# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0001752724-25-210363
**Filing Date:** 2025-8
**Character Count:** 1249966
**Document Hash:** 0562aef3ec86f4ee09684350e45bc7ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210363.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210363

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds, Inc.
- **CENTRAL INDEX KEY:** 0000355916

**ORGANIZATION NAME:**
- **EIN:** 133093080
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 251268917

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Variable Series Funds, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH VARIABLE SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BlackRock Global Allocation V.I. Fund (Series ID: S000002887)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007938 | Class I      |  |
| C000007939 | Class II     |  |
| C000007940 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds, Inc.

- **b. Investment Company Act file number:** 811-03290

- **c. CIK number of Registrant:** 0000355916

- **d. LEI of Registrant:** 5493007IJN5JRPJ1DF61

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Global Allocation V.I. Fund

- **b. EDGAR series identifier (if any):** S000002887

- **c. LEI of Series:** 3CU9FRQHZNVN4LV55I64

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4450246989.04

**Total Liabilities:** $190896596.02

**Net Assets:** $4259350393.02

**Amount of Assets Invested in Other Investment Companies:** $74804469.42

**Cash Not Reported:** $16140653.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16183.41000000 | **1-Year:** 4836.12000000 | **5-Year:** 26036.74000000 | **10-Year:** 54018.58000000 | **30-Year:** 8232.13000000

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

- **3-Month:** 10088.02000000 | **1-Year:** 211428.88000000 | **5-Year:** 457987.69000000 | **10-Year:** 365254.97000000 | **30-Year:** -104084.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007938 | 2.43%                | 4.03%                | 4.16%                |
| Class ID C000007940 | 2.33%                | 4.09%                | 4.08%                |
| Class ID C000007939 | 2.39%                | 4.06%                | 4.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14124902.89            | $52992752.31                               |
| Month 2  | $8679030.76              | $167101476.47                              |
| Month 3  | $28269470.00             | $128080598.76                              |

**Designated Index Information**

- **Index Name:** 36% S&P 500 24% FTSE World (ex.US) 24% ICE BofA/ML Cur 5-yr US Treasury 16% FTSE Non-USD WGBI

