $411800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167558.97    | 0.02%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                            | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     12840 | NS      | $809305.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16216 | PA      | $15972.76     | 0.00%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84695.86     | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Astronics Corp                                    | Astronics Corp                                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      5400 | NS      | $246294.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-970.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $95140.21     | 0.01%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $413695.40    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199547.72    | 0.02%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS MORGAN STANLEY                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $926.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                 | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209961.92    | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Japan Lifeline Co Ltd                             | Japan Lifeline Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800QUW6LROZVA6765 | Long             | EC               | CORP              | JP        |      9600 | NS      | $97958.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -208000 | NC      | $-871.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC Therapeutics Inc                                                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      2900 | NS      | $177973.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17981.66     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BioCryst Pharmaceuticals Inc                                                    | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     11100 | NS      | $84249.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd                                 | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       646 | NS      | $328648.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $177361.70    | 0.02%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71711 | PA      | $65134.13     | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402BXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7827 | PA      | $7945.58      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     29675 | NS      | $1050963.57   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                          | F&G Annuities & Life Inc                                                        | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $190747.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -412000 | NC      | $-3363.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Superior Plus Corp                                | Superior Plus Corp                                                              | CUSIP: 86828P103<br>LEI: 52990059VEQM9RBM0045 | Long             | EC               | CORP              | CA        |     47400 | NS      | $268726.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    240000 | PA      | $287672.31    | 0.03%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45005.92     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $169899.54    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Alphatec Holdings Inc                             | Alphatec Holdings Inc                                                           | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     15500 | NS      | $225370.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hon Hai Precision Industry Co                     | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     77000 | NS      | $549791.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224285.63    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1162917.34   | 0.11%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $519624.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                          | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36138.94     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $411156.27    | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $249009.57    | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                           | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $337512.50    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451926.93    | 0.04%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    703000 | PA      | $820714.52    | 0.08%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co Ltd                            | Nippon Shokubai Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6800 | NS      | $83800.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $291182.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                    | Banc of America Mortgage 2005-A Trust                                           | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3836 | PA      | $3739.94      | 0.00%             | 2035-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $931.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458524 | PA      | $389136.47    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                           | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $40140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                     | Synaptics Inc                                                                   | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2900 | NS      | $198186.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1583918.85   | 0.15%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234472.78    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14475 | NS      | $8233524.75   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $-64.78       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                             | Solid Biosciences Inc                                                           | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $31467.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      5300 | NS      | $3258970.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1273601.00   | 0.12%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding P                    | Sensata Technologies Holding PLC                                                | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     27800 | NS      | $849290.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214930.59    | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                    | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     41600 | NS      | $926432.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SoundHound AI Inc                                 | SoundHound AI Inc                                                               | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $54672.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                    | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     60890 | NS      | $13369617.30  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3600 | NS      | $706428.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-195.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBA2<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   1486186 | PA      | $1476914.71   | 0.14%             | 2049-11-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $274241.30    | 0.03%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES                         | Michigan State University                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $322913.69    | 0.03%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      8907 | NS      | $592995.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788604.16    | 0.07%             | 2028-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     98000 | NC      | $0.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avista Corp                                       | Avista Corp                                                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3300 | NS      | $124773.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | Oceaneering International Inc                                                   | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       800 | NS      | $19824.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418872 | PA      | $423108.19    | 0.04%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      1525 | NS      | $65139.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1900 | NS      | $868794.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL GROUP INC                                  | Markel Group Inc                                                                | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22817.84     | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7272.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1350438.67   | 0.13%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $112153.65    | 0.01%             | 2042-03-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                   | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1033338.32   | 0.10%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     44600 | NS      | $3738372.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14830.05     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Primoris Services Corp                            | Primoris Services Corp                                                          | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      3200 | NS      | $439456.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7854 | PA      | $7789.81      | 0.00%             | 2032-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356851 | PA      | $1241868.17   | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co                    | HD Hyundai Heavy Industries Co Ltd                                              | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       220 | NS      | $80806.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $201653.72    | 0.02%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Seacoast Banking Corp of Flori                    | Seacoast Banking Corp of Florida                                                | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      3600 | NS      | $109548.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74558.65     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hallador Energy Co                                | Hallador Energy Co                                                              | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      4900 | NS      | $95893.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      2700 | NS      | $665820.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1374088.55   | 0.13%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DMC Global Inc                                    | DMC Global Inc                                                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      7200 | NS      | $60840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE CORP                             | Freedom Mortgage Corp                                                           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53000.00     | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Betsson AB                                        | Betsson AB                                                                      | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |      5550 | NS      | $91861.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Community Banks Inc/GA                     | United Community Banks Inc/GA                                                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      8100 | NS      | $253935.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31417MH71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36116 | PA      | $36325.24     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                             | MFE-MediaForEurope NV                                                           | CUSIP: 000000000<br>LEI: 213800DIFN7NR7B97A50 | Long             | EC               | CORP              | IT        |      7669 | NS      | $39087.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1032.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                      | Protagonist Therapeutics Inc                                                    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $159432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redington Ltd                                     | Redington Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800DTFNX7F2LM5227 | Long             | EC               | CORP              | IN        |     19224 | NS      | $61398.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402WJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15560 | PA      | $15773.25     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings                     | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3900 | NS      | $331032.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                             | Rigetti Computing Inc                                                           | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |      1300 | NS      | $38727.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395686 | PA      | $395970.49    | 0.04%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp                       | Two Harbors Investment Corp                                                     | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1300 | NS      | $12831.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      8479 | NS      | $348601.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297354 | PA      | $280989.07    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                               | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      1500 | NS      | $189270.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81307 | PA      | $73646.56     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kodiak Sciences Inc                               | Kodiak Sciences Inc                                                             | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      4400 | NS      | $72028.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56801.02     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $414769.87    | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                | Graham Holdings Co                                                              | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        80 | NS      | $94184.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188339.58    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK Alift Loan Funding 7 LP                                                      | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400054.00    | 0.04%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389306.92    | 0.04%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    208000 | NC      | $0.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $273718.33    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                               | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140426.38    | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coursera Inc                                      | Coursera Inc                                                                    | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      1700 | NS      | $19907.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $7963.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $251067.80    | 0.02%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-NQM3                                   | CUSIP: 36274TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482790 | PA      | $483306.68    | 0.05%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     32194 | NS      | $634417.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                               | University of Michigan                                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $354319.67    | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31405RRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3337 | PA      | $3496.81      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -245000 | NC      | $-3213.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAC Recruitment Co Ltd                            | JAC Recruitment Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11400 | NS      | $83396.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    660000 | PA      | $772935.82    | 0.07%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $1029788.03   | 0.10%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        29 | NC      | $87047.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eoptolink Technology Inc Ltd                      | Eoptolink Technology Inc Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3900 | NS      | $201417.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    115000 | PA      | $81445.83     | 0.01%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       688 | NS      | $670928.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15506.56     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                               | Asahi Intecc Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |      1600 | NS      | $26000.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $469271.23    | 0.04%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92129.24     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                 | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      3670 | NS      | $70487.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      4893 | NS      | $813026.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    357000 | PA      | $323902.84    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1533432 | PA      | $1350514.34   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     68000 | PA      | $69679.60     | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                   | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      3100 | NS      | $105787.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Holding Corp                              | Waystar Holding Corp                                                            | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $125136.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $844904.75    | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96879.81     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding                    | Credo Technology Group Holding Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $393147.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255069.27    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75728 | PA      | $69448.55     | 0.01%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249863.46    | 0.02%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1095000 | PA      | $1105451.01   | 0.10%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc                              | Douglas Dynamics Inc                                                            | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      3200 | NS      | $100032.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85212.84     | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-INV2 Mortgage Loan Trust                                              | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    453515 | PA      | $458084.21    | 0.04%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198900.00    | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -16 | NC      | $-100.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    366000 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94689 | PA      | $89545.37     | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $56250.00     | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sonos Inc                                         | Sonos Inc                                                                       | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      3400 | NS      | $53720.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2016-UBS11                                       | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269436 | PA      | $1251793.10   | 0.12%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Zymeworks Inc                                     | Zymeworks Inc                                                                   | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |       800 | NS      | $13664.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       163 | NC      | $178665.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                    | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       900 | NS      | $233109.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $210775.86    | 0.02%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| NerdWallet Inc                                    | NerdWallet Inc                                                                  | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |      6500 | NS      | $69940.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390JKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6235 | PA      | $6433.87      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418BGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106172 | PA      | $105378.82    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1000 | NS      | $146320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                       | Simmons First National Corp                                                     | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     12500 | NS      | $239625.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-280.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Financial Co Ltd                              | CSC Financial Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3003006CDEBNKXHOI130 | Long             | EC               | CORP              | CN        |     37800 | NS      | $142613.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    400000 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CDX.NA.HY.43.V1                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $4779.54      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Astec Industries Inc                              | Astec Industries Inc                                                            | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1900 | NS      | $91447.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2024-RTL4                                                  | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251650.48    | 0.02%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fulton Financial Corp                             | Fulton Financial Corp                                                           | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     10500 | NS      | $195615.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $714217.28    | 0.07%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                              | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $112416.35    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      5400 | NS      | $1887462.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31403MWA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5729 | PA      | $5777.67      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    100000 | PA      | $117331.62    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2021-ACNT                                          | CUSIP: 05609QAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780161 | PA      | $779185.93    | 0.07%             | 2038-11-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Rubis SCA                                         | Rubis SCA                                                                       | CUSIP: 000000000<br>LEI: 969500MGFIKUGLTC9742 | Long             | EC               | CORP              | FR        |      3502 | NS      | $131296.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                               | University of Michigan                                                          | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $160813.05    | 0.02%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1284944.92   | 0.12%             | 2053-02-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA                    | Chicago O'Hare International Airport                                            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $178416.67    | 0.02%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Xometry Inc                                       | Xometry Inc                                                                     | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       200 | NS      | $10894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gunze Ltd                                         | Gunze Ltd                                                                       | CUSIP: 000000000<br>LEI: 353800VSSDM5IY8UNW44 | Long             | EC               | CORP              | JP        |      4800 | NS      | $122611.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423375.03    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23324.08     | 0.00%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5KA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3380 | PA      | $3520.84      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198729.12    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     27600 | NS      | $810622.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                             | Great-West Lifeco Inc                                                           | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      8200 | NS      | $332784.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                              | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     10436 | NS      | $304965.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1511360.87   | 0.14%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Worthington Enterprises Inc                       | Worthington Enterprises Inc                                                     | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3800 | NS      | $210862.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    161500 | NC      | $1.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $374627.75    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1121261 | PA      | $912693.10    | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     16390 | NS      | $429676.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1780.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748956 | PA      | $750360.46    | 0.07%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191676.40    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                           | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      5800 | NS      | $1036634.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $407500.00    | 0.04%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Knowles Corp                                      | Knowles Corp                                                                    | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      2700 | NS      | $62937.