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -230 | NC      | $-37835.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                                 | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      129000 | PA      | $135411.30    | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27208000 | PA      | $-25630.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                                                           | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      430000 | PA      | $431078.01    | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                                                            | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      237000 | PA      | $223372.50    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                     | CUSIP: 00CBNBM67<br>LEI: N/A                  | N/A              | DE               |  | US        |          19 | NC      | $24890.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $167941.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      213000 | PA      | $270206.16    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings, Inc.                                                                                                         | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      157000 | PA      | $148492.87    | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11493456 | PA      | $-569.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                              | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $293497.16    | 0.01%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                                                       | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $198760.16    | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-801454.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $260585.80    | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                             | Heimstaden Bostad Treasury BV                                                                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      341000 | PA      | $391038.01    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China International Capital Corp. Ltd., Class H                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -776000 | NS      | $-161939.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                          | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4809947 | PA      | $4324412.13   | 0.10%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                                               | Tackle SARL, Facility 1st Lien Term Loan B2                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      984375 | PA      | $1155439.74   | 0.03%             | 2028-05-22      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MMG Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -1940000 | NS      | $-132404.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                               | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1017791 | PA      | $950149.97    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                            | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      229000 | PA      | $232317.04    | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                        | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        3353 | NS      | $4386818.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc., Class A                                                                                                      | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12793 | NS      | $1371153.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                    | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     5549000 | PA      | $0.55         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Arini European CLO                                                        | Arini European CLO, Series 5X, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      530000 | PA      | $621968.01    | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      330000 | PA      | $330184.47    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      753000 | PA      | $770186.47    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBQD4E9<br>LEI: N/A                  | N/A              | DE               |  | US        |         147 | NC      | $18816.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp.                                                     | Thomson Reuters Corp.                                                                                                            | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       18628 | NS      | $3745982.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    26266200 | PA      | $48178.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                              | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |      -42509 | NS      | $191715.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Stryker Corp.                                                                                                                    | CUSIP: 00CBZP2N8<br>LEI: N/A                  | N/A              | DE               |  | US        |          31 | NC      | $15345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Xerox Holdings Corp.                                                                                                             | CUSIP: 00CBNT0X3<br>LEI: N/A                  | N/A              | DE               |  | US        |         142 | NC      | $1065.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Canadian Pacific Kansas City Ltd.                                                                                                | CUSIP: 13646K108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -12092 | NS      | $4653.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -35 | NC      | $-65450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      124477 | NS      | $27214406.51  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -130 | NC      | $-327245.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                                | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1554400 | PA      | $1384754.34   | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura & Co. Holding SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -54458 | NS      | $-9455.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       38100 | NS      | $959394.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00CBHV2E5<br>LEI: N/A                  | N/A              | DE               |  | US        |         709 | NC      | $169096.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc.                                                                                                   | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       53579 | NS      | $615086.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                     | CUSIP: 00CBPAZT3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -122 | NC      | $-23790.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                                                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      123474 | NS      | $1880285.47   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                          | Pampa Energia SA                                                                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |      133000 | PA      | $132682.13    | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-148745.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                          | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2344455 | PA      | $1570288.29   | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                         | Match Group, Inc.                                                                                                                | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      166772 | NS      | $5151587.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      539000 | PA      | $632515.07    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Foreign Exchange Option                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1558000 | PA      | $32.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |      319000 | PA      | $404662.46    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -2 | NC      | $2601.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                                                                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $253849.40    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      506000 | PA      | $504816.26    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       50773 | NS      | $3388590.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-95622.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wom New Holdco                                                            | Wom New Holdco                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1359 | NS      | $38052.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC, 1st Lien Term Loan                                                                                        | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      368078 | PA      | $364856.82    | 0.01%             | 2032-01-28      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       21337 | NS      | $6574996.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       36315 | NS      | $3534902.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00CBNXB79<br>LEI: N/A                  | N/A              | DE               |  | US        |          96 | NC      | $133440.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                  | Encino Acquisition Partners Holdings LLC                                                                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       39000 | PA      | $43069.88     | 0.00%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -12930138 | PA      | $-2671.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                            | PetSmart, Inc.                                                                                                                   | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $243787.34    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                                    | Yaskawa Electric Corp.                                                                                                           | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |        9800 | NS      | $221609.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -4127 | NS      | $-73556.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455240 | PA      | $402974.27    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -43725000 | PA      | $-112301.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -146630000 | PA      | $-299163.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | 10x Future Technologies Services Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      197161 | NS      | $148848.18    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                              | Inspired Finco Holdings Ltd., 1st Lien Term Loan B6                                                                              | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      288999 | PA      | $338822.58    | 0.01%             | 2031-02-28      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      400000 | PA      | $380384.92    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00CBN7UJ9<br>LEI: N/A                  | N/A              | DE               |  | US        |          19 | NC      | $30495.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      511000 | PA      | $602857.02    | 0.01%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      142000 | PA      | $170530.64    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                    | CUSIP: 00CBPB804<br>LEI: N/A                  | N/A              | DE               |  | US        |          36 | NC      | $317250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $198312.50    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14193569 | PA      | $314787.81    | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                                                                | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     1435000 | PA      | $1236415.70   | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class A                                                                           | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215084 | PA      | $215016.81    | 0.01%             | 2038-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                                      | Port of Beaumont Navigation District, Series 2024B                                                                               | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     2125000 | PA      | $2175328.51   | 0.05%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          98 | NC      | $105105.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                                | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      220000 | PA      | $225819.66    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                          | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    50490000 | PA      | $902112.80    | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AG Issuer LLC                                                             | AG Issuer LLC                                                                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      353000 | PA      | $353061.07    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                    | CUSIP: 00PBMLBC1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -36 | NC      | $-30510.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hoshizaki Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -12800 | NS      | $-4521.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $118518.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      784000 | PA      | $745706.15    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8428.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A2                                                                                | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      726374 | PA      | $555357.16    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                     | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |       20927 | NS      | $1079127.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                             | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       28141 | NS      | $211.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        6088 | NS      | $1378871.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                     | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96424.89     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                      | Xerox Holdings Corp.                                                                                                             | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      113000 | PA      | $85315.37     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1811575.68   | 0.04%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       10763 | NS      | $4390873.48   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                    | CUSIP: 00CBTBUY1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -36 | NC      | $-80460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                   | Idemitsu Kosan Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      115900 | NS      | $702862.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      133000 | PA      | $132972.24    | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2184000 | PA      | $2284182.79   | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      317510 | NS      | $31046127.80  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidron Aida Finco SARL                                                    | Cidron Aida Finco SARL                                                                                                           | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |      163000 | PA      | $195993.18    | 0.00%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                    | OCS Group Holding Ltd., Facility 1st Lien Term Loan B1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1904762 | PA      | $2599877.67   | 0.06%             | 2031-11-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oji Holdings Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -170400 | NS      | $-31845.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00PC0CUZ1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -40 | NC      | $-21000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                               | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $210151.00    | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | Evonik Industries AG                                                                                                             | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       45545 | NS      | $940895.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                                     | Quanta Computer, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |         228 | NS      | $2144.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    34848301 | PA      | $-119371.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      112264 | NS      | $15090526.88  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    29662826 | PA      | $122550.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                           | NCR Voyix Corp.                                                                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      404000 | PA      | $399906.63    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103570.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                                                   | CRH plc                                                                                                                          | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |      145512 | NS      | $13358001.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw-Hill Education, Inc.                                               | McGraw-Hill Education, Inc.                                                                                                      | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104314.13    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                                                                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       34080 | NS      | $2532825.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-267427.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jubilee CLO DAC                                                           | Jubilee CLO DAC, Series 2024-29X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |      860000 | PA      | $1019749.69   | 0.02%             | 2039-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                | Continuum Energy Pte. Ltd.                                                                                                       | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |     1967429 | PA      | $1967429.00   | 0.05%             | 2027-09-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        7766 | NS      | $3955301.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        7505 | NS      | $1717294.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      170000 | PA      | $140360.33    | 0.00%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                                 | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       93000 | PA      | $83483.78     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kobe Bussan Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -27800 | NS      | $-10515.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class BRR                                                                                   | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299437.59    | 0.01%             | 2036-07-24      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp., 1st Lien Term Loan                                                                                   | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      453790 | PA      | $454039.20    | 0.01%             | 2029-02-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        7000 | NS      | $508942.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alstom SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -47943 | NS      | $-101870.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global, Inc.                                                      | Venture Global, Inc., Class A                                                                                                    | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |       28694 | NS      | $447052.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       68693 | NS      | $2159030.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |      738000 | PA      | $851940.56    | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      755000 | PA      | $809107.95    | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                                                                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       24651 | NS      | $1734690.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       36649 | NS      | $3619088.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group plc                                                    | Lion Finance Group plc                                                                                                           | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |        3169 | NS      | $308669.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    24875200 | PA      | $539907.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                                    | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      280161 | PA      | $384563.55    | 0.01%             | 2026-04-09      | Variable      | 7.10%                 | No            |                  3 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc., Class C-2                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       16777 | NS      | $61403.82     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                                                     | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       26355 | NS      | $2093195.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      201000 | PA      | $140448.75    | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           4 | NC      | $-262.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00CBNBR39<br>LEI: N/A                  | N/A              | DE               |  | US        |          40 | NC      | $5000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2339000 | PA      | $2340599.88   | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      337000 | PA      | $335454.72    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                                                       | Aenova Holding GmbH, Facility 1st Lien Term Loan B1                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1264151 | PA      | $1475764.28   | 0.03%             | 2031-08-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        4383 | NS      | $1176788.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                | Alexander Funding Trust II                                                                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      635000 | PA      | $679060.56    | 0.02%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                              | HR Ottawa LP                                                                                                                     | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    12118000 | PA      | $13167948.18  | 0.31%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    28910856 | PA      | $556965.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ibiden Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -16600 | NS      | $-68395.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC, Series JUL                                                                                                   | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      707000 | PA      | $834892.68    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      337000 | PA      | $344742.39    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                                                           | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4847369 | PA      | $4815368.41   | 0.11%             | 2033-02-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                             | CUSIP: BP5739662<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2157000 | PA      | $2464948.45   | 0.06%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      100000 | PA      | $2570.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                                    | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380828 | PA      | $357229.42    | 0.01%             | 2026-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          41 | NC      | $274290.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Marfrig Global Foods SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -95604 | NS      | $18315.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class E                                                                      | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1891625 | PA      | $1870614.34   | 0.04%             | 2036-11-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   114000000 | PA      | $198163.00    | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                                                     | Belron Finance 2019 LLC, 1st Lien Term Loan                                                                                      | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1229708 | PA      | $1233986.88   | 0.03%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2191137 | PA      | $6259.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                          | CUSIP: 00PBVCUH9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -66 | NC      | $-1320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   232065306 | PA      | $970173.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                                                                   | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        1282 | NS      | $1306745.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | United International Holding Co.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         548 | NS      | $-1382.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    34534942 | PA      | $226091.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      220000 | PA      | $209660.00    | 0.00%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                              | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     1919000 | PA      | $2560665.63   | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      632001 | NS      | $99849837.99  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      201000 | PA      | $205705.01    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      434000 | PA      | $524184.37    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                                                      | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       63298 | NS      | $985688.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MCM Trust                                                                 | MCM Trust, Series 2021-VFN1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     2246296 | PA      | $1547037.15   | 0.04%             | 2028-08-28      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      355403 | NS      | $77971864.17  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                              | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191375.00    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                                | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1266288 | PA      | $1271909.73   | 0.03%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      104000 | PA      | $105120.81    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $204500.00    | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    42360723 | PA      | $1385603.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                              | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13978183 | PA      | $699957.54    | 0.02%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                              | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -8831 | NS      | $-5563.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Railway Group Ltd., Class H                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -1174000 | NS      | $-14746.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        1461 | NC      | $84006.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd.                                                                  | Sea Ltd., Class A                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        7201 | NS      | $1151727.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHV0K3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -522 | NC      | $-6264.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                            | CUSIP: 00CBMVZ11<br>LEI: N/A                  | N/A              | DE               |  | US        |        -349 | NC      | $-30537.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     7465897 | PA      | $-129889.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                          | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      752825 | PA      | $453577.06    | 0.01%             | 2028-06-05      | Variable      | 11.78%                | No            |                  3 | On Loan: No      |
| Astra International Tbk. PT                                               | Astra International Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |      972000 | NS      | $269549.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      316000 | PA      | $418653.76    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00CBPAB10<br>LEI: N/A                  | N/A              | DE               |  | US        |         316 | NC      | $206822.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      156000 | PA      | $143910.00    | 0.00%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                                                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       18119 | NS      | $3951753.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apleona Holding GmbH                                                      | Apleona Holding GmbH, Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     2400468 | PA      | $2821749.81   | 0.07%             | 2028-04-28      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $419856.74    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank (The)                                                 | Saudi National Bank (The)                                                                                                        | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |       10035 | NS      | $96622.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    69069885 | PA      | $446763.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $202000.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                       | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |       13944 | NS      | $177796.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                                                        | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      449000 | PA      | $520265.27    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                           | International Container Terminal Services, Inc.                                                                                  | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |       16390 | NS      | $119488.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the EURUSD on WM10AMNY is below or at 1.02 and USDJPY on WM10AMNY is below or at 148 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      123261 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                                       | Etihad Etisalat Co.                                                                                                              | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |       25082 | NS      | $396577.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBULNW5<br>LEI: N/A                  | N/A              | DE               |  | US        |         163 | NC      | $1548.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -1405836 | PA      | $-51747.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Air Products and Chemicals, Inc.                                                                                                 | CUSIP: 00CBKUZP2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -19 | NC      | $-7125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J Front Retailing Co. Ltd.                                                | J Front Retailing Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        5900 | NS      | $80170.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         705 | NC      | $1762.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         259 | NC      | $303030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                                                                   | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      475000 | PA      | $475927.44    | 0.01%             | 2037-10-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Luna 2 5SARL                                                              | Luna 2 5SARL                                                                                                                     | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |      230000 | PA      | $276054.47    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3514289 | PA      | $25587.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                          | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       87397 | PA      | $53858.40     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       29296 | NS      | $118648.80    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      559000 | PA      | $568163.13    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                  | PCF GmbH                                                                                                                         | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      523870 | PA      | $508944.43    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       31822 | NS      | $8475471.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | Weichai Power Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      539000 | NS      | $1097413.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class D                                                                         | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       63441 | PA      | $56376.80     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                      | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      714000 | PA      | $825603.09    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SUMCO Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -115500 | NS      | $-99495.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |   100000000 | PA      | $173827.19    | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBR02Y4<br>LEI: N/A                  | N/A              | DE               |  | US        |         122 | NC      | $7930.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | DiaSorin SpA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6254 | NS      | $8484.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      517000 | PA      | $628944.91    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       83000 | PA      | $81133.33     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                  | PCF GmbH                                                                                                                         | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      517040 | PA      | $508353.60    | 0.01%             | 2029-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      142242 | NS      | $3117616.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                       | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       11903 | NS      | $1248200.77   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        3968 | NS      | $1983920.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Holdco Ltd.                                                        | Zegona Holdco Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      831489 | PA      | $975368.15    | 0.02%             | 2029-07-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46900.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1084000 | PA      | $1380825.45   | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |      132691 | NS      | $8080881.90   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA, Series JUN                                                                              | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      987000 | PA      | $1162636.65   | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.                               | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B                                                                | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      913540 | PA      | $630342.42    | 0.01%             | 2027-12-29      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| RWE AG                                                                    | RWE AG                                                                                                                           | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       45075 | NS      | $1883602.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      249000 | PA      | $236786.82    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings LLC                                                | Starz Capital Holdings LLC                                                                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      276000 | PA      | $229963.20    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IGT Holding IV AB                                                         | IGT Holding IV AB, Facility 1st Lien Term Loan B4                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     1666667 | PA      | $1955534.82   | 0.05%             | 2031-08-29      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norfolk Southern Corp.                                                                                                           | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3199 | NS      | $1951.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      344800 | NS      | $1709116.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    34534942 | PA      | $223502.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     4939000 | PA      | $1325905.03   | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   285710000 | PA      | $1432207.94   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                                       | Sabena technics SAS                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     1712502 | PA      | $2017241.63   | 0.05%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| Matterhorn Telecom SA                                                     | Matterhorn Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |     1426548 | PA      | $1678570.95   | 0.04%             | 2026-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     1222000 | PA      | $1499534.31   | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      204000 | PA      | $299584.83    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      325000 | PA      | $323303.96    | 0.01%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      109295 | PA      | $38709.06     | 0.00%             | 2028-04-30      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                             | ELP Commercial Mortgage Trust, Series 2021-ELP, Class F                                                                          | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1458661 | PA      | $1456837.82   | 0.03%             | 2038-11-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                                 | CUSIP: 00CBT7HJ8<br>LEI: N/A                  | N/A              | DE               |  | US        |          42 | NC      | $34230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -26180 | NS      | $-9580.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | Vestas Wind Systems A/S                                                                                                          | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |      139266 | NS      | $2091909.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBG8B07<br>LEI: N/A                  | N/A              | DE               |  | US        |         242 | NC      | $116765.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -74030000 | PA      | $-373553.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                    | Turkiye Is Bankasi A/S, Class C                                                                                                  | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |      942696 | NS      | $316379.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                                                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       67110 | NS      | $722271.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       34641 | NS      | $1018445.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        6099 | NS      | $963401.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CAD One-touch barrier option; Barrier price USD 1.52500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      108138 | PA      | $1.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |        1184 | NS      | $16760.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79495.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp.                                                              | Waters Corp.                                                                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        2450 | NS      | $855148.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        7956 | PA      | $3804.88      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                                                                             | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |      343000 | PA      | $408135.40    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       53845 | NS      | $41973792.85  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      207563 | PA      | $25.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NextEra Energy, Inc.                                                                                                             | CUSIP: 00CBMYD01<br>LEI: N/A                  | N/A              | DE               |  | US        |         143 | NC      | $22236.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    69950941 | PA      | $-37241.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                            | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      239000 | PA      | $242047.49    | 0.01%             | 2030-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       35395 | NS      | $6991928.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                | Snorkel AI, Inc., Series C                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       55904 | NS      | $535560.32    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                              | Inspired Finco Holdings Ltd., Facility 1st Lien Term Loan B6                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      766283 | PA      | $898392.00    | 0.02%             | 2031-02-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                                                          | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       82321 | NS      | $1330802.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       51052 | NS      | $20197702.76  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -476 | NC      | $-30137.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Parts Europe SA                                                           | Parts Europe SA, Facility 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1411050 | PA      | $1661847.16   | 0.04%             | 2031-02-03      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $435841.50    | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                          | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     9179147 | PA      | $10319738.99  | 0.24%             | 2029-01-31      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                          | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      138000 | PA      | $161153.22    | 0.00%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     1522000 | PA      | $1856028.44   | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     1062742 | PA      | $-11008.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     2181000 | PA      | $19381.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                                                                   | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $199350.00    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                      | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     3068000 | PA      | $4037090.18   | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |           1 | PA      | $0.66         | 0.00%             | 2025-08-31      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                                                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       26698 | NS      | $4969298.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12473.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                                        | Bajaj Finance Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |        5800 | NS      | $63343.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      284850 | NS      | $50529541.50  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -3 | NC      | $-6978.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1601000 | PA      | $1615910.11   | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      177000 | PA      | $185464.66    | 0.00%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     2434345 | NS      | $1923132.55   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $595913.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc.                                                                                                           | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199195.18    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   702102500 | PA      | $-759717.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2640000 | PA      | $2745829.68   | 0.06%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $525302.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                                                                                | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      241000 | PA      | $244388.46    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHGNZ8<br>LEI: N/A                  | N/A              | DE               |  | US        |         522 | NC      | $33930.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                        | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      708187 | NS      | $24871171.57  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      700000 | PA      | $956681.05    | 0.02%             | 2026-10-06      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     3633000 | PA      | $2507742.63   | 0.06%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc.                                                                                                                      | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         261 | NS      | $1892.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer, Inc.                                                             | Pioneer, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     4143813 | PA      | $4200998.07   | 0.10%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1300040.61   | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-80149.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3698237.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      244932 | NS      | $26308146.12  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      223000 | PA      | $220128.23    | 0.01%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P/TSX 60 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |          -4 | NC      | $-12279.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       23261 | NS      | $18321061.43  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      130998 | NS      | $3705933.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      355000 | PA      | $372111.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                                                                            | CUSIP: 73108RAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2487080 | PA      | $2788065.73   | 0.07%             | 2028-06-02      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                  | Jeronimo Martins SGPS SA                                                                                                         | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |       10675 | NS      | $270268.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00CBHXA69<br>LEI: N/A                  | N/A              | DE               |  | US        |         303 | NC      | $112867.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      270000 | PA      | $269263.44    | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35570.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $107.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC DSCR                                                                  | TVC DSCR, Class A                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     3436514 | PA      | $3153012.52   | 0.07%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Diamond II Ltd.                                                           | Diamond II Ltd.                                                                                                                  | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $201620.00    | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $273248.43    | 0.01%             | 2026-09-19      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -6435000 | PA      | $-3541.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $251432.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class F                                                                                              | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1645000 | PA      | $1639247.93   | 0.04%             | 2029-07-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     8687000 | PA      | $2398381.80   | 0.06%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBFXFW9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -394 | NC      | $-187150.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     1978000 | PA      | $1.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                       | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     1226000 | PA      | $1465898.48   | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -285710000 | PA      | $-278135.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9350.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., 1st Lien Term Loan                                                                                   | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2000000 | PA      | $2315991.06   | 0.05%             | 2031-09-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Nova Alexandre III SAS                                                    | Nova Alexandre III SAS                                                                                                           | CUSIP: N/A<br>LEI: 969500J0AKOB1UHO6I65       | Long             | DBT              | CORP              | FR        |      678000 | PA      | $808655.27    | 0.02%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     1029000 | PA      | $1212110.55   | 0.03%             | 2031-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       30210 | NS      | $2138844.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      721387 | PA      | $712835.94    | 0.02%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12584590 | PA      | $679284.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       11243 | NS      | $1341289.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5936.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -119256550 | PA      | $-115062.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |      190000 | PA      | $231313.75    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                                       | Health Care Select Sector SPDR Fund                                                                                              | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             |  | RF                | US        |       15180 | NS      | $2046112.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -138 | NC      | $-49680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       19623 | NS      | $4391038.71   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                                                                | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       71100 | NS      | $506144.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       78651 | PA      | $-117035.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Steadfast Group Ltd.                                                      | Steadfast Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |       44506 | NS      | $176273.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2318 | NS      | $8854.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      115357 | NS      | $11168139.56  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBGSRH5<br>LEI: N/A                  | N/A              | DE               |  | US        |         367 | NC      | $917.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-1A, Class BR                                                                                      | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      875000 | PA      | $875437.50    | 0.02%             | 2036-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC                                                                                                               | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $157110.30    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                                 | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        5568 | NS      | $2946307.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                             | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123578.00    | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |      363300 | NS      | $3916566.27   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Community Financial System, Inc.                                                                                                 | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3473 | NS      | $1389.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    21582853 | PA      | $-11231.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                            | Fortescue Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       30204 | NS      | $303617.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBHHL54<br>LEI: N/A                  | N/A              | DE               |  | US        |         -86 | NC      | $-23822.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   456140749 | PA      | $1547.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                          | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      116572 | NS      | $2222616.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Adler Pelzer Holding GmbH                                                 | ADLER Pelzer Holding GmbH                                                                                                        | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |      435000 | PA      | $504832.30    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MHP                                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class G                                                                         | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      869687 | PA      | $869143.45    | 0.02%             | 2038-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    30611404 | PA      | $-587535.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Taurus Law130 Securities SRL                                              | Taurus Law130 Securities SRL                                                                                                     | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |     1786322 | PA      | $2083970.35   | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Brown-Forman Corp., Class B                                                                                                      | CUSIP: 115637209<br>LEI: N/A                  | N/A              | DE               |  | US        |      -14923 | NS      | $-9468.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                        | BCP V Modular Services Finance plc                                                                                               | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |     1699000 | PA      | $1785481.77   | 0.04%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                               | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      557358 | PA      | $451460.09    | 0.01%             | 2028-10-25      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $121797.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                                                           | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      280000 | PA      | $279661.20    | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                           | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      110488 | NS      | $3250556.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mettler-Toledo International, Inc.                                        | Mettler-Toledo International, Inc.                                                                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         958 | NS      | $1125381.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                              | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      101000 | PA      | $103758.61    | 0.00%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                 | FNA 8 LLC, Series 2025-1, Class A                                                                                                | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1702297 | PA      | $1710203.70   | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Informatica, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          73 | NC      | $2920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hygon Information Technology Co. Ltd.                                     | Hygon Information Technology Co. Ltd., Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       41644 | NS      | $823127.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      321170 | NS      | $65894448.90  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      626000 | PA      | $778106.81    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                | TK Elevator US Newco, Inc.                                                                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      600000 | PA      | $599579.33    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        5011 | NS      | $1292838.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197825.68    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                 | Liberty Costa Rica Senior Secured Finance                                                                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      206000 | PA      | $219410.60    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                                               | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      194000 | PA      | $201404.01    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                                                 | Logitech International SA (Registered)                                                                                           | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |       25821 | NS      | $2341564.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52021.33     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Square Enix Holdings Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -3350 | NS      | $-13321.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Splitrock Services, Inc.                                                  | Splitrock Services, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       37807 | PA      | $1063843.65   | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                     | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       48696 | NS      | $2315317.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      487000 | PA      | $497908.80    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $619459.90    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 00CBNDCV9<br>LEI: N/A                  | N/A              | DE               |  | US        |          53 | NC      | $12720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         130 | NC      | $1304468.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                                                               | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      221000 | PA      | $222740.38    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                                                                            | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62342.06     | 0.00%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      575000 | PA      | $549588.21    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                            | VF Ukraine PAT                                                                                                                   | CUSIP: N/A<br>LEI: 213800C9OW7RIPPP6Z96       | Long             | DBT              | CORP              | UA        |      249825 | PA      | $238582.82    | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                                                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        5475 | NS      | $1688490.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                 | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                               | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        7109 | NS      | $226952.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       45200 | NS      | $688232.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NTT Data Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -133800 | NS      | $-62185.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                             | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     1028831 | PA      | $1268628.13   | 0.03%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class XA                                                                 | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7770365 | PA      | $558178.70    | 0.01%             | 2053-07-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      310527 | NS      | $1327453.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2Y4<br>LEI: N/A                  | N/A              | DE               |  | US        |        1905 | NC      | $465772.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                                                                  | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      250000 | PA      | $297542.81    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2016-10HY, Class E                                                                           | CUSIP: 44421LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314754 | PA      | $302341.24    | 0.01%             | 2038-08-10      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6525.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                                            | DoorDash, Inc., Class A                                                                                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        5175 | NS      | $1275689.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                                                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       29140 | NS      | $5024027.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-B, Class D                                                                         | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       62603 | PA      | $58764.97     | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                                   | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1101000 | PA      | $1125926.64   | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                                     | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91850.45     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                                   | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      284408 | NS      | $3.90         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                             | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      255560 | NS      | $17740975.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                                  | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     1595000 | PA      | $2170110.24   | 0.05%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -87199 | NS      | $-8773.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SATS Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -203500 | NS      | $7354.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                         | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      233403 | PA      | $202325.98    | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |     -102214 | NS      | $-74669.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class D                                                                                     | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       47540 | PA      | $48976.13     | 0.00%             | 2051-07-25      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      107000 | PA      | $104092.18    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | Komatsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       42500 | NS      | $1402225.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54179.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    41631963 | PA      | $-775596.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                                                            | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2500000 | PA      | $2936423.21   | 0.07%             | 2032-01-28      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    12666000 | PA      | $17695435.62  | 0.42%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verge Genomics, Series C                                                  | Verge Genomics, Series C                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       44740 | NS      | $85900.80     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79408.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       29367 | NS      | $952665.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| eG Global Finance plc                                                     | eG Global Finance plc                                                                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     1073000 | PA      | $1184456.80   | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                         | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2783066 | PA      | $2431204.36   | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      124891 | NS      | $26168411.23  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasus Bidco BV                                                          | Pegasus Bidco BV, 1st Lien Term Loan B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     2000000 | PA      | $2358844.88   | 0.06%             | 2029-07-12      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD Up-and-out barrier option; Barrier price EUR 1.17750                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     5250000 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Plastics Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -488000 | NS      | $-11633.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      957000 | PA      | $1157334.16   | 0.03%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      102000 | PA      | $102385.66    | 0.00%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       14799 | NS      | $1689009.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                                               | Swedbank AB                                                                                                                      | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      199000 | PA      | $261445.46    | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                              | EQUATE Petrochemical Co. KSC                                                                                                     | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |      267000 | PA      | $264551.61    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class A                                                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       87784 | NS      | $4919415.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RIAL Issuer Ltd.                                                          | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                                                       | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      775112 | PA      | $775214.37    | 0.02%             | 2037-01-19      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Grifols SA, Class A                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -103306 | NS      | $-53882.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | Dai-ichi Life Holdings, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      295600 | NS      | $2247330.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Super Micro Computer, Inc.                                                                                                       | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |      -53518 | NS      | $-434566.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    46222000 | PA      | $27289.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      172000 | PA      | $241609.32    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         418 | NC      | $24244.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teya Services Ltd.                                                        | Teya Services Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |        1159 | NS      | $318597.51    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72108.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      250000 | PA      | $296158.88    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vantage Drilling International Ltd.                                       | Vantage Drilling International Ltd.                                                                                              | CUSIP: 92210KAD0<br>LEI: 549300T9QN1134QR7185 | Long             | DBT              | CORP              | KY        |      351000 | PA      | $349245.00    | 0.01%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                     | CUSIP: 00CBPAYD9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -140 | NC      | $-155750.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $200215.40    | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stage Entertainment BV                                                    | Stage Entertainment BV, Facility 1st Lien Term Loan B3                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     2000000 | PA      | $2360611.80   | 0.06%             | 2029-06-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                     | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      508000 | PA      | $513761.38    | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                                                            | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |      133550 | NS      | $2181180.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG                                                                                                                 | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |      907516 | PA      | $733339.82    | 0.02%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                                                     | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      786000 | PA      | $945543.41    | 0.02%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                     | 10x Future Technologies Services Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     1577620 | PA      | $2019347.49   | 0.05%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      432000 | PA      | $419761.44    | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                                 | CUSIP: 00CBNFPV0<br>LEI: N/A                  | N/A              | DE               |  | US        |          24 | NC      | $1116.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                                                                   | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $230000.00    | 0.01%             | 2034-08-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-KING, Class A                                                                          | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      769865 | PA      | $769864.88    | 0.02%             | 2034-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                                                                  | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      199000 | PA      | $271739.66    | 0.01%             | 2026-01-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      572807 | NS      | $19402123.78  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18373000 | PA      | $-189724.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      499170 | PA      | $2811.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       90780 | NS      | $23094.43     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $546884.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      875000 | PA      | $1029359.12   | 0.02%             | 2026-10-27      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                         | Cornerstone Building Brands, Inc.                                                                                                | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      142000 | PA      | $130543.60    | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        1302 | NS      | $2380003.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         166 | NC      | $316774.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   211951421 | PA      | $602141.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     2967000 | PA      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196000.00    | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -232065306 | PA      | $-165940.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      527000 | PA      | $8039.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     1109000 | PA      | $1302256.27   | 0.03%             | 2026-10-23      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                                                               | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      177000 | PA      | $165744.27    | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                                        | Thames Water Utilities Finance plc                                                                                               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |     1381000 | PA      | $1320860.18   | 0.03%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         835 | NC      | $442614.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      707000 | PA      | $739522.00    | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        1625 | NS      | $895732.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                    | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            |  | RF                | US        |      -50700 | NS      | $-31324995.00 | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                            | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    67198840 | NS      | $67225719.88  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         213 | NC      | $2195.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Swatch Group AG (The)                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5023 | NS      | $-8355.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      575000 | PA      | $581274.96    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       28000 | PA      | $30287.80     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRRC Corp. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -831000 | NS      | $4892.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         268 | NC      | $4292940.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        7795 | NS      | $1898238.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |       17785 | NS      | $3453580.18   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      199000 | PA      | $269719.71    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bally's Corp.                                                             | Bally's Corp., Facility 1st Lien Term Loan B                                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |     1057800 | PA      | $932186.25    | 0.02%             | 2028-10-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                                                        | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       14227 | NS      | $790757.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       39206 | PA      | $38446.38     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Rohto Pharmaceutical Co. Ltd.                                             | Rohto Pharmaceutical Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800Q1CW5OS81OUM12       | Long             | EC               | CORP              | JP        |       36700 | NS      | $520125.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Talabat Holding plc                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1786975 | NS      | $-34469.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                     | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      796000 | PA      | $991816.89    | 0.02%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      344000 | PA      | $465319.32    | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00CBQ1M58<br>LEI: N/A                  | N/A              | DE               |  | US        |        -149 | NC      | $-11398.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                    | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |       50700 | NS      | $31324995.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R DAC                                  | CVC Cordatus Opportunity Loan Fund-R DAC, Series 1X, Class DR                                                                    | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     1640000 | PA      | $1924349.62   | 0.05%             | 2033-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2170 | NS      | $7942.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                            | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     2144000 | PA      | $2843460.72   | 0.07%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Atlantic Union Bankshares Corp.                                                                                                  | CUSIP: 04911A107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3650 | NS      | $73.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ROIC, Class E                                                                                              | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1155000 | PA      | $1131965.14   | 0.03%             | 2030-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                              | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       56427 | NS      | $15494434.53  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| New Generation Co.                                                        | New Generation Co.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     3995676 | PA      | $3965708.11   | 0.09%             | 2029-09-30      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Provident Financial Services, Inc.                                                                                               | CUSIP: 74386T105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -12456 | NS      | $-8220.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                       | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      166000 | PA      | $40255.00     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          12 | NC      | $8062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1188 | NC      | $903673.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18473.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      114462 | NS      | $10679304.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Bank International DAC                                               | Dell Bank International DAC                                                                                                      | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |      469000 | PA      | $538548.24    | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                                                            | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        5256 | NS      | $4033139.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -232065306 | PA      | $-497790.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                                                                | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $202100.00    | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                        | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        2798 | NS      | $1548925.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                                 | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $341248.35    | 0.01%             | 2036-06-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      120000 | PA      | $-15027.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                                                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        2917 | NS      | $508520.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                                                           | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      189000 | PA      | $266698.55    | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL, Series 1.5L                                                                                                | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      250000 | PA      | $309948.09    | 0.01%             | 2029-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       25569 | NS      | $1319360.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                 | Marks & Spencer Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |      259575 | NS      | $1263357.67   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Applegreen Ltd.                                                           | Applegreen Ltd., Facility 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     1424051 | PA      | $1687525.65   | 0.04%             | 2032-01-26      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                                                           | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        9186 | NS      | $874534.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  6905896807 | PA      | $120309.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20091.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA                                                                                                                  | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |        4076 | NS      | $188270.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBXH7F6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -315 | NC      | $-69930.