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                      | Portland General Electric Co                                                    | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      6200 | NS      | $272800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMER                           | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1110438.74   | 0.11%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                     | Tata Consultancy Services Ltd                                                   | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |      7353 | NS      | $239335.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1168.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                   | Bermuda Government International Bond                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $181450.00    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-93269.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                        | Bank Polska Kasa Opieki SA                                                      | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      8672 | NS      | $417932.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196752.89    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES1                                             | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-MBS          | CORP              | US        |    360766 | PA      | $364188.12    | 0.03%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $297695.91    | 0.03%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Renasant Corp                                     | Renasant Corp                                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3400 | NS      | $125426.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                          | HNI Corp                                                                        | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      5200 | NS      | $243620.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                           | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |    202510 | NS      | $0.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SM Energy Co                                      | SM Energy Co                                                                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      3800 | NS      | $94886.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                    | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        98 | NS      | $229238.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369365 | PA      | $325370.52    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31412LWS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26044 | PA      | $27579.14     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                      | Alkermes PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6100 | NS      | $183000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171528 | PA      | $176445.49    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM11 Trust                                                            | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |    582688 | PA      | $587248.08    | 0.06%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc                         | Mirum Pharmaceuticals Inc                                                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      2000 | NS      | $146620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                            | Marcus & Millichap Inc                                                          | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       500 | NS      | $14675.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -368000 | NC      | $-1515.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                      | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      2554 | NS      | $99707.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                   | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     10300 | NS      | $2465614.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CRM1                                             | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438342 | PA      | $443342.77    | 0.04%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp                                       | Deluxe Corp                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     10350 | NS      | $200376.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC Ltd                                         | CITIC Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | EC               | CORP              | CN        |    386000 | NS      | $565380.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274503.89    | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8200 | NS      | $2014740.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314092.32    | 0.03%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIGA Technologies Inc                             | SIGA Technologies Inc                                                           | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $13725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2023-1 Ltd                                                            | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |     68449 | PA      | $68705.62     | 0.01%             | 2033-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    209000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618648 | PA      | $624306.67    | 0.06%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $383377.19    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61542 | PA      | $62178.49     | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      4100 | NS      | $309509.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                       | INTERNATIONAL PARK HLDGS BV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $432564.05    | 0.04%             | 2031-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JELD-WEN INC                                      | JELD-WEN Inc                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156400.00    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                     | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     19685 | NS      | $796543.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1107196.25   | 0.10%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                 | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     12800 | NS      | $2747520.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                            | Abercrombie & Fitch Co                                                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       700 | NS      | $59885.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    836000 | NC      | $25.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                      | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     35812 | NS      | $587591.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910390 | PA      | $772315.02    | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                              | HCL Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |      8437 | NS      | $131713.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                 | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94616.46     | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IonQ Inc                                          | IonQ Inc                                                                        | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      1600 | NS      | $98400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $365277.45    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PGIM AAA CLO ETF                                  | PGIM AAA CLO ETF                                                                | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |    390102 | NS      | $20090253.00  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     34851 | NS      | $632104.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $636307.29    | 0.06%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                        | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      2816 | NS      | $168331.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                           | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    279000 | PA      | $196067.79    | 0.02%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3840.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -239000 | NC      | $-4656.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                      | HDFC Asset Management Co Ltd                                                    | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |      9661 | NS      | $601878.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                  | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213631.80    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $328123.49    | 0.03%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Asics Corp                                        | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      3600 | NS      | $94202.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1482.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| O-I Glass Inc                                     | O-I Glass Inc                                                                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10650 | NS      | $138130.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                            | Option Care Health Inc                                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     10100 | NS      | $280376.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APR Corp/Korea                                    | APR Corp/Korea                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1368 | NS      | $244399.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12423.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Ltd                                       | Naspers Ltd                                                                     | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |       707 | NS      | $256903.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922103 | PA      | $898742.66    | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128K8GK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12184 | PA      | $12483.66     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1657116 | PA      | $1402168.41   | 0.13%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28328.18     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115550.68    | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                      | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    135000 | NS      | $146198.39    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ESCO Technologies Inc                             | ESCO Technologies Inc                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1600 | NS      | $337776.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                          | iRhythm Technologies Inc                                                        | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      2000 | NS      | $343980.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREE                                              | Gree Electric Appliances Inc of Zhuhai                                          | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |     30000 | NS      | $167366.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |    238000 | NC      | $14.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phibro Animal Health Corp                         | Phibro Animal Health Corp                                                       | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1800 | NS      | $72828.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      8600 | NS      | $821042.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $319652.04    | 0.03%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133KMQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323927 | PA      | $279321.78    | 0.03%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc                                  | TriNet Group Inc                                                                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1800 | NS      | $120402.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                      | Texas Capital Bancshares Inc                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      3200 | NS      | $270496.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                    | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |      5600 | NS      | $21672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                              | Celsius Holdings Inc                                                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18300 | NS      | $1052067.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                       | Granite Ridge Resources Inc                                                     | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |      4800 | NS      | $25968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                           | SCOR SE                                                                         | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | EC               | CORP              | FR        |      1850 | NS      | $65427.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-26575.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eckert & Ziegler SE                               | Eckert & Ziegler SE                                                             | CUSIP: 000000000<br>LEI: 391200EUDABLUKXCKG48 | Long             | EC               | CORP              | DE        |      4338 | NS      | $91079.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     18719 | NS      | $3470876.98   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $404002.39    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Blackbaud Inc                                     | Blackbaud Inc                                                                   | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       200 | NS      | $12862.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                                    | NEXTracker Inc                                                                  | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $362551.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $652110.75    | 0.06%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telos Corp                                        | Telos Corp                                                                      | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19500 | NS      | $133380.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooredoo QPSC                                      | Ooredoo QPSC                                                                    | CUSIP: 000000000<br>LEI: 549300D3EIDZJB62TR20 | Long             | EC               | CORP              | QA        |    134810 | NS      | $506208.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    768000 | PA      | $761280.00    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51470.49     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1826614.58   | 0.17%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     18200 | NS      | $1372098.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    260000 | PA      | $273763.96    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JF SmartInvest Holdings Ltd                       | JF SmartInvest Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17000 | NS      | $162491.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                           | Five Point Operating Co LP                                                      | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65969.02     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                        | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     30500 | NS      | $546865.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Ltd                               | Muthoot Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |      2862 | NS      | $98971.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                  | Saudi Awwal Bank                                                                | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | EC               | CORP              | SA        |      6350 | NS      | $54334.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akero Therapeutics Inc                            | Akero Therapeutics Inc                                                          | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      2900 | NS      | $137692.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rohm Co Ltd                                       | Rohm Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |      2900 | NS      | $43294.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -498000 | NC      | $-795.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dana Inc                                          | Dana Inc                                                                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     12700 | NS      | $254508.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    909584 | PA      | $699088.36    | 0.07%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Remitly Global Inc                                | Remitly Global Inc                                                              | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $120620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qfin Holdings Inc                                 | Qfin Holdings Inc                                                               | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | CN        |      7800 | NS      | $224484.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $993838.30    | 0.09%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    413000 | PA      | $449653.75    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Qantas Airways Ltd                                | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     54173 | NS      | $391443.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       500 | NS      | $304660.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $51201.00     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alignment Healthcare Inc                          | Alignment Healthcare Inc                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $244300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                           | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     55000 | NS      | $596975.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co Ltd                    | Shinhan Financial Group Co Ltd                                                  | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |     17614 | NS      | $888061.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| G8 Education Ltd                                  | G8 Education Ltd                                                                | CUSIP: 000000000<br>LEI: 5299008FNTQ0LDQ3UZ44 | Long             | EC               | CORP              | AU        |     38896 | NS      | $21757.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1911000 | NC      | $-1229.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196612.61    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prestige Consumer Healthcare I                    | Prestige Consumer Healthcare Inc                                                | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1510 | NS      | $94224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnor Re LTD                                     | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |    115937 | PA      | $117458.34    | 0.01%             | 2031-11-25      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     24200 | NS      | $1444740.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| THE TORONTO-DOMINION BANK                         | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $387.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Proto Labs Inc                                    | Proto Labs Inc                                                                  | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       400 | NS      | $20012.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL INTL FIN LTD                              | DIGICEL INTL FIN LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $9088.68      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Globalstar Inc                                    | Globalstar Inc                                                                  | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      1500 | NS      | $54585.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries L                    | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      9200 | NS      | $261777.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                  | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314941.33    | 0.03%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    870000 | PA      | $878255.26    | 0.08%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Piper Sandler Cos                                 | Piper Sandler Cos                                                               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |        60 | NS      | $20819.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                  | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     18016 | NS      | $540384.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cricut Inc                                        | Cricut Inc                                                                      | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      2200 | NS      | $13838.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    630000 | PA      | $578436.05    | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources                     | Alpha Metallurgical Resources Inc                                               | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       900 | NS      | $147681.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        11 | NS      | $21623.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                 | Wellfleet CLO 2020-1 Ltd                                                        | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   2211589 | PA      | $2211588.61   | 0.21%             | 2033-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237613.98    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-CES4                                                                  | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    577166 | PA      | $581566.36    | 0.06%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14586.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36201VY48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       149 | PA      | $151.16       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc                       | Sterling Infrastructure Inc                                                     | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       510 | NS      | $173236.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     20675 | NS      | $5195834.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $53622.93     | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $19165.32     | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $37375.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 9 DAC                                                         | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $2058306.10   | 0.19%             | 2037-04-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                         | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     11600 | NS      | $2116072.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494314.17   | 0.14%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Oki Electric Industry Co Ltd                      | Oki Electric Industry Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900VJ2Q0182B3J852 | Long             | EC               | CORP              | JP        |     19800 | NS      | $215553.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                          | Zhongji Innolight Co Ltd                                                        | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |       500 | NS      | $28499.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     26060 | NS      | $887850.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31405UF79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16018 | PA      | $16356.96     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                    | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |      4350 | NS      | $60898.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107787.65    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                     | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |      2268 | NS      | $72346.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360449 | PA      | $306217.52    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $901.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -491000 | NC      | $-1943.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426578 | PA      | $1096777.07   | 0.10%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $421169.80    | 0.04%             | 2055-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA Biologics Inc                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $80630.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company               | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3466.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437790.12    | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423972 | PA      | $361343.13    | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129488.82    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kia Corp                                          | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      5072 | NS      | $364052.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Financial Corp                             | Beacon Financial Corp                                                           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      3800 | NS      | $90098.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $146738.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89105 | PA      | $89030.04     | 0.01%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9705 | NS      | $3313092.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                      | Veracyte Inc                                                                    | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      1500 | NS      | $51495.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $194615.83    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $305.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                       | NOS SGPS SA                                                                     | CUSIP: 000000000<br>LEI: 5493004DM8FGIY6QKF37 | Long             | EC               | CORP              | PT        |     63818 | NS      | $292063.