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -784 | NC      | $-185808.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       29204 | NS      | $4460911.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                     | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      100796 | PA      | $101909.01    | 0.00%             | 2051-07-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                                   | Regatta 31 Funding Ltd., Series 2025-1A, Class A1                                                                                | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299939.22    | 0.01%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                                 | CUSIP: 00CBNFNL4<br>LEI: N/A                  | N/A              | DE               |  | US        |          24 | NC      | $2580.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -57890 | NS      | $-58839.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00PBMJ5A7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -19 | NC      | $-5272.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       36378 | NS      | $2879682.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Starbucks Corp.                                                                                                                  | CUSIP: 855244109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -24769 | NS      | $14994.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       37009 | NS      | $20796837.46  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BBAM US CLO I Ltd.                                                        | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                                     | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269905.74    | 0.01%             | 2038-03-30      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment plc                                                 | Flutter Entertainment plc                                                                                                        | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |       24975 | NS      | $7136856.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corp.                                              | Saudi Basic Industries Corp.                                                                                                     | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |        7739 | NS      | $112767.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      456000 | PA      | $631749.53    | 0.01%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      981819 | NS      | $1032400.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 30386000000 | PA      | $1903540.19   | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      149082 | NS      | $4314433.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-134628.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          39 | NC      | $142915.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      255000 | PA      | $300166.99    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                     | Kansai Paint Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |       34724 | NS      | $476089.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Harmonic Drive Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -38100 | NS      | $-63931.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pernod Ricard SA                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -18923 | NS      | $7181.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -98834 | NS      | $8151.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    18320930 | PA      | $-17379.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                                | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        4227 | NS      | $85385.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | LG Energy Solution Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2178 | NS      | $-15547.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      256000 | PA      | $265920.26    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                               | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        3928 | NS      | $190087.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       99000 | PA      | $98889.08     | 0.00%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                             | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |        8054 | NS      | $82924.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      199000 | PA      | $271302.06    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      230000 | PA      | $218500.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                          | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      230000 | PA      | $195270.00    | 0.00%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                                        | Toucan FinCo. Ltd.                                                                                                               | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1616126.23   | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      477000 | PA      | $475258.95    | 0.01%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                          | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      542000 | PA      | $653072.45    | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                  | ELO SACA                                                                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348525.96    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                               | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     1268000 | PA      | $1279538.80   | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                           | Confluent, Inc., Class A                                                                                                         | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      380211 | NS      | $9478660.23   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    38659150 | PA      | $-89.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                            | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1460000 | PA      | $1536650.00   | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      370000 | PA      | $397221.64    | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      159543 | PA      | $159979.89    | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA, Series A6                                                                                                               | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | DBT              | CORP              | BR        |       10296 | PA      | $651.42       | 0.00%             | 2173-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5962.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181631.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | Jawbone Health Hub, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          60 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      911000 | NS      | $33314681.59  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12000000 | PA      | $-1077529.59  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |      168405 | NS      | $124619.56    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class A                                                                                                                 | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       51306 | NS      | $308755.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                                             | Shopify, Inc., Class A                                                                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       10456 | NS      | $1205962.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |      288000 | PA      | $341386.44    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                      | CUSIP: 00CBNGX72<br>LEI: N/A                  | N/A              | DE               |  | US        |         331 | NC      | $9102.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | United Wholesale Mortgage LLC                                                                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97065.51     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $715864.85    | 0.02%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                                | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1053200 | PA      | $1065778.88   | 0.03%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barry Callebaut AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -777 | NS      | $-17728.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                             | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                            | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $239557.99    | 0.01%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       92895 | NS      | $4041861.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Avoca CLO XVIII DAC                                                       | Avoca CLO XVIII DAC, Series 18X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      400000 | PA      | $472937.45    | 0.01%             | 2038-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205225.19    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      588000 | PA      | $588823.74    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   599940000 | PA      | $-68260.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17338.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                        | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       15926 | NS      | $1139575.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      290000 | PA      | $303691.62    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                                 | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      669000 | PA      | $673010.39    | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                             | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2953177 | PA      | $2931929.61   | 0.07%             | 2057-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | Yamaha Motor Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      141265 | NS      | $1057096.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   310036345 | PA      | $4858.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     1480000 | PA      | $1399710.00   | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |      470000 | PA      | $519172.63    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                              | CUSIP: 00CBZX128<br>LEI: N/A                  | N/A              | DE               |  | US        |          54 | NC      | $18630.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       28621 | NS      | $1493064.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      866558 | PA      | $4224969.58   | 0.10%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | WTI Crude Oil                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -65 | NC      | $-175500.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jumpcloud, Inc., Series E-1                                               | JumpCloud, Inc., Series E-1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     1719824 | NS      | $4196370.56   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $211931.40    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                            | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      252000 | PA      | $251924.40    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                                                           | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1876913 | PA      | $1873105.38   | 0.04%             | 2033-02-15      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29111181 | PA      | $-10926.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                     | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        4165 | NS      | $353566.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                                                                           | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      112140 | NS      | $13173674.04  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                                                           | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       78000 | PA      | $83112.44     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DP World Salaam                                                           | DP World Salaam                                                                                                                  | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |      404000 | PA      | $403620.24    | 0.01%             | 2025-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       49162 | NS      | $15616800.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18672.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      278000 | PA      | $246515.81    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NIKE, Inc.                                                                                                                       | CUSIP: 00PBP43S0<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1512 | NC      | $-3780.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gategroup Fin Luxembourg SA                                               | gategroup Finance Luxembourg SA, 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     2123894 | PA      | $2502616.51   | 0.06%             | 2032-05-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class D                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      820000 | PA      | $968139.46    | 0.02%             | 2039-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   317770000 | PA      | $5832.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      722000 | PA      | $-11135.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          90 | NC      | $172350.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87230.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      975000 | PA      | $1076871.52   | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6208.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $210339.60    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $170352.00    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                                                                   | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602000 | PA      | $600064.21    | 0.01%             | 2041-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                                                                  | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      472000 | PA      | $671665.80    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CBNFD92<br>LEI: N/A                  | N/A              | DE               |  | US        |         127 | NC      | $320357.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -160 | NC      | $-56400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14162000 | PA      | $4233.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     1346000 | PA      | $1428120.81   | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd.                                                       | Mr Price Group Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       47636 | NS      | $597205.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          11 | NC      | $1718.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      154000 | PA      | $156698.55    | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class A                                                                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      322962 | PA      | $322760.52    | 0.01%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       53045 | NS      | $449904.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                                    | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1595096 | PA      | $2189508.62   | 0.05%             | 2026-04-09      | Variable      | 7.10%                 | No            |                  3 | On Loan: No      |
| Lululemon Athletica, Inc.                                                 | Lululemon Athletica, Inc.                                                                                                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        2301 | NS      | $546671.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1877103 | PA      | $1877103.00   | 0.04%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8106417 | PA      | $397877.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seche Environnement SACA                                                  | Seche Environnement SACA                                                                                                         | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | CORP              | FR        |      105000 | PA      | $124952.52    | 0.00%             | 2030-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1244000 | PA      | $25303.34     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5717.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      120000 | NS      | $1340371.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      600000 | PA      | $716653.47    | 0.02%             | 2054-09-16      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                           | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       69993 | NS      | $1652534.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR S&P Retail ETF                                                                                                              | CUSIP: 78464A714<br>LEI: N/A                  | N/A              | DE               |  | US        |      -80580 | NS      | $-51345.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                            | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                          | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204248 | PA      | $117336.74    | 0.00%             | 2038-07-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                                                                    | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      500000 | PA      | $585293.91    | 0.01%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     6170000 | PA      | $12348.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                                 | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      149000 | PA      | $119200.00    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                                                                   | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       58565 | NS      | $2911154.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                               | Nucor Corp.                                                                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        9031 | NS      | $1169875.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |  8656897503 | PA      | $-19554.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       25638 | NS      | $2623023.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1175000 | PA      | $1180157.08   | 0.03%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                        | CUSIP: N/A<br>LEI: 4NT01YGM4X7ZX86ISY52       | Long             | DBT              | CORP              | US        |      210000 | PA      | $230792.70    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   702102500 | PA      | $-758716.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3043102 | PA      | $-140099.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                                                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      144000 | PA      | $136993.51    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       44646 | NS      | $-21430.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                            | CUSIP: 00CBPZ546<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1396 | NC      | $-94928.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -115500 | NS      | $8821.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $240465.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      401000 | PA      | $552285.58    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $203654.64    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                              | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $313295.18    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                                                      | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $207576.40    | 0.00%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      783000 | PA      | $833291.31    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    57790900 | PA      | $-258365.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd.                                                   | Bayswater Park CLO Ltd., Series 2023-1A, Class A1                                                                                | CUSIP: 072929AA0<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251199.75    | 0.01%             | 2037-01-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $185300.00    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB315<br>LEI: N/A                  | N/A              | DE               |  | US        |        -443 | NC      | $-30124.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23254.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                              | Bank Mandiri Persero Tbk. PT                                                                                                     | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |     1540900 | NS      | $462862.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                               | Beach Acquisition Bidco LLC, 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3035714 | PA      | $3568481.39   | 0.08%             | 2032-06-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                                            | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92148.58     | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                      | MS&AD Insurance Group Holdings, Inc.                                                                                             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |       32200 | NS      | $719850.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      200000 | PA      | $278881.25    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      724000 | PA      | $848726.84    | 0.02%             | 2029-07-04      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4609106 | PA      | $302707.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00PBRB8D0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -932 | NC      | $-31688.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -225 | NC      | $-163687.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                                                                         | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57328.78     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00PBG68L5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -452 | NC      | $-29154.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                                                         | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       48860 | NS      | $3781764.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -93 | NC      | $-63007.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      208000 | PA      | $246581.69    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                                          | APCOA Group GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      484000 | PA      | $574403.76    | 0.01%             | 2031-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                           | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |     2214000 | PA      | $2220858.97   | 0.05%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                             | Hestiafloor 2 SASU, Facility 1st Lien Term Loan B3                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1176471 | PA      | $1386004.17   | 0.03%             | 2030-02-27      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MXN Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -19496000 | PA      | $-9215.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       53329 | NS      | $1090578.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maricopa County Industrial Development Authority                          | Maricopa County Industrial Development Authority, Series 2024                                                                    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      875000 | PA      | $906346.51    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class B                                                                                                                 | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       97521 | NS      | $577246.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   -78331000 | PA      | $-28076.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc, 1st Lien Term Loan                                                                                            | CUSIP: G4768PAR2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2000000 | PA      | $2297002.50   | 0.05%             | 2031-06-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9095386 | PA      | $-22153.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                   | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1956015.49   | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         268 | NC      | $1006172.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                  | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B2                                                                | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1006673 | PA      | $1012355.67   | 0.02%             | 2032-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10171.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                                        | Banco do Brasil SA                                                                                                               | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      405545 | NS      | $1654843.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -242000 | NS      | $13045.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 00PBGSRJ1<br>LEI: N/A                  | N/A              | DE               |  | US        |         285 | NC      | $855.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class B1                                                                                | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480058 | PA      | $307819.00    | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                                         | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class AR2                                                                   | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $399641.52    | 0.01%             | 2038-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lynas Rare Earths Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -184890 | NS      | $75623.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                               | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      271000 | PA      | $319297.87    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $370833.48    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nippon Express Holdings, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1600 | NS      | $-1614.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |     2840000 | PA      | $14833.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $479951.02    | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      296000 | PA      | $291560.00    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      341000 | PA      | $311223.88    | 0.01%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                     | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      478000 | PA      | $564388.84    | 0.01%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                             | CUSIP: 00CBHV7U4<br>LEI: N/A                  | N/A              | DE               |  | US        |         202 | NC      | $329765.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      411000 | PA      | $341335.50    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Neste OYJ                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -100640 | NS      | $-4445.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      285000 | PA      | $-4216.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00PBGET35<br>LEI: N/A                  | N/A              | DE               |  | US        |        -242 | NC      | $-22385.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NAK Naftogaz Ukraine                                                      | NAK Naftogaz Ukraine                                                                                                             | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      439937 | PA      | $440490.37    | 0.01%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                                          | DraftKings, Inc., Class A                                                                                                        | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       84580 | NS      | $3627636.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                              | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      177000 | PA      | $208801.56    | 0.00%             | 2032-07-14      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       15915 | NS      | $8329592.35   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                                 | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |      204269 | NS      | $62267319.27  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                                                           | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |      530000 | PA      | $623818.04    | 0.01%             | 2037-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kadokawa Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -33100 | NS      | $-48621.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7324000 | PA      | $15728.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   275832200 | PA      | $2364518.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    72499549 | PA      | $767530.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      806000 | PA      | $943534.44    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      267000 | PA      | $355518.63    | 0.01%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                         | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      505048 | NS      | $27372429.84  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Bond Co. Ltd.                                                          | AA Bond Co. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |      662371 | PA      | $906357.95    | 0.02%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                                                                   | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      145011 | NS      | $1814994.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $223271.69    | 0.01%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     3731900 | PA      | $-136429.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                              | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1320000 | PA      | $1315833.67   | 0.03%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                             | Space Exploration Technologies Corp., Class C                                                                                    | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       26909 | NS      | $4978165.00   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8910000 | PA      | $726.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $61437.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   104626700 | PA      | $5525724.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      360000 | PA      | $-6.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      101394 | NS      | $27058002.84  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   150216120 | PA      | $37999.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -24532000 | PA      | $-36527.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CommScope Holding Co., Inc.                                               | CommScope Holding Co., Inc.                                                                                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       75005 | NS      | $621041.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                                                               | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      314000 | PA      | $300639.30    | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      188000 | PA      | $185468.23    | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |      133400 | NS      | $735058.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                             | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      116000 | PA      | $137021.25    | 0.00%             | 2032-06-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19817.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       29000 | NS      | $863419.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $179495.00    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                               | Warner Bros Discovery, Inc.                                                                                                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      158300 | NS      | $1814118.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                                 | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        3788 | NS      | $115869.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      268000 | PA      | $276040.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                            | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $212500.00    | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   183597480 | PA      | $49340.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $90898.20     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CBN72V3<br>LEI: N/A                  | N/A              | DE               |  | US        |         181 | NC      | $50318.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00PBGFU30<br>LEI: N/A                  | N/A              | DE               |  | US        |         -32 | NC      | $-51680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                                                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      409738 | NS      | $1998780.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class D                                                                                            | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1393437.36   | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kenvue, Inc.                                                                                                                     | CUSIP: 49177J102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -18691 | NS      | $8224.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     5205000 | PA      | $2745.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       57880 | NS      | $21221123.20  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Turkcell Iletisim Hizmetleri A/S                                          | Turkcell Iletisim Hizmetleri A/S                                                                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $203625.00    | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $218845.17    | 0.01%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                       | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      140319 | NS      | $240469.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBFQ257<br>LEI: N/A                  | N/A              | DE               |  | US        |         138 | NC      | $84870.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Issuer Corp.                                                        | Xerox Issuer Corp.                                                                                                               | CUSIP: 98423RAA1<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      690000 | PA      | $708256.71    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                        | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       15328 | NS      | $3206629.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21129.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -337 | NS      | $-7381.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -366000 | NS      | $-12474.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moneta Money Bank A/S                                                     | Moneta Money Bank A/S                                                                                                            | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |       24111 | NS      | $166297.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                   | Daiichi Sankyo Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |      103146 | NS      | $2389697.48   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                                                           | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       21368 | NS      | $1049276.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                       | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      178710 | PA      | $165749.39    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                                     | Matterhorn Telecom SA, Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1361702 | PA      | $1597504.56   | 0.04%             | 2032-01-26      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                            | Comerica, Inc.                                                                                                                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        3026 | NS      | $180500.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Parent, Inc.                                                         | Icon Parent, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3216000 | PA      | $3218637.12   | 0.08%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GC47, Class AS                                                                         | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1202109 | PA      | $1067988.26   | 0.03%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      932000 | PA      | $1144982.27   | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                        | EPAM Systems, Inc.                                                                                                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        1263 | NS      | $223323.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                          | Powszechny Zaklad Ubezpieczen SA                                                                                                 | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |      106783 | NS      | $1867325.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00CBHKVH0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -92 | NC      | $-15088.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Informa plc                                                               | Informa plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $270335.18    | 0.01%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         940 | NC      | $3290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    35188231 | PA      | $-672344.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        2573 | NS      | $690811.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      209000 | PA      | $207656.34    | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |      291000 | PA      | $344565.92    | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -48841000 | PA      | $-11583.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    60573000 | PA      | $284449.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      159580 | NS      | $3322264.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanbu National Petrochemical Co.                                          | Yanbu National Petrochemical Co.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |       18207 | NS      | $146692.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    89140000 | PA      | $465204.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR Trust                              | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2022-DNA1, Class B1              | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      481898 | PA      | $495958.00    | 0.01%             | 2042-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Progressive Corp. (The)                                                                                                          | CUSIP: 00CBZL4S4<br>LEI: N/A                  | N/A              | DE               |  | US        |          53 | NC      | $3047.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    74115000 | PA      | $-2030.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                                                      | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250273.25    | 0.01%             | 2034-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        2500 | NS      | $478773.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-LION, Class A                                                                                            | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2797920 | PA      | $2770694.84   | 0.07%             | 2027-02-15      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    50310231 | PA      | $-77422.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       54349 | NS      | $23772796.09  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       13704 | NS      | $30971.04     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-1A, Class A                                                                                 | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       96042 | PA      | $96165.83     | 0.00%             | 2031-05-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         157 | NC      | $45579.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         940 | NC      | $-467245.