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    685000 | PA      | $622047.54    | 0.06%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                          | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59276.18     | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397548.19    | 0.04%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ThredUp Inc                                       | ThredUp Inc                                                                     | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     26100 | NS      | $246645.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Research Institute                     | Mitsubishi Research Institute Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $66500.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Holley Inc                                        | Holley Inc                                                                      | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      5000 | NS      | $15700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                           | Avidity Biosciences Inc                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $161209.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       800 | NS      | $437400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259547.93    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions Inc                               | Viavi Solutions Inc                                                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     17700 | NS      | $224613.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158421.75    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM13 Trust                                                            | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   1154015 | PA      | $1163812.34   | 0.11%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59465.10     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282080 | PA      | $284511.05    | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241146.50    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    440000 | PA      | $449240.00    | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Talos Energy Inc                                  | Talos Energy Inc                                                                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      6200 | NS      | $59458.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578485 | PA      | $579386.83    | 0.05%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MiMedx Group Inc                                  | MiMedx Group Inc                                                                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $100512.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31390F6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3008 | PA      | $3139.95      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                     | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     21600 | NS      | $2637576.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118069.63    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BKV Corp                                          | BKV Corp                                                                        | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |      2600 | NS      | $60138.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO X DAC                                                             | CUSIP: 000000000<br>LEI: 635400814HPIBD5YSW07 | Long             | ABS-CBDO         | CORP              | IE        |   3316583 | PA      | $3882023.93   | 0.37%             | 2035-04-22      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                     | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     25800 | NS      | $746471.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Commvault Systems Inc                             | Commvault Systems Inc                                                           | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1950 | NS      | $368121.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510092 | PA      | $1230762.51   | 0.12%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                        | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       574 | NS      | $241497.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2226803 | PA      | $2245991.09   | 0.21%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59621.11     | 0.01%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                         | Enpro Inc                                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1300 | NS      | $293800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                               | CUSIP: 3136AJGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474988 | PA      | $473487.54    | 0.04%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143299 | PA      | $130013.96    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-504.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $232219.98    | 0.02%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metallus Inc                                      | Metallus Inc                                                                    | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      1300 | NS      | $21489.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151383.69    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                         | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     11584 | NS      | $174929.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUS                    | Stream Innovations 2025-1 Issuer Trust                                          | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421766 | PA      | $425687.39    | 0.04%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                        | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5129 | NS      | $52572.25     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145052.86    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corp                               | Federal Signal Corp                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       300 | NS      | $35697.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                    | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404686.08    | 0.04%             | 2038-07-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $347000.00    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES6                                             | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |    329968 | PA      | $332874.71    | 0.03%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     22500 | NS      | $2018250.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31405WMC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6385 | PA      | $6707.49      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103882.95    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| California Water Service Group                    | California Water Service Group                                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       500 | NS      | $22945.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2300 | NS      | $1469447.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS HUF PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    241000 | NC      | $0.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingevity Corp                                     | Ingevity Corp                                                                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2700 | NS      | $149013.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIXI Inc                                          | MIXI Inc                                                                        | CUSIP: 000000000<br>LEI: 529900IL3THMH0SFYQ49 | Long             | EC               | CORP              | JP        |      2400 | NS      | $51612.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-NQM2                                                                  | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |    744299 | PA      | $750602.78    | 0.07%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     16800 | NS      | $2079000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund  | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  30131211 | NS      | $30131210.82  | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                | Enact Holdings Inc                                                              | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      6100 | NS      | $233874.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352528 | PA      | $361275.02    | 0.03%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    239000 | NC      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                            | Province of Manitoba Canada                                                     | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $98504.13     | 0.01%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| First Commonwealth Financial C                    | First Commonwealth Financial Corp                                               | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     13400 | NS      | $228470.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263210.55    | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| El Pollo Loco Holdings Inc                        | El Pollo Loco Holdings Inc                                                      | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     10000 | NS      | $97000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610270 | PA      | $626685.33    | 0.06%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                             | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    210000 | PA      | $245412.27    | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     10400 | NS      | $99673.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    740000 | PA      | $721798.45    | 0.07%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simplex Holdings Inc                              | Simplex Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8200 | NS      | $240651.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2235.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lupin Ltd                                         | Lupin Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800HHXTESDEE2FC65 | Long             | EC               | CORP              | IN        |      3559 | NS      | $76936.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202937.15    | 0.02%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173202.00    | 0.02%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207124.05    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES3                                             | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203797 | PA      | $206359.98    | 0.02%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31297B4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19412 | PA      | $19677.54     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-41.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azbil Corp                                        | Azbil Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     22400 | NS      | $212388.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                           | Magnolia Oil & Gas Corp                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $83545.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    415000 | PA      | $413140.34    | 0.04%             | 2042-10-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253589.40    | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     23300 | NS      | $7009106.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | Matson Inc                                                                      | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1200 | NS      | $118308.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scandinavian Tobacco Group A/S                    | Scandinavian Tobacco Group A/S                                                  | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | EC               | CORP              | DK        |     25568 | NS      | $352891.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $150999.12    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Vanda Pharmaceuticals Inc                         | Vanda Pharmaceuticals Inc                                                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      5277 | NS      | $26332.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Aramco Base Oil Co                          | Saudi Aramco Base Oil Co                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |      2150 | NS      | $51214.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52101.01     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     13875 | NS      | $329823.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                           | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      2432 | NS      | $549743.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                     | MTN Commercial Mortgage Trust 2022-LPFL                                         | CUSIP: 62475WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497875.15    | 0.05%             | 2039-03-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                            | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3000 | NS      | $894840.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465679 | PA      | $385573.80    | 0.04%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                            | Invitation Homes 2024-SFR1 Trust                                                | CUSIP: 46188DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $680471.96    | 0.06%             | 2041-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                             | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1400 | NS      | $141722.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                    | Blend Labs Inc                                                                  | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8800 | NS      | $32120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -632000 | NC      | $-9681.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES7                                                   | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    488661 | PA      | $493129.61    | 0.05%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                            | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1352105.92   | 0.13%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239633 | PA      | $242783.94    | 0.02%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202000.00    | 0.02%             | 2041-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    100000 | PA      | $97868.81     | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432761 | PA      | $351991.45    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fastly Inc                                        | Fastly Inc                                                                      | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      9600 | NS      | $82080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Mortgage Investment Trust I                    | AG Mortgage Investment Trust Inc                                                | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |      2700 | NS      | $19548.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1150774.86   | 0.11%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                         | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      8008 | NS      | $372778.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NCI                                               | New China Life Insurance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |     63300 | NS      | $374902.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CPIC                                              | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |      6800 | NS      | $27016.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102875.00    | 0.01%             | 2042-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $340833.35    | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                  | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     23650 | NS      | $480738.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-HE1 Trust                                                              | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    626647 | PA      | $629541.47    | 0.06%             | 2055-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                         | Toronto-Dominion Bank/The                                                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1300 | NS      | $103947.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                        | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     48000 | NS      | $224869.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      9300 | NS      | $3280575.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                 | Mitek Systems Inc                                                               | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     22700 | NS      | $221779.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2014410.90   | 0.19%             | 2055-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $175425.10    | 0.02%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    239000 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84005.86     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                     | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     27600 | NS      | $1819944.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Reit Inc                            | Sekisui House Reit Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        88 | NS      | $47379.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     21600 | NS      | $2421792.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36292KMY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21366 | PA      | $22122.89     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                           | CNO Financial Group Inc                                                         | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      3200 | NS      | $126560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    405000 | PA      | $372338.73    | 0.04%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28740.08     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429322.95    | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                         | Edgewell Personal Care Co                                                       | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1100 | NS      | $22396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wipro Ltd                                         | Wipro Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |    220813 | NS      | $595746.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -161500 | NC      | $-1948.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    368000 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AdvanSix Inc                                      | AdvanSix Inc                                                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      4250 | NS      | $82365.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         4 | NS      | $7846.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    100000 | PA      | $99750.00     | 0.01%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3587492 | PA      | $2904938.36   | 0.27%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                           | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      6900 | NS      | $569250.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                      | Terawulf Inc                                                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |      4800 | NS      | $54816.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Erste Group Bank AG                               | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      3168 | NS      | $311422.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM XX Ltd                                                                     | CUSIP: 67112MAA3<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |    109478 | PA      | $109503.56    | 0.01%             | 2031-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| KKR Real Estate Finance Trust                     | KKR Real Estate Finance Trust Inc                                               | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      4500 | NS      | $40500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62569 | PA      | $63008.81     | 0.01%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2022-RPL4 Trust                                                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291671 | PA      | $281109.55    | 0.03%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                            | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3000 | NS      | $90510.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                   | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    622000 | PA      | $484806.29    | 0.05%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Monogatari Corp/The                               | Monogatari Corp/The                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $95113.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                           | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    336000 | PA      | $334599.94    | 0.03%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162555.66    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XIV DAC                                                  | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-CBDO         | CORP              | IE        |   1236674 | PA      | $1423293.59   | 0.13%             | 2032-05-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658923.65    | 0.06%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co                           | Modine Manufacturing Co                                                         | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      1000 | NS      | $142160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd                     | Geely Automobile Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | HK        |    212000 | NS      | $532591.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     12565 | NS      | $403079.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TETRA Technologies Inc                            | TETRA Technologies Inc                                                          | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     20600 | NS      | $118450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SkyWest Inc                                                                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      1260 | NS      | $126781.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                     | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     16700 | NS      | $152249.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                        | Amneal Pharmaceuticals Inc                                                      | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24400 | NS      | $244244.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       753 | NS      | $41928.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Artisan Partners Asset Managem                    | Artisan Partners Asset Management Inc                                           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      5500 | NS      | $238700.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TrueBlue Inc                                                                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8350 | NS      | $51185.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40682.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    385000 | PA      | $412036.60    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| People's Insurance Co Group of                    | People's Insurance Co Group of China Ltd/The                                    | CUSIP: 000000000<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |     98000 | NS      | $85734.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1788354 | PA      | $1743045.93   | 0.16%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts Inc                        | Xenia Hotels & Resorts Inc                                                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       900 | NS      | $12348.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58637.33     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Marin Bancorp                             | Bank of Marin Bancorp                                                           | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $148108.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     45300 | NS      | $5028300.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-RCF6 LLC                                                              | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691883 | PA      | $678453.33    | 0.06%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corp                                | Varex Imaging Corp                                                              | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1200 | NS      | $14880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431937.37    | 0.04%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                | Aker Solutions ASA                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXG42836 | Long             | EC               | CORP              | NO        |     30472 | NS      | $91559.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                      | American Healthcare REIT Inc                                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      7500 | NS      | $315075.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                        | Elastic NV                                                                      | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     15900 | NS      | $1343391.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                           | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163870.53    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $38081.70     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Valhi Inc                                         | Valhi Inc                                                                       | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $27615.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     31000 | PA      | $40471.60     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp                             | Independent Bank Corp                                                           | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1900 | NS      | $131423.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strides Pharma Science Ltd                        | Strides Pharma Science Ltd                                                      | CUSIP: 000000000<br>LEI: 335800WHFYXUCHR9DD10 | Long             | EC               | CORP              | IN        |     11236 | NS      | $104130.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                          | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $209724.00    | 0.02%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Concentrix Corp                                   | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      4800 | NS      | $221520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Bank Co Ltd                            | Industrial Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 300300C1030935001303 | Long             | EC               | CORP              | CN        |     32200 | NS      | $89722.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3700 | NS      | $1794574.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.             | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2193.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amprius Technologies Inc                          | Amprius Technologies Inc                                                        | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $44184.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207676.42    | 0.02%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     27700 | NS      | $2281649.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     14900 | NS      | $1409391.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | Helmerich & Payne Inc                                                           | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       700 | NS      | $15463.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Telecom Co                                  | Saudi Telecom Co                                                                | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | EC               | CORP              | SA        |     43735 | NS      | $514285.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                        | Southwest Gas Holdings Inc                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      3500 | NS      | $274190.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47287.05     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    245000 | NC      | $2.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nLight Inc                                        | nLight Inc                                                                      | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $53334.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                              | Mercury General Corp                                                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1400 | NS      | $118692.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $677606.51    | 0.06%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299552 | PA      | $275314.15    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1617930.52   | 0.15%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $136754.14    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Niagen Bioscience Inc                             | Niagen Bioscience Inc                                                           | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      2300 | NS      | $21459.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $937.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Movado Group Inc                                  | Movado Group Inc                                                                | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2100 | NS      | $39837.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-NQM2                                   | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |    459456 | PA      | $463121.35    | 0.04%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp                            | Progress Software Corp                                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      5100 | NS      | $224043.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                 | Tutor Perini Corp                                                               | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      5400 | NS      | $354186.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                          | Anywhere Real Estate Inc                                                        | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      9750 | NS      | $103252.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B2 Mortgage Trust                                                | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1380928.08   | 0.13%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Tenable Holdings Inc                              | Tenable Holdings Inc                                                            | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      2100 | NS      | $61236.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335769.96    | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1846098.56   | 0.17%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                             | Emaar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    222191 | NS      | $789947.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rosneft Oil Co PJSC                               | Rosneft Oil Co PJSC                                                             | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     31520 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    359000 | PA      | $359220.19    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                     | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $198000.00    | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                              | LHOME Mortgage Trust 2025-RTL1                                                  | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $604203.78    | 0.06%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59109.00     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Visteon Corp                                      | Visteon Corp                                                                    | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2200 | NS      | $263692.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies                     | Atmus Filtration Technologies Inc                                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $63126.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49184 | PA      | $44263.78     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                     | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2700 | NS      | $381942.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                        | Mineralys Therapeutics Inc                                                      | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $121344.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods Inc                              | Maple Leaf Foods Inc                                                            | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |     14600 | NS      | $377772.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                        | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    235000 | PA      | $231127.20    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CIBC                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     12200 | NS      | $974895.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13366 | PA      | $13738.75     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS - UNFUNDED                     | NEW GENERATION GAS - UNFUNDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10811 | PA      | $10648.65     | 0.00%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488779 | PA      | $492990.91    | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARS Pharmaceuticals Inc                           | ARS Pharmaceuticals Inc                                                         | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $13065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Aluminium Co Ltd                           | Yunnan Aluminium Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003008AXWSVMLG3MX37 | Long             | EC               | CORP              | CN        |     40200 | NS      | $116636.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Helen of Troy Ltd                                 | Helen of Troy Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $55440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CDX.NA.HY.42.V1                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1404.14      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102417.00    | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Materion Corp                                     | Materion Corp                                                                   | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       200 | NS      | $24162.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-NQM3                                       | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588934 | PA      | $593504.38    | 0.06%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                    | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     61600 | NS      | $4131512.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2020-C7                                                    | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $198566.62    | 0.02%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $14326.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $95166.86     | 0.01%             | 2042-03-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Pegasus Hava Tasimaciligi AS                      | Pegasus Hava Tasimaciligi AS                                                    | CUSIP: 000000000<br>LEI: 789000B1MW5PQ58A8T03 | Long             | EC               | CORP              | TR        |     28606 | NS      | $149199.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $290166.74    | 0.03%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      3900 | NS      | $471900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -244000 | NC      | $-136.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2021-R02                                    | CUSIP: 20754KAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83936 | PA      | $84945.91     | 0.01%             | 2041-11-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $927284.22    | 0.09%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31374CQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45323 | PA      | $45362.25     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd                                       | Infosys Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     20412 | NS      | $331990.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                             | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $315179.59    | 0.03%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    244000 | NC      | $339.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2025-CES2                                             | CUSIP: 89183KAA5<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-MBS          | CORP              | US        |    479660 | PA      | $482743.28    | 0.05%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     14400 | NS      | $970704.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $25802.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freshworks Inc                                    | Freshworks Inc                                                                  | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      7100 | NS      | $83567.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                      | Acadian Asset Management Inc                                                    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      1400 | NS      | $67424.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    244000 | NC      | $0.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1734301.79   | 0.16%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                              | TTM Technologies Inc                                                            | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      6600 | NS      | $380160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                              | SPX Technologies Inc                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1300 | NS      | $242814.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274482.88    | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Life Time Group Holdings Inc                      | Life Time Group Holdings Inc                                                    | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $187680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2974338 | PA      | $2810645.28   | 0.27%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hansoh Pharmaceutical Group Co                    | Hansoh Pharmaceutical Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | EC               | CORP              | CN        |     76000 | NS      | $352557.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3125.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1000 | NS      | $772540.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757199.79    | 0.07%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1819447 | PA      | $1669549.84   | 0.16%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABB Ltd                                           | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     12720 | NS      | $920461.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASGN Inc                                          | ASGN Inc                                                                        | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      4900 | NS      | $232015.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $136584.82    | 0.01%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                        | CUSIP: 341081ER4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49136.94     | 0.00%             | 2033-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Porch Group Inc                                   | Porch Group Inc                                                                 | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      1500 | NS      | $25170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131426.18    | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    514682 | PA      | $472022.07    | 0.04%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                           | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1261841.55   | 0.12%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     59800 | NS      | $3646006.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                             | Vir Biotechnology Inc                                                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $29692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    180000 | PA      | $208581.72    | 0.02%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | KRW CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     98000 | NC      | $45.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     42000 | PA      | $38025.75     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123456.51    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $349913.24    | 0.03%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815365 | PA      | $702551.89    | 0.07%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                               | Barrick Mining Corp                                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     33900 | NS      | $1113436.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242567.65    | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      6502 | NS      | $494770.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                    | PMT Credit Risk Transfer Trust 2024-2R                                          | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613031 | PA      | $619414.94    | 0.06%             | 2027-03-29      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                 | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     11000 | NS      | $360767.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                     | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149152.19    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| First Pacific Co Ltd                              | First Pacific Co Ltd                                                            | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | HK        |    238000 | NS      | $199517.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK4                                                                  | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994655 | PA      | $984030.98    | 0.09%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Nu Skin Enterprises Inc                           | Nu Skin Enterprises Inc                                                         | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      7100 | NS      | $86549.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358012.40    | 0.03%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1431862 | PA      | $1209703.46   | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2023-C7 Mortgage Trust                                                      | CUSIP: 05593FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1898975.88   | 0.18%             | 2056-12-15      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd                        | Harvey Norman Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 529900ONRWOF42PYKU59 | Long             | EC               | CORP              | AU        |     25250 | NS      | $123168.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreCivic Inc                                     | CoreCivic Inc                                                                   | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      8100 | NS      | $164835.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C8                                           | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1631937.12   | 0.15%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Midland States Bancorp Inc                        | Midland States Bancorp Inc                                                      | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      5200 | NS      | $89128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    841470 | PA      | $774023.02    | 0.07%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170129.92    | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261056.60    | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267840 | PA      | $273837.10    | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                     | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1700 | NS      | $240431.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                    | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       400 | NS      | $699805.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98267.15     | 0.01%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49086.29     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                     | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    970000 | PA      | $962634.73    | 0.09%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $210708.72    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914052 | PA      | $1907668.43   | 0.18%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -209000 | NC      | $-697.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25811.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20422.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                       | NetEase Inc                                                                     | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |     28600 | NS      | $868649.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shamrock Residential                              | Shamrock Residential                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     86193 | PA      | $101231.17    | 0.01%             | 2071-06-24      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    476000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121184.52    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9727.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -13 | NC      | $3286.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                   | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      2583 | NS      | $154057.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Motor Products Inc                       | Standard Motor Products Inc                                                     | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      4400 | NS      | $179608.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     15100 | NS      | $5149100.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227906.65    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916373 | PA      | $776296.82    | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAS5<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    781709 | PA      | $774613.13    | 0.07%             | 2048-07-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc                               | Bloomin' Brands Inc                                                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    105000 | NS      | $752850.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                          | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194574.02    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ambac Financial Group Inc                         | Ambac Financial Group Inc                                                       | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      1400 | NS      | $11676.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XNFZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813028 | PA      | $747416.41    | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Green Dot Corp                                    | Green Dot Corp                                                                  | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13100 | NS      | $175933.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1498 | NS      | $141851.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| D-Wave Quantum Inc                                | D-Wave Quantum Inc                                                              | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | CA        |       500 | NS      | $12355.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyu Construction Co Ltd                         | Tokyu Construction Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |     11900 | NS      | $89913.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45095 | PA      | $46110.79     | 0.00%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                | THL Credit Wind River 2020-1 CLO Ltd                                            | CUSIP: 973142AQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008006.60   | 0.19%             | 2037-07-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                  | NEW GENERATION GAS GATHERING LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54054 | PA      | $53243.24     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arhaus Inc                                        | Arhaus Inc                                                                      | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $27638.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556145 | PA      | $476918.18    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    125554 | NS      | $31969815.02  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        36 | NC      | $225.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251909.08    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $548202.34    | 0.05%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                      | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     57022 | NS      | $293396.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1923719 | PA      | $7453.45      | 0.00%             | 2026-03-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Stride Inc                                        | Stride Inc                                                                      | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       200 | NS      | $29788.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                               | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $382297.80    | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472907 | PA      | $422575.83    | 0.04%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       195 | NC      | $448029.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                     | American Eagle Outfitters Inc                                                   | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      4500 | NS      | $76995.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | Pitney Bowes Inc                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      5600 | NS      | $63896.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    185873 | NS      | $1230326.19   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                              | Dycom Industries Inc                                                            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        40 | NS      | $11670.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS                                         | Petroleo Brasileiro SA - Petrobras                                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    120800 | NS      | $711556.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Info Service PCL                         | Advanced Info Service PCL                                                       | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | EC               | CORP              | TH        |     15800 | NS      | $141935.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     70716 | NS      | $36627352.20  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XIV DAC                                                  | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-CBDO         | CORP              | IE        |   1236674 | PA      | $1452444.45   | 0.14%             | 2032-05-22      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95104.06     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Pagaya Technologies Ltd                           | Pagaya Technologies Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $83132.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedrich Vorwerk Group SE                        | Friedrich Vorwerk Group SE                                                      | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |      2846 | NS      | $274779.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Protector Forsikring ASA                          | Protector Forsikring ASA                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXAIO813 | Long             | EC               | CORP              | NO        |      1040 | NS      | $51284.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inghams Group Ltd                                 | Inghams Group Ltd                                                               | CUSIP: 000000000<br>LEI: 529900ZZ4VRHSGVBNE41 | Long             | EC               | CORP              | AU        |     17850 | NS      | $29862.