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                               | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32071000 | PA      | $28870486.74  | 0.68%             | 2055-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1597291.01   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104621.90    | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1610118.09   | 0.04%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      185416 | NS      | $11645978.96  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Volato Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       51838 | NS      | $1321.87      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-IP, Class A                                                                      | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356928 | PA      | $355597.62    | 0.01%             | 2036-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      800000 | PA      | $967125.22    | 0.02%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                              | CUSIP: 002824100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -7203 | NS      | $-19808.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     6540000 | PA      | $153510.62    | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191400.00    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $192354.00    | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -874 | NS      | $-222.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CH Robinson Worldwide, Inc.                                                                                                      | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | US        |      -18351 | NS      | $-36702.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                            | Rheinmetall AG                                                                                                                   | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |          10 | NS      | $21176.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $180936.30    | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                                      | Affinity Interactive                                                                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $107406.25    | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                       | Haidilao International Holding Ltd.                                                                                              | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |      201000 | NS      | $383219.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Golar LNG Ltd.                                                            | Golar LNG Ltd.                                                                                                                   | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      363000 | PA      | $372075.00    | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127039.35    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $198958.00    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   122552551 | PA      | $30417.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class E                                                                                            | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $754222.33    | 0.02%             | 2041-08-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      209000 | PA      | $208738.75    | 0.00%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23201.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                                                         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       31331 | NS      | $5840725.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -90 | NC      | $-54675.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                                                         | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        6901 | NS      | $18707684.88  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    58230900 | PA      | $-74092.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                      | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $204986.40    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      200000 | PA      | $278113.71    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1241264.81   | 0.03%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | InPost SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5645 | NS      | $-560.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Farmers Business Common                                                   | Farmers Business Network, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       84447 | NS      | $108936.63    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-3X, Class D                                                                 | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $599849.76    | 0.01%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                                                       | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $134094.33    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chevron Corp.                                                                                                                    | CUSIP: 00CBHWF66<br>LEI: N/A                  | N/A              | DE               |  | US        |         -46 | NC      | $-5888.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                                                       | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |     1142000 | PA      | $1421089.25   | 0.03%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1618286.56   | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NextEra Energy, Inc.                                                                                                             | CUSIP: 00CBV1R57<br>LEI: N/A                  | N/A              | DE               |  | US        |        -310 | NC      | $-10230.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                                              | CarMax, Inc.                                                                                                                     | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51907 | NS      | $3488669.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Axon Enterprise, Inc.                                                                                                            | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1175 | NS      | $-52522.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                          | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -23539 | NS      | $14380.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8256.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1A                                                                               | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1192113 | PA      | $1032357.10   | 0.02%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CBFX0C9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -382 | NC      | $-58828.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise HoldCo IV BV                                                      | Sunrise HoldCo IV BV                                                                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $397432.76    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      626000 | PA      | $626646.95    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                               | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1639892 | PA      | $1407955.84   | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| First Solar, Inc.                                                         | First Solar, Inc.                                                                                                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       11544 | NS      | $1910993.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00CBPJQ49<br>LEI: N/A                  | N/A              | DE               |  | US        |         -19 | NC      | $-13395.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBNAL94<br>LEI: N/A                  | N/A              | DE               |  | US        |          33 | NC      | $93720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208938.40    | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      199000 | PA      | $246709.94    | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                                                       | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       13086 | NS      | $1838756.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118722.33    | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                            | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      222000 | PA      | $217517.00    | 0.01%             | 2035-06-05      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                                                            | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      594000 | PA      | $595009.80    | 0.01%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                                | Quimper AB, Facility 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     1017391 | PA      | $1193725.87   | 0.03%             | 2030-03-29      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      446000 | PA      | $478866.56    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                                                      | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |      112548 | NS      | $2185794.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       16519 | NS      | $6390870.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                          | Novo Nordisk A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      133053 | NS      | $9219781.23   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      141000 | PA      | $128862.06    | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                         | Sesac Finance LLC, Series 2019-1, Class A2                                                                                       | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240338 | PA      | $239254.06    | 0.01%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -52158 | NS      | $-123614.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      359000 | PA      | $357648.90    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                              | Intelsat Jackson Holdings SA                                                                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |      479000 | PA      | $488434.45    | 0.01%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                                  | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |      630000 | PA      | $754896.15    | 0.02%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                | Hess Corp.                                                                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       42124 | NS      | $5835858.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MCM Trust                                                                 | MCM Trust, Series 2018-NPL2                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     1899016 | PA      | $1823940.35   | 0.04%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                                                              | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       28653 | NS      | $1132084.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 51M0QTTNCGUN7KFCFZ59       | Long             | DBT              | CORP              | US        |      513000 | PA      | $544795.80    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       47814 | NS      | $2803334.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Elevance Health, Inc.                                                                                                            | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3471 | NS      | $-57410.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-87826.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1298000 | PA      | $388.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                             | Penta CLO DAC, Series 2024-17X, Class D                                                                                          | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |      580000 | PA      | $684447.47    | 0.02%             | 2038-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       75000 | NS      | $1457482.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5057.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18570.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       29455 | NS      | $3069116.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                                                             | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |       52234 | PA      | $51221.97     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-MFM1, Class F                                                                                              | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      511266 | PA      | $510634.47    | 0.01%             | 2034-01-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14044.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                              | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        8126 | NS      | $14626.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Progressive Corp. (The)                                                                                                          | CUSIP: 00PC01R63<br>LEI: N/A                  | N/A              | DE               |  | US        |         -26 | NC      | $-6305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SambaNova Systems, Inc., Series D                                         | SambaNova Systems, Inc., Series D                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       18737 | NS      | $990625.19    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -98 | NC      | $-49980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200858.60    | 0.00%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |     1324980 | PA      | $1552835.50   | 0.04%             | 2027-07-06      | Variable      | 8.19%                 | No            |                  3 | On Loan: No      |
| GS Engineering & Construction Corp.                                       | GS Engineering & Construction Corp.                                                                                              | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |       21846 | NS      | $335131.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rakuten Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -61 | NS      | $10.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class E                                                                                           | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1952000 | PA      | $1939477.14   | 0.05%             | 2042-02-15      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1951.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Artemis BidCoLtd.                                                         | Artemis BidCo Ltd., 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1653543 | PA      | $1945960.05   | 0.05%             | 2032-05-28      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5608000 | PA      | $1364193.78   | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                            | Santen Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       49665 | NS      | $569927.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      175975 | NS      | $22596949.75  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B1                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      428903 | PA      | $418583.65    | 0.01%             | 2029-10-26      | Variable      | 10.95%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      407000 | PA      | $495922.69    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      283050 | PA      | $91991.25     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $208880.00    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      572237 | NS      | $1821745.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                       | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |      252500 | NS      | $342001.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RapidSOS, Inc.                                                            | RapidSOS, Inc., Series C-1                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     1308937 | NS      | $1374383.85   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       59300 | NS      | $421150.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      667000 | PA      | $680598.80    | 0.02%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        3628 | NS      | $1058142.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis HoldCo Pty. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     7642509 | NS      | $50.30        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      937224 | PA      | $58854.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -9000 | NS      | $353.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                         | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320566 | PA      | $298951.81    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Verge Genomics, Series B                                                  | Verge Genomics, Series B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      378004 | NS      | $725767.68    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | 3 Month SOFR Interest Futures                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -252 | NC      | $-125412.10   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $554465.80    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                                                             | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      300000 | PA      | $309150.00    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      789000 | PA      | $767064.85    | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      225000 | PA      | $179718.75    | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3688581 | PA      | $-6950.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -82411 | NS      | $109.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                                                                              | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        6736 | NS      | $1136161.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                                                               | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      239000 | PA      | $244855.50    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2014-2A, Class BR2                                                                                 | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |      255965 | PA      | $257061.27    | 0.01%             | 2030-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                     | Petroleos del Peru SA                                                                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $154562.00    | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                                                     | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      124000 | PA      | $127220.78    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class M1                                                                                | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      376769 | PA      | $271124.93    | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-189174.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                            | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20152 | NS      | $30643937.28  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                                | MarketAxess Holdings, Inc.                                                                                                       | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       10233 | NS      | $2285438.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc., Class B                                                                                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        9206 | NS      | $1667666.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63773.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $196130.08    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance plc                                               | Gatwick Airport Finance plc                                                                                                      | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |      467000 | PA      | $636212.16    | 0.01%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       15450 | NS      | $975667.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18185.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      600000 | PA      | $-11580.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBFXFZ2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -55 | NC      | $-9680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                       | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      544000 | PA      | $664906.65    | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barratt Redrow plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -52002 | NS      | $5909.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class D2                                                                        | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      371235 | PA      | $336401.06    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                       | Tikehau CLO XII DAC, Series 12X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |     1100000 | PA      | $1305142.13   | 0.03%             | 2038-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc. (Preference)                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        8429 | NS      | $8302565.00   | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| Arcano Euro CLO I DAC                                                     | Arcano Euro CLO I DAC, Series 1X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |      820000 | PA      | $971778.27    | 0.02%             | 2039-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4125000 | PA      | $4120488.28   | 0.10%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                               | FANUC Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       18230 | NS      | $494895.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -181240 | NS      | $31076.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3500.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                                   | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1674000 | PA      | $1774511.16   | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    -2940795 | PA      | $-12941.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    52440000 | PA      | $90245.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust, Series 1                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -705 | NC      | $-705.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2848 | NS      | $-6967.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                                                              | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       99000 | PA      | $91892.72     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      513000 | PA      | $586679.39    | 0.01%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd.                                                    | Bethpage Park CLO Ltd., Series 2021-1A, Class A                                                                                  | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270270.70    | 0.01%             | 2035-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      140000 | PA      | $142466.80    | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      132000 | PA      | $125998.62    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                                                          | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     2697784 | PA      | $2699106.06   | 0.06%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      246335 | NS      | $10678622.25  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $109289.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kobayashi Pharmaceutical Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -16200 | NS      | $-3106.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196243.28    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      245000 | PA      | $221970.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     1062742 | PA      | $10734.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12547900 | PA      | $248840.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        7514 | NS      | $4333624.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CMS Spreadoption                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |  -356600000 | NC      | $-116140.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                             | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        7545 | NS      | $374754.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| X.Ai Holdings Corp.                                                       | x.AI, Inc., Series C, Class E                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      292512 | NS      | $9702623.04   | 0.23%             |  |  |  | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $280763.96    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                                 | CUSIP: 00CBG9DH6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -42 | NC      | $-11235.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Air Products and Chemicals, Inc.                                                                                                 | CUSIP: 00CBZ43W4<br>LEI: N/A                  | N/A              | DE               |  | US        |          16 | NC      | $9280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C                                                                         | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      165721 | PA      | $162368.25    | 0.00%             | 2048-11-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00CBHR6L4<br>LEI: N/A                  | N/A              | DE               |  | US        |         149 | NC      | $55502.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-113376.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                                                     | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91826.16     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                                                                            | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       75000 | PA      | $77073.75     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Homebuilders ETF                                                 | SPDR S&P Homebuilders ETF                                                                                                        | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             |  | RF                | US        |       19652 | NS      | $1937097.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      314690 | NS      | $26786412.80  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2014-5A, Class A2R                                                                                          | CUSIP: 67102SAN4<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300678.48    | 0.01%             | 2031-04-26      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29840000 | PA      | $607679.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    28391000 | PA      | $-5811.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | Fast Retailing Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        2300 | NS      | $788587.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     2180000 | PA      | $1470636.17   | 0.03%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      789768 | PA      | $778419.39    | 0.02%             | 2028-12-21      | Variable      | 9.68%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                           | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      171006 | NS      | $852002.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2398672 | PA      | $2400921.17   | 0.06%             | 2039-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                           | Enterprise Products Partners LP                                                                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |       36184 | NS      | $1122065.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38070.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      190000 | PA      | $3220.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        7768 | NS      | $1028017.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                          | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     1126385 | PA      | $1303605.77   | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         638 | NC      | $-567691.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -101716000 | PA      | $-99620.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      296000 | PA      | $361694.05    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bytedance Ltd., Series E-1                                                | ByteDance Ltd., Series E-1                                                                                                       | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |       82140 | NS      | $19059765.60  | 0.45%             |  |  |  | Yes           |                  3 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                                 | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1839000 | PA      | $1840149.38   | 0.04%             | 2038-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                                 | Intrum AB                                                                                                                        | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      359000 | PA      | $376366.80    | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                                                 | United Petfood Finance BV, 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |     1561798 | PA      | $1832821.01   | 0.04%             | 2032-02-26      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                    | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     1631051 | PA      | $1912343.28   | 0.04%             | 2030-04-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                                                             | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $259740.00    | 0.01%             | 2038-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |        9155 | NS      | $520031.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -22088500 | PA      | $-448669.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                                                                             | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      118515 | NS      | $1612691.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5599 | NS      | $1491.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $275930.10    | 0.01%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $139388.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      355000 | PA      | $-17555.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -33 | NC      | $-20440.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198825.40    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                | CVR CHC LP, 1st Lien Term Loan                                                                                                   | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1256740 | PA      | $1254641.24   | 0.03%             | 2027-12-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV, Class A                                                                                            | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       22285 | NS      | $1289410.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      390000 | PA      | $-8951.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -2501 | NC      | $-5424169.32  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Innolux Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -2185000 | NS      | $-40604.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                               | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      649000 | PA      | $307276.89    | 0.01%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        5546 | PA      | $950410.01    | 0.02%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STWD Trust                                                                | STWD Trust, Series 2021-FLWR, Class E                                                                                            | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      578859 | PA      | $578497.41    | 0.01%             | 2036-07-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Ltd.                                                         | Gohl Capital Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |      300000 | PA      | $295237.50    | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                         | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1317000 | PA      | $1317823.13   | 0.03%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                        | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1647288 | PA      | $1833214.54   | 0.04%             | 2031-05-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |     2497709 | PA      | $2942852.44   | 0.07%             | 2031-08-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                                                       | Minimax Viking GmbH, Facility 1st Lien Term Loan B                                                                               | CUSIP: 55404TAG7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1175982.82   | 0.03%             | 2032-03-17      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                                    | Nongfu Spring Co. Ltd., Class H                                                                                                  | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |       80329 | NS      | $412071.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                                 | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |      630000 | PA      | $742793.10    | 0.02%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series B                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       63570 | NS      | $186260.10    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00PBG6058<br>LEI: N/A                  | N/A              | DE               |  | US        |         -63 | NC      | $-7969.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -76 | NC      | $-42560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class E10                                                                                            | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1467000 | PA      | $1470996.40   | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                 | Sodexo SA                                                                                                                        | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |       13923 | NS      | $856911.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4921182 | PA      | $2517.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -18194 | NS      | $4195.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agrifarma SpA                                                             | Agrifarma SpA                                                                                                                    | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |     1983000 | PA      | $2335859.81   | 0.05%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                               | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1355362 | PA      | $1337655.57   | 0.03%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       59131 | NS      | $1705929.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Disco Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1100 | NS      | $-37256.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       82888 | PA      | $440897.28    | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd.                                                                                             | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $209109.60    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                           | CUSIP: 00CBHQLY1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -183 | NC      | $-15921.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        7048 | NS      | $3716339.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      510000 | PA      | $428400.00    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                                 | CUSIP: 00CBKSL49<br>LEI: N/A                  | N/A              | DE               |  | US        |         -54 | NC      | $-30375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $428440.92    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares Core S&P Small-Cap ETF                                                                                                   | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |       19759 | NS      | $2159461.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Volkswagen Financial Services NV                                          | Volkswagen Financial Services NV                                                                                                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $136921.15    | 0.00%             | 2025-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                        | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    11272000 | PA      | $270067.70    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                   | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      506800 | NS      | $173330.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | DMG Mori Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -54056 | NS      | $-107618.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-326115.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBRHSM5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -952 | NC      | $-390320.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Constellation Energy Corp.                                                                                                       | CUSIP: 21037T109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2929 | NS      | $-22113.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                       | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R                                                                   | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |      262871 | PA      | $262936.77    | 0.01%             | 2030-07-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                          | Clorox Co. (The)                                                                                                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        3365 | NS      | $404035.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                                                | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     2082000 | PA      | $2227715.02   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                            | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      225000 | PA      | $228825.00    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       58265 | PA      | $30006.48     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                     | Sona Fios CLO III DAC, Series 3X, Class D                                                                                        | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |     1100000 | PA      | $1300509.84   | 0.03%             | 2037-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3852838 | PA      | $-63702.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC                                                                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      168000 | PA      | $171488.35    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      174273 | NS      | $24398.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       20737 | NS      | $1319287.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                                         | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      260000 | PA      | $259194.21    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                                                     | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |     4760000 | PA      | $4469021.20   | 0.10%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brookfield Asset Management Ltd., Class A                                                                                        | CUSIP: 113004105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -89675 | NS      | $-120735.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Claudius Finance Parent SARL                                              | Claudius Finance Parent SARL, Facility 1st Lien Term Loan B3                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     2000000 | PA      | $2351353.11   | 0.06%             | 2030-01-31      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                | KT&G Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |       10764 | NS      | $1015976.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14641254 | PA      | $275339.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                                                               | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      148000 | PA      | $133958.99    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      575000 | PA      | $548376.22    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240301.80    | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1183.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       55800 | NS      | $1643836.