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      8300 | NS      | $1791389.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2024-CES1                                       | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    345651 | PA      | $350658.88    | 0.03%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BIPROGY Inc                                       | BIPROGY Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $191740.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1799.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3070.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       181 | NC      | $170007.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                        | Adient PLC                                                                      | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      1200 | NS      | $28896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    457664 | PA      | $394346.12    | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                    | PBF Energy Inc                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      4300 | NS      | $129731.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         4 | NC      | $-1504.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $186406.79    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Corp                    | Brookfield Infrastructure Corp                                                  | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | US        |      1300 | NS      | $53456.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699990 | PA      | $1439808.46   | 0.14%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    474487 | PA      | $436821.92    | 0.04%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                           | Enova International Inc                                                         | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      2700 | NS      | $310743.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JK Cement Ltd                                     | JK Cement Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800IECEF3EIDGF809 | Long             | EC               | CORP              | IN        |      5134 | NS      | $364158.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-NQM4 Trust                                                            | CUSIP: 69392VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $598900.02    | 0.06%             | 2070-07-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                               | Uranium Energy Corp                                                             | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | CA        |      4500 | NS      | $60030.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                       | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     11600 | NS      | $404111.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                     | Technogym SpA                                                                   | CUSIP: 000000000<br>LEI: 815600B9149F66E77F76 | Long             | EC               | CORP              | IT        |      6291 | NS      | $106829.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                          | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321342.37    | 0.03%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    180000 | PA      | $194265.00    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $285628.17    | 0.03%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Yutong Bus Co Ltd                                 | Yutong Bus Co Ltd                                                               | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |     20700 | NS      | $79100.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    118727 | NS      | $1675608.36   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $256835.78    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496404.25    | 0.05%             | 2028-07-14      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -476000 | NC      | $-3.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213602.53    | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                            | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      9000 | NS      | $55080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                 | George Weston Ltd                                                               | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      3300 | NS      | $201291.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    120698 | PA      | $121750.12    | 0.01%             | 2034-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                        | NAVER Corp                                                                      | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       796 | NS      | $152741.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SiTime Corp                                       | SiTime Corp                                                                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $207903.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                          | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     41591 | NS      | $894062.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     19769 | NS      | $14517958.22  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                          | Adtalem Global Education Inc                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131726.04    | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-663.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36290UXG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64216 | PA      | $64369.95     | 0.01%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                              | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $452223.90    | 0.04%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     94700 | NS      | $6479374.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                             | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     36000 | NS      | $1014123.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                        | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1637 | NS      | $205373.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $208100.00    | 0.02%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                    | CyberAgent Inc                                                                  | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |      7900 | NS      | $94829.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158986.40    | 0.02%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAKKS Pacific Inc                                 | JAKKS Pacific Inc                                                               | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      2200 | NS      | $41206.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp                                    | Toyo Tire Corp                                                                  | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     13500 | NS      | $358419.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                    | DBJPM 16-C1 Mortgage Trust                                                      | CUSIP: 23312LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660560 | PA      | $657535.53    | 0.06%             | 2049-05-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500543 | PA      | $504881.76    | 0.05%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511850.45    | 0.05%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36201VYT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       600 | PA      | $615.73       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     30978 | PA      | $31074.30     | 0.00%             | 2034-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                    | GAIL India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |     25600 | NS      | $50836.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                    | H Lundbeck A/S                                                                  | CUSIP: 000000000<br>LEI: 5493006R4KC2OI5D3470 | Long             | EC               | CORP              | DK        |     20125 | NS      | $146382.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-329.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                        | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     43600 | NS      | $3856420.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OHIO POWER COMPANY                                | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $123993.75    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                   | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     37551 | NS      | $618231.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    243000 | NC      | $4.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                   | Murphy Oil Corp                                                                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1750 | NS      | $49717.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16309.62     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MYR Group Inc                                     | MYR Group Inc                                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1000 | NS      | $208030.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $359878.13    | 0.03%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174993.28    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2286.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2551.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    498000 | NC      | $1.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383205 | PA      | $376606.99    | 0.04%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| World Kinect Corp                                 | World Kinect Corp                                                               | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      8049 | NS      | $208871.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | Terex Corp                                                                      | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3700 | NS      | $189810.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                        | Mueller Water Products Inc                                                      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      1200 | NS      | $30624.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6017.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869397 | PA      | $667998.31    | 0.06%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                 | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      2406 | NS      | $57806.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                    | OneMain Direct Auto Receivables Trust 2023-1                                    | CUSIP: 682685AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $412147.80    | 0.04%             | 2031-02-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456846 | PA      | $391889.91    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36201VXY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       452 | PA      | $462.73       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Otter Tail Corp                                   | Otter Tail Corp                                                                 | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $163940.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNRE                                              | China Northern Rare Earth Group High-Tech Co Ltd                                | CUSIP: 000000000<br>LEI: 300300CY5TYMU38UDM49 | Long             | EC               | CORP              | CN        |     18900 | NS      | $128244.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NJ Trust 2023-GSP                                 | NJ Trust 2023-GSP                                                               | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $524784.50    | 0.05%             | 2029-01-06      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488099 | PA      | $413849.95    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Laureate Education Inc                            | Laureate Education Inc                                                          | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      6900 | NS      | $217626.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     51950 | NS      | $17138824.50  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8600 | NS      | $741492.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31473.38     | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                      | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      2455 | NS      | $294204.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    880000 | PA      | $809467.63    | 0.08%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust 2022-A                                            | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221659 | PA      | $222263.40    | 0.02%             | 2062-09-25      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     46600 | NS      | $295127.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2900 | NS      | $1980439.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zydus Lifesciences Ltd                            | Zydus Lifesciences Ltd                                                          | CUSIP: 000000000<br>LEI: 335800R9O14ORBXLPN13 | Long             | EC               | CORP              | IN        |      5900 | NS      | $65405.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                            | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120000.00    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                   | TripAdvisor Inc                                                                 | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       700 | NS      | $11382.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                      | Safehold Inc                                                                    | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      2600 | NS      | $40274.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1500 | NS      | $458115.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    883000 | PA      | $893375.25    | 0.08%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sun Pharmaceutical Industries                     | Sun Pharmaceutical Industries Ltd                                               | CUSIP: 000000000<br>LEI: 335800KJ7GE29LB4SS73 | Long             | EC               | CORP              | IN        |      9214 | NS      | $165869.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       448 | NS      | $33253.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $292592.82    | 0.03%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Essity AB                                         | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     26172 | NS      | $684113.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31287S6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2764 | PA      | $2888.19      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                  | Cytokinetics Inc                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       600 | NS      | $32976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                       | EVERTEC Inc                                                                     | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1800 | NS      | $60804.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -98000 | NC      | $-659.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      4601 | NS      | $422533.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $103632.95    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                 | Eicher Motors Ltd                                                               | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      5735 | NS      | $452831.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yellow Hat Ltd                                    | Yellow Hat Ltd                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $61670.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                     | State of California                                                             | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $17557.10     | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1986.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       198 | NC      | $-12277.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49350.80     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1477.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING Holdings Co Ltd                    | COSCO SHIPPING Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 3003009XI0QGYYA29S17 | Long             | EC               | CORP              | CN        |    112000 | NS      | $174123.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46319 | PA      | $46586.50     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2087103.40   | 0.20%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       753 | NS      | $556353.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    978621 | PA      | $987053.39    | 0.09%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     21400 | NS      | $3093156.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     43900 | NS      | $2900034.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241700.59    | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145555.29    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                     | BGC Group Inc                                                                   | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |     26600 | NS      | $251636.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106812.29    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $229250.00    | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     13658 | NS      | $1756123.68   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8521.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $235755.47    | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                          | Banco do Brasil SA/Cayman                                                       | CUSIP: 05959LAH6<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $198231.00    | 0.02%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     21030 | NS      | $4869286.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2348.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANI Pharmaceuticals Inc                           | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1200 | NS      | $109920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     39000 | NS      | $1391520.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -239000 | NC      | $-769.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185273.85    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kura Oncology Inc                                 | Kura Oncology Inc                                                               | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      3500 | NS      | $30975.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500305.00    | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                            | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7800 | NS      | $415979.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                     | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     25456 | NS      | $315258.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EPAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84959 | PA      | $84744.97     | 0.01%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    450000 | PA      | $481639.50    | 0.05%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $440599.33    | 0.04%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk PT                     | Indofood Sukses Makmur Tbk PT                                                   | CUSIP: 000000000<br>LEI: 529900E61EV2GTYWZ485 | Long             | EC               | CORP              | ID        |    106800 | NS      | $46339.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     42500 | NS      | $1666850.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Americas SA                                  | Enel Americas SA                                                                | CUSIP: 000000000<br>LEI: 549300LKH11TFCJLZK20 | Long             | EC               | CORP              | CL        |    616325 | NS      | $62181.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                       | Moelis & Co                                                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1600 | NS      | $114112.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hiday Hidaka Corp                                 | Hiday Hidaka Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4800 | NS      | $116133.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81882.69     | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Codan Ltd                                         | Codan Ltd                                                                       | CUSIP: 000000000<br>LEI: 9845005866EB809B5694 | Long             | EC               | CORP              | AU        |      5267 | NS      | $102815.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5955000 | PA      | $2445136.39   | 0.23%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158556.41    | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2250 | NS      | $2697570.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Polyus PJSC                                       | Polyus PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |     37040 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     21400 | NS      | $2450300.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4100 | NS      | $378717.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1383979 | PA      | $1175733.53   | 0.11%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                           | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13715.79     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4273.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132A4G93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100328 | PA      | $102747.76    | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31403QQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3253 | PA      | $3356.60      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $766779.22    | 0.07%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd                             | Fortis Healthcare Ltd                                                           | CUSIP: 000000000<br>LEI: 3358001Q5ZJC4M83WH02 | Long             | EC               | CORP              | IN        |      5550 | NS      | $60682.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744039 | PA      | $684198.14    | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44191.58     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                           | Perdoceo Education Corp                                                         | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      5400 | NS      | $203364.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314220.29    | 0.03%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -5280000 | OU      | $-1049.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111448.65    | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128199.50    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31401JNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3127 | PA      | $3201.76      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      6717 | NS      | $101073.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                         | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    104260 | NS      | $624902.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37763 | PA      | $37301.31     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -4730000 | OU      | $-1803.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp                         | California Resources Corp                                                       | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1500 | NS      | $79770.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359359.28    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                    | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |    128000 | NS      | $703789.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS SOFTBANK GROUP CORP                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $400.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    725000 | NC      | $427.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                         | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2000 | NS      | $658140.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      9600 | NS      | $2709120.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partne                    | PRET 2024-RPL2 Trust                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447182 | PA      | $428868.31    | 0.04%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                          | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     87390 | NS      | $828154.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                       | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     15775 | NS      | $476179.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    119000 | NC      | $0.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     54036 | NS      | $1041253.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kangwon Land Inc                                  | Kangwon Land Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2616 | NS      | $34217.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C14                                          | CUSIP: 90278KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735289 | PA      | $734450.43    | 0.07%             | 2051-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                       | Asbury Automotive Group Inc                                                     | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       730 | NS      | $178448.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                               | Mercury Systems Inc                                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      2500 | NS      | $193500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                        | Hilton Grand Vacations Inc                                                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      4000 | NS      | $167240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199482.58    | 0.02%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     75484 | NS      | $792153.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2023-I Ltd                                                         | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2851248.30   | 0.27%             | 2038-10-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303202.91    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31403VM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54488 | PA      | $57078.40     | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725954.45    | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204199.47    | 0.02%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198650.03    | 0.02%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                            | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |      8648 | NS      | $713770.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                     | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    136400 | NS      | $1631344.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1640821 | PA      | $1676861.45   | 0.16%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sprinklr Inc                                      | Sprinklr Inc                                                                    | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |      7400 | NS      | $57128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | Adeia Inc                                                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $15960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-CES1                                                                  | CUSIP: 26846VAA2<br>LEI: 254900CMJGXNT3R7H775 | Long             | ABS-MBS          | CORP              | US        |    365420 | PA      | $369816.10    | 0.04%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1522 | PA      | $1588.74      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                  | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     33400 | NS      | $1530388.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $333585.51    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415349 | PA      | $356849.60    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                           | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $438732.00    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Mitsui Mining & Smelting Co Lt                    | Mitsui Mining & Smelting Co Lt                                                  | CUSIP: 000000000<br>LEI: 35380021EYAHSQM25559 | Long             | EC               | CORP              | JP        |      7800 | NS      | $605960.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-HQA5                                         | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $276562.50    | 0.03%             | 2050-11-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-8                                               | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299306.91    | 0.03%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199062.00    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4955 | NS      | $1649933.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    754000 | PA      | $587109.32    | 0.06%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Yext Inc                                          | Yext Inc                                                                        | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      6800 | NS      | $57936.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204498.36    | 0.02%             | 2041-10-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $770430.00    | 0.07%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402QP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5770 | PA      | $5818.55      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2017-C8 Commercial Mortgage Trust                                         | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722545 | PA      | $707184.18    | 0.07%             | 2050-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75004.85     | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Compass Inc                                       | Compass Inc                                                                     | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     23300 | NS      | $187099.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS HUF PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -241000 | NC      | $-447.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31368HKJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        85 | PA      | $86.37        | 0.00%             | 2028-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    980000 | PA      | $985123.48    | 0.09%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                    | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132172 | PA      | $127672.08    | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group I                    | Helix Energy Solutions Group Inc                                                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     14100 | NS      | $92496.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAYA SAS/FRANCE                                   | Maya SAS/Paris France                                                           | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202954.00    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $91362.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                       | State of Illinois                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     87255 | PA      | $88314.60     | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133041.96    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd                                | Elmwood CLO 36 Ltd                                                              | CUSIP: 29004MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008919.80   | 0.19%             | 2037-10-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                 | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $110098.52    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                    | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     10300 | NS      | $1622868.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477964 | PA      | $422345.08    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mission Produce Inc                               | Mission Produce Inc                                                             | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      2700 | NS      | $32454.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                               | Archer Aviation Inc                                                             | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $12454.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $855.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120609.01    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $527.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                       | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       338 | NS      | $62775.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceutical                    | Jiangsu Hengrui Pharmaceuticals Co Ltd                                          | CUSIP: 000000000<br>LEI: 2549003BT1XS3SE3E448 | Long             | EC               | CORP              | CN        |     18900 | NS      | $189838.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES OF AMERICA                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $324.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36201VYK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       741 | PA      | $764.79       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                    | Ziff Davis Inc                                                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      6000 | NS      | $228600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    495000 | PA      | $365702.94    | 0.03%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305545 | PA      | $2030515.88   | 0.19%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                           | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     45590 | NS      | $620400.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd                                                           | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50651.00     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | Rigel Pharmaceuticals Inc                                                       | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      3900 | NS      | $110487.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd                                       | Plus500 Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      2800 | NS      | $121352.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                      | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     90000 | PA      | $102461.65    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                    | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40575000 | PA      | $263059.90    | 0.02%             | 2050-02-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                               | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      5000 | NS      | $116300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                      | Xeris Biopharma Holdings Inc                                                    | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40500 | NS      | $329670.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                                  | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     15400 | NS      | $670477.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                              | Orthofix Medical Inc                                                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $16104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $468693.70    | 0.04%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $396294.24    | 0.04%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHC Holdings Corp                                 | PHC Holdings Corp                                                               | CUSIP: 000000000<br>LEI: 3538001U3W83EUYS3187 | Long             | EC               | CORP              | JP        |     12300 | NS      | $81348.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTG Co Ltd                                        | MTG Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5200 | NS      | $163314.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $34622.35     | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1050 | NS      | $247600.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493645.85    | 0.05%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-916.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31407F6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8185 | PA      | $8392.04      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Safran SA                                         | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       923 | NS      | $327544.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Genworth Financial Inc                            | Genworth Financial Inc                                                          | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     38600 | NS      | $343540.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group Inc                          | Sony Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |      2000 | NS      | $2217.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Motors Ltd                                   | Tata Motors Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800BO2LHWJJ8TZI32 | Long             | EC               | CORP              | IN        |     68640 | NS      | $525963.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sigurd Microelectronics Corp                      | Sigurd Microelectronics Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     37000 | NS      | $110883.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                      | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    860000 | PA      | $894733.38    | 0.08%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp/NY                         | Columbus McKinnon Corp/NY                                                       | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      5900 | NS      | $84606.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trus                    | BRAVO Residential Funding Trust 2025-CES2                                       | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |    395856 | PA      | $395599.51    | 0.04%             | 2055-07-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Riley Exploration Permian Inc                     | Riley Exploration Permian Inc                                                   | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       400 | NS      | $10844.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $759.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardent Health Inc                                 | Ardent Health Inc                                                               | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $45050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408939.96    | 0.04%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -366000 | NC      | $-2615.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inogen Inc                                        | Inogen Inc                                                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     13400 | NS      | $109478.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                    | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185822 | PA      | $179757.82    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    135000 | PA      | $147617.80    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NPK International Inc                             | NPK International Inc                                                           | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     21800 | NS      | $246558.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harbin Electric Co Ltd                            | Harbin Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900QH6Y4U07RU0U61 | Long             | EC               | CORP              | CN        |     42000 | NS      | $63393.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31406FSE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27703 | PA      | $28294.22     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hain Celestial Group Inc/The                      | Hain Celestial Group Inc/The                                                    | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     36700 | NS      | $57986.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $574.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-7 Mortgage Loan Trust                                                 | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |    586810 | PA      | $591630.97    | 0.06%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    244000 | NC      | $0.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49884.07     | 0.00%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                       | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      1680 | NS      | $118469.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group L                    | Pop Mart International Group Ltd                                                | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | CN        |     10600 | NS      | $363069.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    452000 | PA      | $511810.54    | 0.05%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                       | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       800 | NS      | $28732.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                      | CUSIP: 21H0626B8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1026943.09   | 0.10%             | 2055-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransMedics Group Inc                             | TransMedics Group Inc                                                           | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |       300 | NS      | $33660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26889.58     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $206.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $487.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $202600.00    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                    | University of Virginia                                                          | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $60907.64     | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2726.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-103493.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5900 | NS      | $1659316.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3052.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                    | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |     14800 | NS      | $572453.83    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                 | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      2527 | NS      | $297122.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust                                                             | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1208703.24   | 0.11%             | 2033-07-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $170366.20    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AECOM                                             | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20454.75     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                   | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      7500 | NS      | $707775.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gillette India Ltd                                | Gillette India Ltd                                                              | CUSIP: 000000000<br>LEI: 3358002S2XZDSQKDGX30 | Long             | EC               | CORP              | IN        |       475 | NS      | $50702.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    485000 | PA      | $441246.74    | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187714.08    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                            | Brightstar Lottery PLC                                                          | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201250.00    | 0.02%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36388.09     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    495000 | PA      | $452546.06    | 0.04%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2976 | NS      | $413580.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cars.com Inc                                      | Cars.com Inc                                                                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      4200 | NS      | $51324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17834.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Embecta Corp                                      | Embecta Corp                                                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      6400 | NS      | $90304.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    604000 | PA      | $239304.80    | 0.02%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     10858 | NS      | $4399553.02   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29839.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azenta Inc                                        | Azenta Inc                                                                      | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       800 | NS      | $22976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                 | Universal Corp/VA                                                               | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3200 | NS      | $178784.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                          | Turning Point Brands Inc                                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       400 | NS      | $39544.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      8600 | NS      | $1818900.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2330.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                 | Belimo Holding AG                                                               | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        98 | NS      | $103067.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                          | China Hongqiao Group Ltd                                                        | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | CN        |    252500 | NS      | $855175.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DONCASTERS US FINANCE LLC                         | DONCASTERS US FINANCE LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $200990.00    | 0.02%             | 2030-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    480387 | PA      | $493234.93    | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                    | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4300 | NS      | $697460.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     13000 | NS      | $2612090.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    740000 | PA      | $679038.61    | 0.06%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2400 | NS      | $898200.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage T                    | EFMT 2025-INV3                                                                  | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |    396244 | PA      | $398687.96    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500050.45    | 0.05%             | 2064-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                         | Taylor Morrison Home Corp                                                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      3500 | NS      | $231035.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40347.43     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                | SunCoke Energy Inc                                                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     26400 | NS      | $215424.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Shanghai Co Ltd                           | Bank of Shanghai Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300C1091231000098 | Long             | EC               | CORP              | CN        |    120000 | NS      | $150852.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2900 | NS      | $937048.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31382QYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       712 | PA      | $735.39       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128592.11    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60075.00     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2021-GSA3                                          | CUSIP: 36263UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35000000 | PA      | $1202897.50   | 0.11%             | 2054-12-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                    | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     11000 | NS      | $1701700.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $77457.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224438.80    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                      | Ohio State University/The                                                       | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     65000 | PA      | $64358.84     | 0.01%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Rambus Inc                                        | Rambus Inc                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4600 | NS      | $479320.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507167.36    | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                    | COOPR Residential Mortgage Trust 2025-CES2                                      | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    778131 | PA      | $785549.97    | 0.07%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TriMas Corp                                       | TriMas Corp                                                                     | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       800 | NS      | $30912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                              | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       100 | NS      | $36184.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                 | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      4196 | NS      | $741854.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1949.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                              | Turk Hava Yollari AO                                                            | CUSIP: 000000000<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | EC               | CORP              | TR        |     59221 | NS      | $449081.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                               | Leggett & Platt Inc                                                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      1400 | NS      | $12432.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1921297 | PA      | $1630513.62   | 0.15%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5200 | NS      | $2530892.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23804 | PA      | $21849.73     | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87572.64     | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                         | Cogeco Communications Inc                                                       | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |      7300 | NS      | $335494.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -208000 | NC      | $-1048.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield PLC                           | Cushman & Wakefield PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17700 | NS      | $281784.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     24374 | NS      | $7688290.82   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1447000 | NC      | $0.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    245000 | NC      | $2.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                 | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     40200 | NS      | $997706.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314695.29    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Coeur Mining Inc                                  | Coeur Mining Inc                                                                | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     15500 | NS      | $290780.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                  | AMC Networks Inc                                                                | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      9300 | NS      | $76632.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    525000 | PA      | $569992.50    | 0.05%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $14260.75     | 0.00%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $929000.63    | 0.09%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                  | NMI Holdings Inc                                                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       500 | NS      | $19170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $234222.98    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385998.68    | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7265000 | PA      | $5381775.78   | 0.51%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sino Biopharmaceutical Ltd                        | Sino Biopharmaceutical Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LPR4ADFEJAR786 | Long             | EC               | CORP              | HK        |    326000 | NS      | $339795.