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Dana Financing Luxembourg SARL                                            | Dana Financing Luxembourg SARL                                                                                                   | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |      741000 | PA      | $949988.42    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                                          | Schoen Klinik SE, Facility 1st Lien Term Loan B2                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1333333 | PA      | $1558820.11   | 0.04%             | 2031-01-13      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   169924186 | PA      | $9433677.30   | 0.22%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd.                                                                | RR 28 Ltd., Series 2024-28RA, Class A1R                                                                                          | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |     1354139 | PA      | $1359236.25   | 0.03%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4994.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                                  | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      928000 | PA      | $883224.00    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  8575400000 | PA      | $1807126.09   | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        9600 | NS      | $950592.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       68038 | NS      | $1352383.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Builders FirstSource, Inc.                                                                                                       | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -6787 | NS      | $16560.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                       | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2519 | NS      | $4433.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      210000 | PA      | $186270.00    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wizz Air Holdings plc                                                     | Wizz Air Holdings plc                                                                                                            | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |       12652 | NS      | $189966.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16692.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC, Series BX, Class E                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      188594 | NS      | $413020.86    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Solventum Corp.                                                                                                                  | CUSIP: 83444M101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -15943 | NS      | $-41292.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                         | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       50071 | NS      | $235.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      141000 | PA      | $120557.92    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                | BlueMountain CLO XXII Ltd., Series 2018-22A, Class B                                                                             | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      502418 | PA      | $504023.53    | 0.01%             | 2031-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29481390 | PA      | $4955034.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    33696600 | PA      | $590556.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                                 | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     6830000 | PA      | $6945563.60   | 0.16%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                                   | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      404000 | PA      | $395954.54    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arini European CLO IV DAC                                                 | Arini European CLO IV DAC, Series 4X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |     1010000 | PA      | $1200990.29   | 0.03%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc, Facility 1st Lien Term Loan B1                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1452703 | PA      | $1710150.54   | 0.04%             | 2031-08-22      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      223053 | NS      | $14372556.99  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -6547941 | PA      | $-146.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      126784 | NS      | $1999383.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HBX Group Internationalplc                                                | Hbx Group International plc, Facility 1st Lien Term Loan B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2358696 | PA      | $2764533.82   | 0.06%             | 2032-02-18      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBG9CD6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -65 | NC      | $-69387.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                                                               | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97181.45     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       21152 | NS      | $761.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1183495 | PA      | $1184604.19   | 0.03%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                                                       | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |      581000 | PA      | $717588.66    | 0.02%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                | Hoya Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |        9700 | NS      | $1151992.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                      | CUSIP: 00CBTX5A3<br>LEI: N/A                  | N/A              | DE               |  | US        |         189 | NC      | $3307.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    29490000 | PA      | $1445477.56   | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paycom Software, Inc.                                                                                                            | CUSIP: 70432V102<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2017 | NS      | $3166.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $259802.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHMS                                                                      | BHMS, Series 2018-ATLS, Class A                                                                                                  | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1721874 | PA      | $1720974.15   | 0.04%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     3450000 | PA      | $129364.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       85330 | NS      | $12908722.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -13221136 | PA      | $-26355.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      157825 | NS      | $43504461.25  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., 1st Lien Term Loan                                                                                                  | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        9559 | PA      | $7442.62      | 0.00%             | 2028-08-01      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       27519 | NS      | $20165372.82  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Aernnova Aerospace SAU                                                    | Aernnova Aerospace SAU, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     1605833 | PA      | $1886181.04   | 0.04%             | 2030-02-27      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31015.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 42328DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1165876.01   | 0.03%             | 2028-03-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Eneva SA                                                                  | Eneva SA                                                                                                                         | CUSIP: N/A<br>LEI: 549300T1AP7HKCABII19       | Long             | EC               | CORP              | BR        |       75223 | NS      | $190511.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                                               | ANSYS, Inc.                                                                                                                      | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        5991 | NS      | $2104159.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4254.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                                                           | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2842541 | PA      | $2827906.77   | 0.07%             | 2033-02-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -844000 | PA      | $-8499.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189800.00    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                                                               | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105092.90    | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    93778024 | PA      | $51229.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co. Ltd.                                                 | King Slide Works Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        8000 | NS      | $556901.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                             | Heimstaden Bostad Treasury BV                                                                                                    | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      771000 | PA      | $905569.98    | 0.02%             | 2025-07-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Clariant AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -8271 | NS      | $2861.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                                                           | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221773.77    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                                                            | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       10904 | NS      | $653464.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                              | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      741453 | PA      | $580628.52    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                                                                  | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     1231615 | NS      | $31963964.44  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3953.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mitsubishi Heavy Industries Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -28200 | NS      | $-46526.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walmart, Inc.                                                                                                                    | CUSIP: 00PBJ3SZ6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -303 | NC      | $-49843.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Investor AB                                                               | Investor AB, Class B                                                                                                             | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       53768 | NS      | $1593327.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obol France 3 SAS                                                         | Obol France 3 SAS, Facility 1st Lien Term Loan B3                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1500000 | PA      | $1732699.66   | 0.04%             | 2028-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       71176 | NS      | $52534293.84  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       42220 | NS      | $105.55       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                                                              | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       48700 | NS      | $1103115.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                                                               | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      286000 | PA      | $388325.60    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $289047.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                                                    | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      178739 | NS      | $15580678.63  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      257000 | PA      | $255848.64    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      743000 | PA      | $777879.88    | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       60357 | NS      | $4806227.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       26040 | NS      | $7344842.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -285710000 | PA      | $-383085.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    33425000 | PA      | $596157.79    | 0.01%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                        | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      630000 | PA      | $751078.80    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      177588 | NS      | $37783622.88  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Ecolab, Inc.                                                                                                                     | CUSIP: 278865100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -5748 | NS      | $-19751.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       36445 | NS      | $36078363.30  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                              | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      336000 | PA      | $351028.27    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -22 | NC      | $-3410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    19976107 | PA      | $-115716.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       78970 | NS      | $1710141.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -379 | NC      | $-15918.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Adyen NV                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        2152 | NS      | $-239136.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      102000 | PA      | $98110.57     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                         | Vaco Holdings LLC, 1st Lien Term Loan                                                                                            | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      947523 | PA      | $866509.90    | 0.02%             | 2029-01-22      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                      | Speedster Bidco GmbH, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1740000 | PA      | $2049858.46   | 0.05%             | 2031-12-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      833000 | PA      | $1021708.18   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -24986 | NS      | $-6237.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      599886 | PA      | $299519.74    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ConvaTec Group plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -204431 | NS      | $-8981.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBPCC15<br>LEI: N/A                  | N/A              | DE               |  | US        |          72 | NC      | $205560.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       15699 | NS      | $1149009.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class E                                                                             | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $772878.76    | 0.02%             | 2041-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14279560 | PA      | $-38886.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10935961 | PA      | $-14035.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6028 | NS      | $-32602.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      120000 | PA      | $-15036.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                          | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      124000 | PA      | $123845.00    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71877.71     | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $204502.00    | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                             | Space Exploration Technologies Corp., Class A                                                                                    | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |       25071 | NS      | $4638135.00   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      218000 | PA      | $267227.20    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                             | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      431000 | PA      | $431124.99    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         524 | NC      | $118162.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      164186 | PA      | $57136.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Netflix, Inc.                                                                                                                    | CUSIP: 00CBT37K5<br>LEI: N/A                  | N/A              | DE               |  | US        |          -6 | NC      | $-25170.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                                  | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1287168.58   | 0.03%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       21967 | NS      | $978125.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                                                              | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      811200 | PA      | $995759.98    | 0.02%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP2, Class F                                                                                           | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      524246 | PA      | $524573.65    | 0.01%             | 2036-11-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Regional Banking ETF                                             | SPDR S&P Regional Banking ETF                                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |       26121 | NS      | $1551326.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                                                         | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       44519 | NS      | $1990444.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ProGroup AG                                                               | ProGroup AG                                                                                                                      | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      360000 | PA      | $428832.70    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                                                                   | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $482978.35    | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2468.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         164 | NC      | $53300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -25350 | NS      | $-24084.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       34718 | NS      | $27820812.25  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                           | CUSIP: 00CBXX4L5<br>LEI: N/A                  | N/A              | DE               |  | US        |          28 | NC      | $4942.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB323<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1905 | NC      | $-87630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Packaging Corp. of America                                                                                                       | CUSIP: 695156109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -6214 | NS      | $1110.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    37409372 | PA      | $1377527.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                    | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      483000 | PA      | $573445.65    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       18312 | NS      | $3335164.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Zealand Pharma A/S                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -9600 | NS      | $8588.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Marfrig Global Foods SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -105349 | NS      | $29355.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                   | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350942.40    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Food & Life Cos. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -33100 | NS      | $-80287.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |    -2840000 | PA      | $-6330.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                                                     | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       13944 | NS      | $786816.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                      | Halyk Savings Bank of Kazakhstan JSC                                                                                             | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        7332 | NS      | $180186.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5116555 | PA      | $4713882.12   | 0.11%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                                                                      | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270035.42    | 0.01%             | 2031-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -168522 | NS      | $-43681.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                                                                   | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      150659 | NS      | $1367423.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                                                                    | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      868000 | PA      | $977954.94    | 0.02%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         418 | NC      | $22990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62748.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                | India Green Power Holdings                                                                                                       | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |      244381 | PA      | $236744.29    | 0.01%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                | Vista Energy Argentina SAU                                                                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      143000 | PA      | $144036.75    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MonotaRO Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -11300 | NS      | $1494.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIV Group GmbH                                                           | AVIV Group GmbH, 1st Lien Term Loan B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     2292994 | PA      | $2701464.45   | 0.06%             | 2032-04-23      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                           | Kuehne + Nagel International AG (Registered)                                                                                     | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |       11029 | NS      | $2388250.51   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                   | Acuris Finance US, Inc., 1st Lien Term Loan                                                                                      | CUSIP: 00510DAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1166464.99   | 0.03%             | 2028-02-16      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Project Berlin                                                            | PROJECT BERLIN, 1st Lien Term Loan                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     2000000 | PA      | $2314671.75   | 0.05%             | 2033-01-22      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                                                           | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2549371 | PA      | $2550167.97   | 0.06%             | 2038-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                             | Al Rajhi Bank                                                                                                                    | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |       24827 | NS      | $626207.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                              | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      126000 | PA      | $127105.02    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upfield BV                                                                | Upfield BV, 1st Lien Term Loan B11                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1364000 | PA      | $1856623.50   | 0.04%             | 2028-01-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                | MAF Global Securities Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |      202000 | PA      | $201558.13    | 0.00%             | 2026-03-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBFQ273<br>LEI: N/A                  | N/A              | DE               |  | US        |         -62 | NC      | $-14911.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                                               | Canon, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       52600 | NS      | $1525596.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        6155 | NS      | $839049.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      726000 | PA      | $3997.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                          | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR2                                                                     | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250875.00    | 0.01%             | 2037-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    72499549 | PA      | $837165.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      416000 | PA      | $385008.00    | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $591961.10    | 0.01%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       94713 | PA      | $418687.79    | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |      152400 | NS      | $12291060.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                | Shenzhou International Group Holdings Ltd.                                                                                       | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       77400 | NS      | $553264.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    33696600 | PA      | $781461.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                    | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2299000 | PA      | $2303109.00   | 0.05%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                  | ELO SACA                                                                                                                         | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $426471.14    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                         | Boyd Gaming Corp.                                                                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      202000 | PA      | $193606.13    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                                        | Kingspan Group plc                                                                                                               | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       17117 | NS      | $1458529.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                       | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      507000 | PA      | $598534.54    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      132300 | NS      | $3565401.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $258107.14    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     3662639 | NS      | $21098303.52  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                                         | Market Bidco Ltd., Facility 1st Lien Term Loan B4                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      404000 | PA      | $538762.54    | 0.01%             | 2030-11-04      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7658890 | PA      | $-25886.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      175000 | PA      | $182083.09    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alorica, Inc.                                                             | Alorica, Inc., 1st Lien Term Loan                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2506672 | PA      | $2472330.41   | 0.06%             | 2027-12-21      | Variable      | 11.20%                | No            |                  3 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                            | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178250.00    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32462000 | PA      | $32437590.20  | 0.76%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                                   | CPPIB OVM Member US LLC, 1st Lien Term Loan                                                                                      | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1243605 | PA      | $1238941.22   | 0.03%             | 2031-08-20      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| LCM 36 Ltd.                                                               | LCM 36 Ltd., Series 36A, Class A1R                                                                                               | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1240000 | PA      | $1240693.16   | 0.03%             | 2034-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                | Kawasaki Kisen Kaisha Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |       61900 | NS      | $876631.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant CLO I Ltd.                                                       | Assurant CLO I Ltd., Series 2017-1A, Class CR                                                                                    | CUSIP: 33836JAG4<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |      280252 | PA      | $281109.49    | 0.01%             | 2034-10-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       48021 | NS      | $5076780.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      921000 | PA      | $972603.45    | 0.02%             | 2030-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                                | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |      685000 | PA      | $809994.23    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29682.67     | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      123141 | NS      | $2962476.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      160000 | PA      | $-20606.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1005000 | PA      | $-32028.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anduril Engineering LLC                                                   | Anduril Engineering LLC, Series F                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       79095 | NS      | $3233403.60   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -835 | NC      | $-52867.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Etoro Group Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      -15606 | NS      | $-96445.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                     | CUSIP: 00CC0P7X7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -355 | NC      | $-53782.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                                                                           | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      179000 | PA      | $206240.65    | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     7282000 | PA      | $8669107.41   | 0.20%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                            | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |      109300 | NS      | $2752279.09   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      129223 | PA      | $-213291.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |       41412 | PA      | $1902589.20   | 0.04%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | Nippon Paint Holdings Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |      133476 | NS      | $1073449.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                                             | Sungrow Power Supply Co. Ltd., Class A                                                                                           | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |       27300 | NS      | $258609.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                                             | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $185708.56    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                      | CUSIP: 00CBYP8M5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -130 | NC      | $-91000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Holdco GmbH                                                   | TK Elevator Holdco GmbH                                                                                                          | CUSIP: N/A<br>LEI: 2549008GCHWX9EEMIS56       | Long             | DBT              | CORP              | DE        |      882900 | PA      | $1042612.09   | 0.02%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       62000 | NS      | $2656617.07   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bachem Holding AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5262 | NS      | $-30669.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                                                                          | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      185013 | NS      | $1074925.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |      688000 | PA      | $842537.53    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class A                                                                                               | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      713574 | NS      | $2142568.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum AB                                                                 | Intrum AB                                                                                                                        | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      862000 | PA      | $858362.39    | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $220306.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                       | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      404000 | PA      | $418756.26    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                   | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      436000 | PA      | $513111.13    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hess Corp.                                                                                                                       | CUSIP: 00CBT38P3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -31 | NC      | $-4185.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kawasaki Heavy Industries Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -18000 | NS      | $-103664.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                         | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      243394 | NS      | $1066065.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                                                                 | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      998000 | PA      | $1168540.54   | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                         | Mazda Motor Corp.                                                                                                                | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      114200 | NS      | $686935.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                                                               | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      528000 | PA      | $530707.58    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                               | James Hardie Industries plc                                                                                                      | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |       37337 | NS      | $1002622.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                                                            | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       62598 | NS      | $1919379.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | Nintendo Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |         300 | NS      | $28808.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      114476 | PA      | $-176586.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135457.58    | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        2616 | NS      | $1223817.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                                                            | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |     1025000 | PA      | $1282861.17   | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                                | Telix Pharmaceuticals Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | EC               | CORP              | AU        |       48635 | NS      | $781202.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200175.40    | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MNTN, Inc.                                                                | MNTN, Inc.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       72889 | NS      | $1594082.43   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                                | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |       41000 | PA      | $42631.27     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                                                      | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $27869.53     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10764.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      644000 | PA      | $797305.08    | 0.02%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                         | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1451000 | PA      | $1448279.38   | 0.03%             | 2037-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6606.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class B                                                                         | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      283561 | PA      | $274185.32    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     2291000 | PA      | $0.23         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Elia Group SA                                                             | Elia Group SA/NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        5667 | NS      | $654506.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $202300.00    | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                          | CUSIP: 00PBVCMT2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -95 | NC      | $-3325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      844000 | PA      | $13306.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                                                               | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |     2401000 | PA      | $2879237.31   | 0.07%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                           | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       41392 | NS      | $12656823.55  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -680897 | NS      | $-23189.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-3A, Class M6                                                                         | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77091 | PA      | $82397.36     | 0.00%             | 2035-11-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1374681 | PA      | $1377654.36   | 0.03%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                           | CUSIP: 00CBXX4N1<br>LEI: N/A                  | N/A              | DE               |  | US        |          28 | NC      | $1050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProGroup AG                                                               | ProGroup AG                                                                                                                      | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      362000 | PA      | $422686.74    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       70787 | NS      | $3455788.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       16223 | NS      | $21724705.99  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                              | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3052000 | PA      | $2797867.59   | 0.07%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                      | CUSIP: 458140100<br>LEI: N/A                  | N/A              | DE               |  | US        |      -60670 | NS      | $-73410.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                          | Shinhan Financial Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |      500000 | PA      | $487205.00    | 0.01%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       25724 | PA      | $28783.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                   | Ursa Major Technologies, Inc., Series D                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       44138 | NS      | $175669.24    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1111698 | PA      | $7004.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                                                              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $356752.99    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                                | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      416000 | PA      | $496718.31    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      409000 | PA      | $485394.91    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBN6SJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |         394 | NC      | $324065.