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31405VVQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12611 | PA      | $13010.23     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                        | Phinia Inc                                                                      | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      1200 | NS      | $68976.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                               | Glacier Bancorp Inc                                                             | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       300 | NS      | $14601.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                        | Tarsus Pharmaceuticals Inc                                                      | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $35658.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AcadeMedia AB                                     | AcadeMedia AB                                                                   | CUSIP: 000000000<br>LEI: 549300H47PGHY4JNKO68 | Long             | EC               | CORP              | SE        |      3960 | NS      | $41122.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31415RPC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1658 | PA      | $1734.28      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    107368 | PA      | $107941.29    | 0.01%             | 2034-04-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                   | MillerKnoll Inc                                                                 | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1000 | NS      | $17740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                        | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     37400 | NS      | $673412.34    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124871.03    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $231947.67    | 0.02%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                            | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       800 | NS      | $31726.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameris Bancorp                                    | Ameris Bancorp                                                                  | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       500 | NS      | $36655.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2558.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    440000 | PA      | $433452.80    | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                  | Bellemeade Re 2022-1 Ltd                                                        | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     17393 | PA      | $17414.21     | 0.00%             | 2032-01-26      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                                  | Lugo Funding DAC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    352382 | PA      | $413889.21    | 0.04%             | 2066-05-26      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Superconductor Corp                      | American Superconductor Corp                                                    | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      2600 | NS      | $154414.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE COPPER CORP                              | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77139.00     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $346842.33    | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Marine Corp Taiwan L                    | Evergreen Marine Corp Taiwan Ltd                                                | CUSIP: 000000000<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |     54000 | NS      | $318045.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                    | Sofi Professional Loan Program 2018-B Trust                                     | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5239 | PA      | $5229.95      | 0.00%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4488.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1700 | NS      | $230231.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                          | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399753.07    | 0.04%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ST Engineering                                    | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     77200 | NS      | $515505.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    129000 | PA      | $109886.48    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                            | Intelsat SA/Luxembourg                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4226 | NS      | $0.42         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      8500 | NS      | $773075.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    197300 | NS      | $36812234.00  | 3.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179RB24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34590 | PA      | $35272.54     | 0.00%             | 2045-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                               | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424752.17    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROBRAS                                         | Petroleo Brasileiro SA - Petrobras                                              | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     16600 | NS      | $104984.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                          | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188655.89    | 0.02%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $471552.87    | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avanos Medical Inc                                | Avanos Medical Inc                                                              | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      6650 | NS      | $76874.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1466943 | PA      | $1383938.08   | 0.13%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                    | Regional Management Issuance Trust 2022-1                                       | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123831 | PA      | $123356.23    | 0.01%             | 2032-03-15      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2430175.94   | 0.23%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 31292JAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3977 | PA      | $4036.64      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1190.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                             | CLUBCORP HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120431 | PA      | $119443.67    | 0.01%             | 2032-07-10      | None          | 9.16%                 | No            |                  3 | On Loan: No      |
| Ouster Inc                                        | Ouster Inc                                                                      | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $97380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bharti Airtel Ltd                                 | Bharti Airtel Ltd                                                               | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     25856 | NS      | $546841.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                    | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2300 | NS      | $227568.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1634038 | PA      | $1439972.67   | 0.14%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       240 | NS      | $110721.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       700 | NS      | $530705.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                             | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $189713.43    | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                     | Cable One Inc                                                                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       500 | NS      | $88525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                       | Plexus Corp                                                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       700 | NS      | $101283.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50101.45     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                      | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $503369.58    | 0.05%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     24700 | NS      | $2104677.17   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31402CQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2397 | PA      | $2483.90      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C48                                  | CUSIP: 95001RAW9<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   1621522 | PA      | $1611712.58   | 0.15%             | 2052-01-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co Ltd                              | Hyundai Mobis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |      1818 | NS      | $386788.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Moog Inc                                          | Moog Inc                                                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       100 | NS      | $20767.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $318478.83    | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -927000 | NC      | $-800.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                             | iA Financial Corp Inc                                                           | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      2500 | NS      | $284238.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125504.11    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Talanx AG                                         | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      4723 | NS      | $629705.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Terns Pharmaceuticals Inc                         | Terns Pharmaceuticals Inc                                                       | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |      3800 | NS      | $28538.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473739.01    | 0.04%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    830000 | PA      | $827655.18    | 0.08%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                    | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     19000 | NS      | $73148.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C46                                  | CUSIP: 95001QAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1043451.26   | 0.10%             | 2051-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3405.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2021-GS1                                            | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104245 | PA      | $104251.51    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2025-SFR1 Trust                                              | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    696401 | PA      | $697733.52    | 0.07%             | 2042-03-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148599.44    | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |     27500 | NS      | $615013.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Calix Inc                                         | Calix Inc                                                                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      4500 | NS      | $276165.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    237000 | NC      | $1.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE2                                               | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149046 | PA      | $149836.32    | 0.01%             | 2054-03-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae                                                                      | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -500000 | PA      | $-470049.46   | -0.04%            | 2055-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    370000 | PA      | $365560.00    | 0.03%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     28430 | NS      | $235571.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36521.45     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92130.03     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Konecranes Oyj                                    | Konecranes Oyj                                                                  | CUSIP: 000000000<br>LEI: 549300EF0CDEQZBMA096 | Long             | EC               | CORP              | FI        |      6342 | NS      | $525049.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HCI Group Inc                                     | HCI Group Inc                                                                   | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       800 | NS      | $153544.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION IRON CANADA INC                          | Champion Iron Canada Inc                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209052.00    | 0.02%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-89906.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $115183.46    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICU Medical Inc                                   | ICU Medical Inc                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1000 | NS      | $119960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     42840 | NS      | $10433682.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                  | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     11900 | NS      | $549996.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1638563 | PA      | $1499710.54   | 0.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                              | Bridgebio Pharma Inc                                                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      4200 | NS      | $218148.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coal India Ltd                                    | Coal India Ltd                                                                  | CUSIP: 000000000<br>LEI: 335800NLJQZNHM9LBB31 | Long             | EC               | CORP              | IN        |     38595 | NS      | $169587.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                           | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49196.89     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                    | Park Avenue Institutional Advisers CLO Ltd 2019-2                               | CUSIP: 70018AAJ9<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3508086.40   | 0.33%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6449 | NS      | $3242170.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                    | Harmony Biosciences Holdings Inc                                                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $33072.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123294.63    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    865000 | PA      | $865515.50    | 0.08%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OptimizeRx Corp                                   | OptimizeRx Corp                                                                 | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $59450.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       600 | NS      | $157722.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                 | Olympic Steel Inc                                                               | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       700 | NS      | $21315.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                    | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     26950 | NS      | $2936472.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                              | CUSIP: 3137HLZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    673717 | PA      | $685095.85    | 0.06%             | 2055-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                          | CommScope Holding Co Inc                                                        | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     11900 | NS      | $184212.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                             | LiveRamp Holdings Inc                                                           | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1000 | NS      | $27140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      9600 | NS      | $332928.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352221.47    | 0.03%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12250 | NS      | $5447820.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                          | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199277.95    | 0.02%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $211562.00    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                     | Adaptive Biotechnologies Corp                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      7800 | NS      | $116688.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     15100 | NS      | $2032460.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     31325 | NS      | $2504120.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     25800 | NS      | $730140.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     16479 | NS      | $174049.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7722.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    216161 | NS      | $244604.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co                              | Commercial Metals Co                                                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      5750 | NS      | $329360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26614.39     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                    | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $69044.50     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36208LL39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2569 | PA      | $2568.12      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                   | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     80600 | NS      | $72442.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -244000 | NC      | $-2731.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                          | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     22504 | NS      | $293624.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                               | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2200 | NS      | $1194468.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423319.18    | 0.04%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2020-BNK26                                                                 | CUSIP: 06540JBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1638538.92   | 0.16%             | 2063-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015658 | PA      | $960547.17    | 0.09%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                              | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    840000 | PA      | $838393.25    | 0.08%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extreme Networks Inc                              | Extreme Networks Inc                                                            | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      1900 | NS      | $39235.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                         | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |      3900 | NS      | $55453.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                               | Diebold Nixdorf Inc                                                             | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      3600 | NS      | $205308.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | Harley-Davidson Inc                                                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      7200 | NS      | $200880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51856.96     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     89800 | NS      | $1644238.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    208000 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-625.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                           | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      5000 | NS      | $34015.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                      | SK Hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      4928 | NS      | $1221641.28   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138771.67    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SSR Mining Inc                                    | SSR Mining Inc                                                                  | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |      2600 | NS      | $63492.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177920.89    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO Brands Corp                                                                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     27100 | NS      | $108129.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                           | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     27967 | NS      | $551022.41    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                          | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347512.77    | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     53290 | NS      | $2342095.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuxi Biologics Cayman Inc                         | Wuxi Biologics Cayman Inc                                                       | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | CN        |      8000 | NS      | $42244.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                    | Bravo Residential Funding Trust 2025-Ces1                                       | CUSIP: 10569PAA4<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-MBS          | CORP              | US        |    139217 | PA      | $140510.18    | 0.01%             | 2055-02-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                          | Sumitomo Chemical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     70600 | NS      | $222241.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                           | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40977 | PA      | $40891.47     | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    632000 | NC      | $0.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33728.34     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49968.75     | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OVS SpA                                           | OVS SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |      4834 | NS      | $23842.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $287702.23    | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                               | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     11400 | NS      | $764484.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36201VZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3781 | PA      | $3903.89      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613699.60    | 0.06%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                    | BankUnited Inc                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      5900 | NS      | $225144.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinbane DAC                                       | Kinbane 2024-Rpl 2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-MBS          | CORP              | IE        |    259600 | PA      | $304910.22    | 0.03%             | 2063-01-24      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284108.80    | 0.03%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                   | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      2000 | NS      | $57493.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                       | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      9300 | NS      | $1605180.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353519 | PA      | $363147.41    | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     24200 | NS      | $5720154.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56135.65     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    600000 | PA      | $562362.00    | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lion Finance Group PLC                            | Lion Finance Group PLC                                                          | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |       246 | NS      | $25370.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                        | Rhythm Pharmaceuticals Inc                                                      | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      1800 | NS      | $181782.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc                                     | NewtekOne Inc                                                                   | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |      1200 | NS      | $13740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83700.00     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432708 | PA      | $437764.56    | 0.04%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Customers Bancorp Inc                             | Customers Bancorp Inc                                                           | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2800 | NS      | $183036.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1298413 | PA      | $1162752.46   | 0.11%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                             | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $132602.86    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29659.04     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                        | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88914.94     | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp                                      | Sylvamo Corp                                                                    | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      3000 | NS      | $132660.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | E-MINI RUSS 2000                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         5 | NC      | $7638.