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                    | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     1076000 | PA      | $1316294.75   | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Project Montelena                                                         | Envalior Deutschland Gmbh                                                                                                        | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |     2887712 | PA      | $3129453.92   | 0.07%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -385000 | NS      | $-22716.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                      | Dassault Systemes SE                                                                                                             | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       62477 | NS      | $2264268.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                                        | PDD Holdings, Inc.                                                                                                               | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |         679 | NS      | $71064.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                                             | Olympus Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |      115800 | NS      | $1375509.81   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     1453000 | PA      | $957535.13    | 0.02%             | 2025-08-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                                  | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2019000 | PA      | $2374784.98   | 0.06%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                                                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       26333 | NS      | $2298607.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $521242.88    | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26261.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      889000 | PA      | $1248783.08   | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      292000 | PA      | $292464.28    | 0.01%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Health International, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -267450 | NS      | $-120486.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      369790 | NS      | $29627574.80  | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Seatrium Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -427400 | NS      | $-2987.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      336000 | PA      | $343980.00    | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   432916355 | PA      | $-6789.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27603.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8349083 | PA      | $229.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      184196 | PA      | $979774.10    | 0.02%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        4371 | NS      | $1451915.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      216000 | PA      | $201061.42    | 0.00%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                               | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                             | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      779000 | PA      | $781051.57    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49316.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                      | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    16144865 | PA      | $1856659.48   | 0.04%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                                                                      | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |     2155000 | PA      | $2813855.29   | 0.07%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoStar Group, Inc.                                                                                                               | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -32021 | NS      | $-11527.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                                                                    | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      351000 | PA      | $410809.58    | 0.01%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class E                                                                            | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1722317 | PA      | $1726623.03   | 0.04%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -96 | NC      | $-60720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                                                         | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      388100 | NS      | $1429219.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Temenos AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -16010 | NS      | $13657.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westbay                                                                   | Homes By West Bay LLC                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     9929000 | PA      | $9941907.70   | 0.23%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Deep Instinct, Ltd., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       24748 | NS      | $247.48       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                            | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      226000 | PA      | $245492.50    | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      959817 | PA      | $4533.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                                                                | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      613000 | PA      | $756811.33    | 0.02%             | 2029-11-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Studio City Co. Ltd.                                                      | Studio City Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 984500V5401EFT095A58       | Long             | DBT              | CORP              | VG        |      300000 | PA      | $300565.50    | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                               | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      924000 | PA      | $874924.97    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242158.25    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    14659000 | PA      | $278345.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                           | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      206000 | PA      | $248573.69    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class D                                                                                                  | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1770000 | PA      | $1670839.82   | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital plc                                                     | BG Energy Capital plc                                                                                                            | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      366000 | PA      | $502961.62    | 0.01%             | 2025-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      219620 | NS      | $15237235.60  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                                                             | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      269176 | NS      | $3669835.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    60449800 | PA      | $1290078.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meituan                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -30600 | NS      | $19976.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   123986172 | PA      | $6680.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                   | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        7544 | NS      | $602992.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $144953.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     1235000 | PA      | $1392183.39   | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Marcolin SpA                                                              | Marcolin SpA                                                                                                                     | CUSIP: N/A<br>LEI: 815600C8D55034EB5379       | Long             | DBT              | CORP              | IT        |     1329000 | PA      | $1565597.31   | 0.04%             | 2026-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                               | Adient Global Holdings Ltd.                                                                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      203000 | PA      | $207588.00    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-278619.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $557446.92    | 0.01%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      151000 | PA      | $147966.87    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                       | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       38021 | NS      | $8364.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastroc Beverage Group Co. Ltd.                                           | Eastroc Beverage Group Co. Ltd., Class A                                                                                         | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               | CORP              | CN        |       32000 | NS      | $1404144.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                    | TotalEnergies Capital International SA                                                                                           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $267010.62    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                                                             | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      302000 | PA      | $364639.31    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                                        | Contego CLO XI DAC, Series 11X, Class DR                                                                                         | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $602000.35    | 0.01%             | 2038-11-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                                | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      452000 | PA      | $541628.53    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                                                           | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      229000 | PA      | $237095.15    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series D                                                 | Loadsmart, Inc., Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       29827 | NS      | $272618.78    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Fujitsu Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -59300 | NS      | $-89481.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paramount Global                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         142 | NC      | $3337.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                                                                   | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      723000 | PA      | $661984.08    | 0.02%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1372680 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fastenal Co.                                                                                                                     | CUSIP: 311900104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -41731 | NS      | $-29211.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |      232357 | PA      | $-4332.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4865 | NS      | $42129.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       37223 | NS      | $4914924.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                                                     | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207564.00    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class E                                                                                              | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      658000 | PA      | $654298.75    | 0.02%             | 2029-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                                                          | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      233332 | PA      | $233332.00    | 0.01%             | 2038-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                             | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $201250.00    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         138 | NC      | $80385.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NEXTDC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -81524 | NS      | $-39021.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       34160 | NS      | $1405000.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    13855000 | PA      | $680692.05    | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                                                                                | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |       23010 | NS      | $3344634.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2Z1<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1267 | NC      | $-201453.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mineral Resources Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -107244 | NS      | $218807.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                                                     | CUSIP: N/A<br>LEI: 549300GMTGMY6F98X275       | Long             | DBT              | CORP              | US        |      531000 | PA      | $640815.99    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   127706000 | PA      | $4098553.85   | 0.10%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Source Global PBC                                                         | SOURCE Global PBC                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       38066 | NS      | $3045.29      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SCG Commercial Mortgage Trust                                             | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                                                                         | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $799080.61    | 0.02%             | 2035-03-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 14862000000 | PA      | $1018206.38   | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       30984 | NS      | $11835.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      100707 | NS      | $29195966.37  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Auto Holdings Ltd.                                                 | Global Auto Holdings Ltd.                                                                                                        | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195691.77    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                                                               | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      440000 | PA      | $638392.06    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                        | CA Magnum Holdings                                                                                                               | CUSIP: N/A<br>LEI: 549300ZRDHFR078MFZ78       | Long             | DBT              | CORP              | MU        |      300000 | PA      | $297367.50    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                 | Bank of Ireland Group plc                                                                                                        | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      687000 | PA      | $813807.74    | 0.02%             | 2025-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                                  | CUSIP: 00CBNDCU1<br>LEI: N/A                  | N/A              | DE               |  | US        |          47 | NC      | $22795.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1226590.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                         | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |      141759 | NS      | $976719.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NagaCorp Ltd.                                                             | NagaCorp Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | EC               | CORP              | KY        |      250000 | NS      | $113525.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cypher Bidco BV                                                           | Cypher Bidco BV, 1st Lien Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     5187540 | PA      | $5920010.07   | 0.14%             | 2028-01-01      | Variable      | 6.92%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Postal Savings Bank of China Co. Ltd., Class H                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -2419000 | NS      | $-2741.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00PBT6GS7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -126 | NC      | $-9450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                                                                 | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       20600 | NS      | $411626.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                     | CUSIP: 00CBMZUD1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -55 | NC      | $-55550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      138000 | PA      | $135405.32    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                                                            | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        5563 | NS      | $217290.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      336696 | NS      | $1973038.56   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-77299.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                                                                              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        8054 | NS      | $1944718.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class B1                                                                            | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      207000 | PA      | $244629.34    | 0.01%             | 2033-04-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                           | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          99 | NS      | $403485.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Median BV                                                                 | Median BV, Facility 1st Lien Term Loan B1                                                                                        | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     1963637 | PA      | $2304068.38   | 0.05%             | 2027-10-14      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                         | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                     | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1182000 | PA      | $1091884.32   | 0.03%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13778.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      702518 | PA      | $3696245.42   | 0.09%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                                                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         573 | NS      | $278346.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SambaNova Systems, Inc., Series C                                         | SambaNova Systems, Inc., Series C                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       58878 | NS      | $2618304.66   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     1089000 | PA      | $1303003.00   | 0.03%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                                                                | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      148000 | PA      | $155669.18    | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      622000 | PA      | $733829.83    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SBI Sumishin Net Bank Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -17800 | NS      | $-9935.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      111000 | NS      | $731456.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7703.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -33257000 | PA      | $-49571.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00PBCMBA4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -208 | NC      | $-39104.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ayala Land, Inc.                                                          | Ayala Land, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      317500 | NS      | $152353.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -19500000 | PA      | $-117382.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1743.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                          | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $537704.30    | 0.01%             | 2039-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $201550.00    | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                               | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      249000 | PA      | $294702.77    | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                                | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      220000 | PA      | $190410.00    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101324.00    | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Renault SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -13338 | NS      | $-24759.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $427850.00    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                     | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      167000 | PA      | $162966.28    | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       11440 | NS      | $2725694.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      776000 | PA      | $717444.67    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           3 | NC      | $-1808.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       57837 | NS      | $6256806.66   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      205475 | PA      | $1233.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $63217.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                          | CUSIP: 00CBT00Q5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -302 | NC      | $-86976.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       31874 | NS      | $1130041.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        3853 | NS      | $546740.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeHE Distributors LLC                                                     | KeHE Distributors LLC                                                                                                            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      169000 | PA      | $175025.36    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                                                                   | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       92483 | NS      | $13120563.21  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4133 | NS      | $627182.75    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Peer Holding III BV                                                       | Peer Holding III BV, 1st Lien Term Loan B                                                                                        | CUSIP: N6872NAP1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     2200000 | PA      | $2587162.21   | 0.06%             | 2031-07-01      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Global Unichip Corp.                                                      | Global Unichip Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       18000 | NS      | $805118.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Impala Platinum Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -136605 | NS      | $-68468.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       16185 | NS      | $907816.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -48166 | NS      | $-33716.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      329000 | PA      | $389248.58    | 0.01%             | 2031-06-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class DFL                                               | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438149 | PA      | $315467.28    | 0.01%             | 2033-07-05      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194490.14    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE, 1st Lien Term Loan                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1264000 | PA      | $1580125.69   | 0.04%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                            | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3621422 | PA      | $3395083.34   | 0.08%             | 2030-02-01      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                        | CUSIP: 00CBYERX5<br>LEI: N/A                  | N/A              | DE               |  | US        |          72 | NC      | $23760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                              | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     5809000 | PA      | $5925180.00   | 0.14%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                                                        | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |       15745 | NS      | $1169210.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2100000 | PA      | $-50727.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions, Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       28147 | NS      | $320312.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      440000 | PA      | $-16666.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       45831 | NS      | $222988.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |       28340 | NS      | $4621120.40   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                                                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      197982 | NS      | $4842639.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        2734 | NS      | $1217176.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC, Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     5969000 | PA      | $5715317.50   | 0.13%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                              | CUSIP: 00CBHXH39<br>LEI: N/A                  | N/A              | DE               |  | US        |         -48 | NC      | $-8136.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1687 | NS      | $401539.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      140000 | PA      | $-1102.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR3, Class F                                                                            | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      699465 | PA      | $689679.62    | 0.02%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       20939 | PA      | $9788.98      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       47700 | NS      | $637199.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   312429200 | PA      | $16570131.42  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $210480.00    | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                     | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       58972 | PA      | $60422.45     | 0.00%             | 2051-07-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1328325 | PA      | $1360827.92   | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class A                                                                                | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      180630 | NS      | $6374080.90   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                                                          | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       11000 | NS      | $274931.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                                  | Flagstar Financial, Inc.                                                                                                         | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      207817 | NS      | $2202860.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       37600 | NS      | $697259.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                                                           | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      618000 | PA      | $724222.58    | 0.02%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26568.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volta Greentech AB, Series C                                              | Volta Greentech AB, Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        6817 | NS      | $0.08         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CFSP Mortgage Trust                                                       | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                                                                   | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1282378 | PA      | $1228463.66   | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        7897 | NS      | $1187753.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         964 | NC      | $146201.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                                                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       15499 | NS      | $2837401.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2455049 | PA      | $1313451.06   | 0.03%             | 2028-04-27      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                                                                     | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      615000 | PA      | $772130.54    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Clariant AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -48989 | NS      | $-24577.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      250000 | PA      | $297341.67    | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                                | CUSIP: 00PBJAQS8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -506 | NC      | $-43010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Natura & Co. Holding SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -71836 | NS      | $-12054.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     1699437 | NS      | $24945463.12  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      574000 | PA      | $571160.36    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                         | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      533000 | PA      | $636480.25    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        7173 | NS      | $2341409.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Reese Park CLO Ltd.                                                       | REESE PARK CLO Ltd., Series 2020-1A, Class ARR                                                                                   | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270810.00    | 0.01%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                                                          | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        9931 | NS      | $4030332.95   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CyberArk Software Ltd.                                                                                                           | CUSIP: 00CC0TWZ6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -25 | NC      | $-26500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2135822 | PA      | $14047.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      100000 | PA      | $-13593.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four CLO VIII DAC                                                 | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                    | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |      820000 | PA      | $970794.87    | 0.02%             | 2037-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                                                         | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      190000 | PA      | $191140.00    | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL, Series 1L                                                                                                  | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |     1851790 | PA      | $2284928.49   | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2W8<br>LEI: N/A                  | N/A              | DE               |  | US        |        1267 | NC      | $677845.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                                                                   | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |      264000 | PA      | $314866.04    | 0.01%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       26746 | NS      | $3033263.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO XI Ltd.                                                     | Battalion CLO XI Ltd., Series 2017-11A, Class BR                                                                                 | CUSIP: 07132LAN9<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |      288000 | PA      | $288846.40    | 0.01%             | 2034-04-24      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                | Edenred SE                                                                                                                       | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |       15454 | NS      | $480009.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                       | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |      135430 | NS      | $125050.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ServisFirst Bancshares, Inc.                                                                                                     | CUSIP: 81768T108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2996 | NS      | $-6770.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                                     | Harvest CLO XXXII DAC, Series 32X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |      522000 | PA      | $620839.51    | 0.01%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                                                              | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $209786.80    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     1531000 | PA      | $1895682.57   | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                       | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      530000 | PA      | $632531.22    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -23111000 | PA      | $-5.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4299.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      117000 | PA      | $125225.10    | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B2                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     2878788 | PA      | $3389542.36   | 0.08%             | 2030-02-21      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | WTI Crude Oil                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          65 | NC      | $338650.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CB4RLK3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -205 | NC      | $-116850.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      548000 | PA      | $411548.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      136707 | NS      | $200959.57    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBG9C95<br>LEI: N/A                  | N/A              | DE               |  | US        |          32 | NC      | $97680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    58067368 | PA      | $370872.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                      | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |      249000 | PA      | $249500.88    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199000.00    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1023818.58   | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      799000 | PA      | $1107111.61   | 0.03%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Mercer International, Inc.                                                | Mercer International, Inc.                                                                                                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      216000 | PA      | $176191.94    | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66886.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                               | Endo Finance Holdings, Inc.                                                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $211711.60    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     1193000 | PA      | $1627727.33   | 0.04%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $165505.60    | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                                                              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       10228 | NS      | $2483869.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      999000 | PA      | $1112943.93   | 0.03%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      197941 | NS      | $11543919.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   433728800 | PA      | $16937901.79  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                                                   | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                                                                | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270211.33    | 0.01%             | 2038-01-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBULNU9<br>LEI: N/A                  | N/A              | DE               |  | US        |          90 | NC      | $540.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Target Corp.                                                                                                                     | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -18681 | NS      | $-39603.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                          | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2038163 | PA      | $2041984.76   | 0.05%             | 2038-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                         | Weekley Homes LLC                                                                                                                | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16465.88     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                             | ION Trading Technologies SARL                                                                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $771874.72    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196516.20    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                    | Aeropuerto Internacional de Tocumen SA                                                                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |      202000 | PA      | $142511.00    | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   652000000 | PA      | $-7432.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      716000 | PA      | $19690.00     | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                                           | GAIL India Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |       52300 | NS      | $116432.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                                                          | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2053830 | PA      | $2055113.85   | 0.05%             | 2038-06-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45902.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00PBG3Y66<br>LEI: N/A                  | N/A              | DE               |  | US        |        -126 | NC      | $-18459.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       62736 | NS      | $8983167.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00CBR4T39<br>LEI: N/A                  | N/A              | DE               |  | US        |         932 | NC      | $116034.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      237000 | PA      | $271290.85    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   323760700 | PA      | $6893156.29   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103156.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Toyota Industries Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -6500 | NS      | $-8937.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                                                     | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      911000 | PA      | $1055062.70   | 0.02%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-257935.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    10175000 | PA      | $206956.63    | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Vivendi SE                                                                | Vivendi SE                                                                                                                       | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |      194889 | NS      | $672281.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2013-2A, Class BR                                                                                  | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250521.50    | 0.01%             | 2030-10-22      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freed Hotels & Resorts                                                    | Resort Communities LoanCo. LP                                                                                                    | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6518245 | PA      | $6559309.94   | 0.15%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                                                               | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $196625.00    | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                                                     | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      253000 | PA      | $246991.25    | 0.01%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Northern Data AG                                                          | Northern Data AG                                                                                                                 | CUSIP: N/A<br>LEI: 391200LB6JA3HAQWTS32       | Long             | EC               | CORP              | DE        |       11594 | NS      | $328867.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      890100 | PA      | $0.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ebara Corp.                                                               | Ebara Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       45900 | NS      | $880255.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Ramsay Generale de Sante                                                  | Ramsay Generale De Sante SA, Facility 1st Lien Term Loan B5                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     1800000 | PA      | $2106464.38   | 0.05%             | 2031-08-13      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |      135648 | NS      | $1770813.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                                                          | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1472100 | PA      | $1471639.96   | 0.03%             | 2038-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      824000 | PA      | $1033537.64   | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1840000 | PA      | $-81549.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-235556.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    13714000 | PA      | $271571.24    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   485437007 | PA      | $82634.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                              | Suburban Propane Partners LP                                                                                                     | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94609.72     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION Trading Finance Ltd.                                                  | ION Trading Finance Ltd., 1st Lien Term Loan                                                                                     | CUSIP: L5582BAW7<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |     1500000 | PA      | $1752100.50   | 0.04%             | 2028-03-31      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24159.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6818.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                                                               | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      406000 | PA      | $404076.29    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      386000 | PA      | $611.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                                                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       13444 | NS      | $1226227.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SGS SA                                                                    | SGS SA (Registered)                                                                                                              | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       12445 | NS      | $1263611.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Cruise Holdings LLC, Class G                                           | GM Cruise Holdings LLC, Class G                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       97271 | NS      | $97271.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-188759.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |      122101 | NS      | $4488432.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                             | CUSIP: 00CBG8XT0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -203 | NC      | $-194372.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      110503 | NS      | $5434537.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                                  | ORLEN SA                                                                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      200000 | PA      | $205100.00    | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $248700.00    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Erie Indemnity Co.                                                        | Erie Indemnity Co., Class A                                                                                                      | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        4830 | NS      | $1674995.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      373000 | PA      | $500726.39    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                                                         | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         536 | NS      | $1048667.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                 | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                            | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00    | 0.01%             | 2038-07-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class D                                                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2699269 | PA      | $2702643.16   | 0.06%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      187000 | PA      | $168599.20    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                                  | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      800000 | PA      | $991900.33    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00CBNK434<br>LEI: N/A                  | N/A              | DE               |  | US        |          86 | NC      | $81700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                                                             | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      234000 | PA      | $234366.44    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                                                                   | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      245000 | PA      | $237381.68    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IHI Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -14300 | NS      | $-46872.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                             | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $590247.19    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                                  | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      943000 | PA      | $1033197.92   | 0.02%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-168785.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                             | Veritas, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        6403 | NS      | $144073.80    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                      | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        1367 | NS      | $1605035.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                                              | Sojitz Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |        2300 | NS      | $56519.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                         | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1749209 | PA      | $404504.58    | 0.01%             | 2029-04-27      | Variable      | 12.29%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Square Enix Holdings Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -346 | NS      | $-4093.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-312480.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Insightful Corp.                                                          | Insightful Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     1558289 | NS      | $354510.75    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Viper Energy, Inc.                                                        | Viper Energy, Inc., Class A                                                                                                      | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |       28180 | NS      | $1074503.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Accor SA                                                                  | Accor SA                                                                                                                         | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |      135730 | NS      | $7113399.29   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                | VistaJet Malta Finance plc                                                                                                       | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102779.25    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      188000 | PA      | $186086.02    | 0.00%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                | Tereos Finance Groupe I SA                                                                                                       | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |      140000 | PA      | $163841.07    | 0.00%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                              | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      267822 | PA      | $234373.20    | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                            | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                                        | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269601.94    | 0.01%             | 2038-04-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      350000 | PA      | $476776.25    | 0.01%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBFZT09<br>LEI: N/A                  | N/A              | DE               |  | US        |         294 | NC      | $224910.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co. Ltd.                                                          | Kuraray Co. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |       59200 | NS      | $752804.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      233000 | PA      | $235097.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class B                                                                         | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      395725 | PA      | $384010.76    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                                       | Krung Thai Bank PCL                                                                                                              | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |      282000 | PA      | $277629.00    | 0.01%             | 2026-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         441 | NS      | $842160.06    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      334000 | PA      | $305376.20    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00CBQ6MN8<br>LEI: N/A                  | N/A              | DE               |  | US        |         628 | NC      | $309604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Teleperformance SE                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -7184 | NS      | $-67221.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global, Class B                                                                                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       22927 | NS      | $295758.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson Euro Finance SARL                                        | Becton Dickinson Euro Finance SARL                                                                                               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |     1455000 | PA      | $1761457.89   | 0.04%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-790429.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                       | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     1617302 | PA      | $1901538.36   | 0.04%             | 2029-12-31      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14071.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBXH7D1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -443 | NC      | $-21042.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      425000 | PA      | $567412.55    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      617700 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      196109 | NS      | $1698301.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                           | Nippon Yusen KK                                                                                                                  | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       44000 | NS      | $1582898.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                                                                             | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       98000 | PA      | $100431.58    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                            | Tata Consultancy Services Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       42908 | NS      | $1732645.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VNDO Trust                                                                | VNDO Trust, Series 2016-350P, Class D                                                                                            | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      582900 | PA      | $567032.94    | 0.01%             | 2035-01-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       24460 | NS      | $1913016.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Philippine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    11920000 | PA      | $211223.18    | 0.00%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       96691 | NS      | $18739682.71  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                  | SCIH Salt Holdings, Inc.                                                                                                         | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      248000 | PA      | $241623.67    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                         | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      109000 | PA      | $112323.96    | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          76 | NC      | $27944.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      303000 | PA      | $220205.25    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paramount Global, Class B                                                                                                        | CUSIP: 92556H206<br>LEI: N/A                  | N/A              | DE               |  | US        |        5046 | NS      | $4541.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                   | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1819875.77   | 0.04%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Masimo Corp.                                                              | Masimo Corp.                                                                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       31817 | NS      | $5352255.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                                       | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269822.75    | 0.01%             | 2035-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Nikon Corp.                                                               | Nikon Corp.                                                                                                                      | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       44000 | NS      | $451114.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBPCC31<br>LEI: N/A                  | N/A              | DE               |  | US        |         292 | NC      | $297110.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11907.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Mipo                                                           | HD Hyundai Mipo                                                                                                                  | CUSIP: N/A<br>LEI: 988400L1JDH871AJTA03       | Long             | EC               | CORP              | KR        |        6046 | NS      | $941786.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      123874 | PA      | $490.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    55010000 | PA      | $2767076.14   | 0.06%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                     | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      343000 | PA      | $426513.42    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                                                                    | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      258000 | PA      | $311515.26    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      158280 | NS      | $19508010.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -116468000 | PA      | $-383943.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RapidSOS, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      725761 | NS      | $754791.44    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $495567.91    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      352304 | NS      | $5424871.68   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3496000 | PA      | $-28954.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-114415.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                     | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      845000 | PA      | $1172938.00   | 0.03%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC, 1st Lien Term Loan B                                                                                     | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      156527 | PA      | $156174.73    | 0.00%             | 2030-08-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         709 | NC      | $425400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                                | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4088672 | PA      | $3590442.61   | 0.08%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-705500.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                                | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -24306 | NS      | $35729.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                               | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2844291 | PA      | $2876658.14   | 0.07%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Korea Shipbuilding & Offshore Engineering Co. Ltd.                        | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        2007 | NS      | $541972.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                          | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      552000 | PA      | $521094.02    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                               | Tokio Marine Holdings, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       26900 | NS      | $1140050.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      166000 | PA      | $165040.98    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20705.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                      | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202712.80    | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                                         | Solaris Energy Infrastructure LLC, 1st Lien Term Loan                                                                            | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4865000 | PA      | $4865000.00   | 0.11%             | 2029-09-11      | Variable      | 10.30%                | No            |                  3 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                                | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3074236 | PA      | $3113940.81   | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       16498 | NS      | $12136588.72  | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                 | T. Rowe Price Group, Inc.                                                                                                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       27059 | NS      | $2611193.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Viatris, Inc.                                                             | Viatris, Inc.                                                                                                                    | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      113606 | NS      | $1014501.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CBWH522<br>LEI: N/A                  | N/A              | DE               |  | US        |       -6530 | NC      | $-45710.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Greystone CRE Notes Ltd.                                                  | Greystone CRE Notes Ltd., Series 2021-FL3, Class A                                                                               | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      397636 | PA      | $396729.26    | 0.01%             | 2039-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      298000 | PA      | $296948.06    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    27689298 | PA      | $-6808.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dentsu Group, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -41100 | NS      | $-31549.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                                                                 | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159062.33    | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      539000 | PA      | $556154.21    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                              | Carrefour SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       64065 | NS      | $903715.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                                                          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       32840 | NS      | $2252495.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      249305 | PA      | $50286.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                                                        | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      354000 | PA      | $409620.17    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                                                  | KB Financial Group, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |       14794 | NS      | $1215715.82   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $647.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                       | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -72732 | NS      | $47562.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         144 | NC      | $-122738.11   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    30720964 | PA      | $954619.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                       | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        3166 | NS      | $657478.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    57790900 | PA      | $858064.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                                                               | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2038.47      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                            | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -7776 | NS      | $5695.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      554220 | PA      | $4141.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                          | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1345000 | PA      | $1362173.23   | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith, Inc.                                                    | Dotdash Meredith, Inc.                                                                                                           | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106667.00    | 0.00%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      757000 | PA      | $947439.91    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87180.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      127315 | NS      | $27836151.60  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      142806 | NS      | $17635112.94  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                                                           | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     2585000 | PA      | $3044813.54   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                              | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      170510 | PA      | $166673.92    | 0.00%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40322.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                                                             | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      294000 | PA      | $406153.99    | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | flynas Co. SJSC                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       26381 | NS      | $15350.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Enphase Energy, Inc.                                                                                                             | CUSIP: 29355A107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -383 | NS      | $1382.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |      121000 | NS      | $1120728.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBHY1W6<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1210 | NC      | $-312180.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                                  | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3681657.99   | 0.09%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CAYQ894<br>LEI: N/A                  | N/A              | DE               |  | US        |        -168 | NC      | $-48804.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alfa SAB de CV, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -367574 | NS      | $19452.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                                                                       | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21203.57     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      345000 | PA      | $360537.08    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                            | CUSIP: 00PBFWJ60<br>LEI: N/A                  | N/A              | DE               |  | US        |        -138 | NC      | $-20493.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                            | CUSIP: N/A<br>LEI: 5493003STKEZ2S0RNU91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $136437.70    | 0.00%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101477.90    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Praxair, Inc.                                                                                                                    | CUSIP: 00PBFEUD2<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $11030.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                                  | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      679936 | PA      | $682941.06    | 0.02%             | 2028-05-12      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6627.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                                                     | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |     1233000 | PA      | $1390289.76   | 0.03%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      959817 | PA      | $-6676.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lightning eMotors, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       76842 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA, Series IBE                                                                                                | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $612562.39    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |     1282188 | NS      | $887414.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       81412 | NS      | $815433.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                        | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      226000 | PA      | $211937.49    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 02351XAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1369042 | PA      | $1365619.06   | 0.03%             | 2031-09-29      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | Geberit AG (Registered)                                                                                                          | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        4366 | NS      | $3438420.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                             | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      312000 | PA      | $322764.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                       | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191334.74    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NextEra Energy, Inc.                                                                                                             | CUSIP: 00CBMYCZ5<br>LEI: N/A                  | N/A              | DE               |  | US        |         167 | NC      | $50935.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Avolta AG                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -15419 | NS      | $-42554.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30399.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3061.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $459521.12    | 0.01%             | 2027-10-09      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                                                       | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      783000 | PA      | $1124952.71   | 0.03%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -524 | NC      | $-58688.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                                 | CUSIP: 00PBNN871<br>LEI: N/A                  | N/A              | DE               |  | US        |         -17 | NC      | $-4726.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                                                                  | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |      130551 | NS      | $4896968.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bidco Ltd.                                                          | Eagle Bidco Ltd., Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1100000 | PA      | $1504026.33   | 0.04%             | 2028-03-13      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                                                                      | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      196000 | PA      | $241378.54    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |     1022000 | PA      | $1307025.35   | 0.03%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.09000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      119000 | PA      | $35.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |     2159301 | PA      | $2174734.24   | 0.05%             | 2027-04-23      | Variable      | 9.66%                 | No            |                  3 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311272.50    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                                                                    | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1495212.87   | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                                                         | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33073.89     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                      | Straumann Holding AG (Registered)                                                                                                | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |        1774 | NS      | $232198.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                                      | IQVIA Holdings, Inc.                                                                                                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        5296 | NS      | $834596.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class F                                                                                            | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1824802 | PA      | $1824801.55   | 0.04%             | 2038-11-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                                                        | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        2744 | NS      | $1920040.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                                        | Cook Park CLO Ltd., Series 2018-1A, Class B                                                                                      | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      401933 | PA      | $402578.79    | 0.01%             | 2030-04-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                                                              | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1873597 | PA      | $1816995.41   | 0.04%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                    | First Brands Group LLC, 1st Lien Term Loan                                                                                       | CUSIP: 31935HAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1578741 | PA      | $1793045.98   | 0.04%             | 2027-03-30      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $45125.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                                 | CUSIP: 00CBAAUJ6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -83 | NC      | $-45235.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                          | ABN AMRO Bank NV                                                                                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $364812.06    | 0.01%             | 2034-09-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      328339 | NS      | $22026091.03  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-2A, Class A                                                                                       | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249634.00    | 0.01%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    66441036 | PA      | $3452174.71   | 0.08%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                                                               | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     2155175 | PA      | $2151145.26   | 0.05%             | 2031-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         169 | NC      | $-162167.03   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                           | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   221713444 | NS      | $221713444.29 | 5.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                                                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        2957 | NS      | $348955.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      104895 | PA      | $-3822.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor plc                                                                 | Amcor plc                                                                                                                        | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |      202770 | NS      | $1863456.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237059.78    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      162000 | PA      | $165715.31    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                       | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      378000 | PA      | $474838.90    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  4227653000 | PA      | $-220.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       71707 | NS      | $1027758.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          76 | NC      | $297350.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer, Inc.                                                        | Arches Buyer, Inc.                                                                                                               | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95714.07     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                          | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      428673 | PA      | $387949.17    | 0.01%             | 2028-06-05      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |     2520000 | NS      | $8870400.00   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         784 | NC      | $579376.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -49 | NC      | $36899.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101559.20    | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                     | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     9306845 | PA      | $245721.13    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $240621.02    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                            | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        4246 | NS      | $339849.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17966.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |       21141 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      998340 | PA      | $-7959.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      468774 | NS      | $1865657.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pitney BOWES, Inc.                                                        | Pitney Bowes, Inc., 1st Lien Term Loan B                                                                                         | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1436400 | PA      | $1432205.71   | 0.03%             | 2032-03-19      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      209000 | PA      | $190023.16    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6317.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                          | Screaming Eagle Acquistion Corp.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       67266 | NS      | $386763.49    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      909000 | PA      | $1057397.80   | 0.02%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       17592 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SUMCO Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -2600 | NS      | $-2766.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                                  | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1983000 | PA      | $2322406.19   | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1731296 | PA      | $1765373.44   | 0.04%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    58711625 | PA      | $957.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rasan Information Technology Co.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       46399 | NS      | $45793.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -4260 | NS      | $-5118.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   209758300 | PA      | $-797381.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                   | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      965000 | PA      | $1379684.42   | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       55100 | NS      | $834865.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canadian Government Bond                                                                                                         | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    11126000 | PA      | $8142099.53   | 0.19%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1581430 | PA      | $2959.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                                                                  | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |     1240000 | PA      | $1528286.47   | 0.04%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                        | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        7948 | NS      | $127724.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriFone Systems, Inc.                                                    | VeriFone Systems, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2160451 | PA      | $2016241.05   | 0.05%             | 2028-08-18      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196320.22    | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                  | Universal Music Group NV                                                                                                         | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |       16181 | NS      | $524920.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |       13142 | NS      | $3665040.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -379 | NC      | $-380895.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -26646200 | PA      | $-15561.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                                  | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | EC               | CORP              | MX        |      725902 | NS      | $500968.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      284000 | PA      | $336859.49    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hindustan Petroleum Corp. Ltd.                                            | Hindustan Petroleum Corp. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 335800DWLXIP7HFFY564       | Long             | EC               | CORP              | IN        |       16599 | NS      | $84825.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                             | Estee Lauder Cos., Inc. (The), Class A                                                                                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       12185 | NS      | $984548.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      750000 | PA      | $762187.50    | 0.02%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       44524 | PA      | $21619.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $475364.34    | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      227000 | PA      | $267769.00    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1612574 | PA      | $396513.34    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107427.50    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      270000 | PA      | $278496.90    | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                       | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      570000 | PA      | $585091.89    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                                                        | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      216000 | PA      | $226347.05    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -65000 | NS      | $1672.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1435000 | PA      | $-87671.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AppLovin Corp., Class A                                                