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                  | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9592 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1018587 | PA      | $937585.28    | 0.09%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                    | PMT Credit Risk Transfer Trust 2024-1R                                          | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957843 | PA      | $969242.26    | 0.09%             | 2033-05-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                         | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      4128 | NS      | $218113.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91087.87     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                                | NGK Insulators Ltd                                                              | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |     13000 | NS      | $217305.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1344937.50   | 0.13%             | 2036-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                 | Airtel Africa PLC                                                               | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     45752 | NS      | $150247.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $631.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR FITZGERALD LP                              | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    320000 | PA      | $341909.09    | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                               | CUSIP: 36290XM49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6603 | PA      | $6599.78      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95253.02     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     17700 | NS      | $2579067.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora                    | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5679 | PA      | $5657.95      | 0.00%             | 2037-02-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166931 | PA      | $169528.00    | 0.02%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Trevi Therapeutics Inc                            | Trevi Therapeutics Inc                                                          | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21800 | NS      | $199470.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                     | Celestica Inc                                                                   | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      2900 | NS      | $713632.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    491000 | NC      | $126.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REV Group Inc                                     | REV Group Inc                                                                   | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      4300 | NS      | $243681.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36202EPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6539 | PA      | $6702.62      | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                          | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $188945.69    | 0.02%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $245592.93    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     29546 | PA      | $0.03         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| American International Group I                    | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     19500 | NS      | $1531530.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co                    | Peapack-Gladstone Financial Corp                                                | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1800 | NS      | $49680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXVIII Ltd                                                 | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754602.15   | 0.17%             | 2038-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25349.50     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM10 Trust                                                            | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    290707 | PA      | $293639.11    | 0.03%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294711 | PA      | $239430.48    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Civista Bancshares Inc                            | Civista Bancshares Inc                                                          | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1350 | NS      | $27418.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                          | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    360000 | PA      | $325571.72    | 0.03%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| West African Resources Ltd                        | West African Resources Ltd                                                      | CUSIP: 000000000<br>LEI: 529900XLO8GMJNTUL013 | Long             | EC               | CORP              | AU        |    311346 | NS      | $526016.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cartrade Tech Ltd                                 | Cartrade Tech Ltd                                                               | CUSIP: 000000000<br>LEI: 984500F5CDO5D86C1326 | Long             | EC               | CORP              | IN        |      1472 | NS      | $40620.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1506619.20   | 0.14%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hilltop Holdings Inc                              | Hilltop Holdings Inc                                                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3000 | NS      | $100260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association             | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2303.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9767.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   3757000 | OU      | $48.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                            | Hims & Hers Health Inc                                                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       500 | NS      | $28360.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | Travel + Leisure Co                                                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     10300 | NS      | $612747.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    131000 | PA      | $141837.40    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40571.79     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1208206.88   | 0.11%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    137400 | NS      | $3500952.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2493468 | PA      | $2436598.09   | 0.23%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVB Financial Corp                                | MVB Financial Corp                                                              | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      1300 | NS      | $32578.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                | Riot Platforms Inc                                                              | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      1100 | NS      | $20933.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     23800 | NS      | $245600.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142500.95    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sotera Health Co                                  | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9000 | NS      | $141570.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT / NEWCREST FIN                            | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $464235.27    | 0.04%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                       | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4000 | NS      | $842000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2719.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128105.66    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    390000 | PA      | $395619.59    | 0.04%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        18 | NC      | $-2262.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Asustek Computer Inc                              | Asustek Computer Inc                                                            | CUSIP: 000000000<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |      3000 | NS      | $66276.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     29600 | NS      | $819396.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Brinker International Inc                         | Brinker International Inc                                                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       700 | NS      | $88676.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                    | Pennsylvania Turnpike Commission                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     80000 | PA      | $79100.84     | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336472.08    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1911000 | NC      | $14.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                         | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     11713 | NS      | $828285.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                      | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2100 | NS      | $648333.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DCLI BIDCO LLC                                    | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228645.99    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    545000 | PA      | $455265.83    | 0.04%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184354 | PA      | $186304.56    | 0.02%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Anycolor Inc                                      | Anycolor Inc                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4200 | NS      | $160003.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                           | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      2422 | NS      | $318605.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2018-1 Trust                                                                | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33201 | PA      | $32544.63     | 0.00%             | 2057-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                      | Madrigal Pharmaceuticals Inc                                                    | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       130 | NS      | $59625.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINAGOLDINTL                                     | China Gold International Resources Corp Ltd                                     | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     19400 | NS      | $345557.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1200 | NS      | $862248.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2019-B15 Mortgage Trust                                               | CUSIP: 08160KAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371263 | PA      | $352930.81    | 0.03%             | 2072-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Flushing Financial Corp                           | Flushing Financial Corp                                                         | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $33144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17611 | PA      | $18034.21     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                    | Bay Area Toll Authority                                                         | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    220000 | PA      | $232658.88    | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173500.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Inc                              | Transcontinental Inc                                                            | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |     15400 | NS      | $217660.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33625 | NS      | $5221626.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48232.07     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67605.26     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -725000 | NC      | $-7567.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    561000 | PA      | $556439.96    | 0.05%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286817.34    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      7983 | NS      | $730147.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957456 | PA      | $965705.78    | 0.09%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                          | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117363.69    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1934248 | PA      | $1950914.04   | 0.18%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188986.05    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       257 | PA      | $265.63       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344219 | PA      | $347874.73    | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -119000 | NC      | $-353.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meiko Electronics Co Ltd                          | Meiko Electronics Co Ltd                                                        | CUSIP: 000000000<br>LEI: 529900LGRXWX2ACMWR86 | Long             | EC               | CORP              | JP        |      1700 | NS      | $112899.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InvenTrust Properties Corp                        | InvenTrust Properties Corp                                                      | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      3200 | NS      | $91584.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     74625 | NS      | $6263276.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169800 | NS      | $1478958.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    950000 | PA      | $977629.70    | 0.09%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -237000 | NC      | $-664.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                 | SITE Centers Corp                                                               | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      1800 | NS      | $16218.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1553 | NS      | $415842.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alight Inc                                        | Alight Inc                                                                      | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     35200 | NS      | $114752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $952575.44    | 0.09%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                          | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324629.59    | 0.03%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                       | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |     10297 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74170.78     | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                 | PROG Holdings Inc                                                               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       400 | NS      | $12944.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C5                                           | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023445 | PA      | $996136.18    | 0.09%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195783.62    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921628 | PA      | $888361.15    | 0.08%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1190000 | PA      | $1062350.96   | 0.10%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Technip Energies NV                               | Technip Energies NV                                                             | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | FR        |      1071 | NS      | $50544.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES2                                                   | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |    486877 | PA      | $491260.33    | 0.05%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                           | CGI Inc                                                                         | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      6400 | NS      | $570053.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LendingClub Corp                                                                | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      2700 | NS      | $41013.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clas Ohlson AB                                    | Clas Ohlson AB                                                                  | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |      2847 | NS      | $111915.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liquidia Corp                                     | Liquidia Corp                                                                   | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $34110.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120367.72    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lemonade Inc                                      | Lemonade Inc                                                                    | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |       200 | NS      | $10706.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31413RQ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23875 | PA      | $24941.25     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                         | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    149136 | NS      | $717165.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $401148.69    | 0.04%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $161076.93    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Silicon Laboratories Inc                          | Silicon Laboratories Inc                                                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      2000 | NS      | $262260.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $128625.00    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                       | Capital Street Master Trust                                                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601715.70    | 0.06%             | 2028-10-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $990316.66    | 0.09%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     19000 | NS      | $5362750.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air                    | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |    116360 | NS      | $608964.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                             | INTELSAT EMERGENCE SA                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2584 | NS      | $35885.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527271 | PA      | $452794.79    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Samsung Securities Co Ltd                         | Samsung Securities Co Ltd                                                       | CUSIP: 000000000<br>LEI: 988400RBTJTHNUOHE716 | Long             | EC               | CORP              | KR        |      3594 | NS      | $183883.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                 | CUSIP: 31410T4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4216 | PA      | $4367.85      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co                                | Etihad Etisalat Co                                                              | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |      7865 | NS      | $141768.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Bankshares Inc                            | Eastern Bankshares Inc                                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     15700 | NS      | $284955.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE INSURANCE                           | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125032.24    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2024-RVR                                      | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1112224.08   | 0.11%             | 2041-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                               | Guardant Health Inc                                                             | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      1600 | NS      | $99968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    150000 | PA      | $150562.50    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                       | Legacy Mortgage Asset Trust 2025-PR1                                            | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955610 | PA      | $954619.71    | 0.09%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                            | Accton Technology Corp                                                          | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      4000 | NS      | $138324.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1447069.26   | 0.14%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4063.78      | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eletrobras SA                                     | Centrais Eletricas Brasileiras SA                                               | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |      5400 | NS      | $53287.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90261.47     | 0.01%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Groupon Inc                                       | Groupon Inc                                                                     | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      2400 | NS      | $56040.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Muyuan Foods Co Ltd                               | Muyuan Foods Co Ltd                                                             | CUSIP: 000000000<br>LEI: 3003006NCTDQW4KZR676 | Long             | EC               | CORP              | CN        |     24600 | NS      | $183182.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Interface Inc                                     | Interface Inc                                                                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      6300 | NS      | $182322.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                      | Conduent Inc                                                                    | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     74941 | NS      | $209834.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3424.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      7100 | NS      | $1195832.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM Industries Inc                                                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      5000 | NS      | $230600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                    | Transocean Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     17500 | NS      | $54600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN GAS TRAN                                  | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8752.57      | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-6 LLC                                                                 | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540462 | PA      | $540757.62    | 0.05%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     72825 | NS      | $8211018.75   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3346035.84   | 0.32%             | 2053-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $335449.57    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5KW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6158 | PA      | $6415.49      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163293.84    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14697.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ Lodging Trust                                                               | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $43920.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     19866 | PA      | $19917.63     | 0.00%             | 2034-01-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                        | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      2900 | NS      | $34829.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27286.25     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crane Co                                          | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      9600 | NS      | $1767744.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $372558.81    | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                      | Bread Financial Holdings Inc                                                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3600 | NS      | $200772.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                     | Franklin BSP Realty Trust Inc                                                   | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      4100 | NS      | $44526.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7600 | NS      | $2669576.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114151.68    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107619.58    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C9                                           | CUSIP: 90291JAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350267 | PA      | $345575.65    | 0.03%             | 2051-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci B                    | Powszechna Kasa Oszczednosci Bank Polski SA                                     | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     32212 | NS      | $625901.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                       | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     30700 | NS      | $704258.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     10900 | NS      | $1526872.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                | DIGICEL INTL FIN LTD Common Equity                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11557 | NS      | $192620.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $25454.70     | 0.00%             | 2044-08-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Oil States International Inc                      | Oil States International Inc                                                    | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     17300 | NS      | $104838.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24681.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                     | Frontdoor Inc                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      5300 | NS      | $356637.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                            | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     42342 | PA      | $4.23         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456309 | PA      | $388119.40    | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137533.02    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp Ltd                         | Bharat Petroleum Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 8GRDBX1TJ0PU5NCSHT72 | Long             | EC               | CORP              | IN        |     22500 | NS      | $86181.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer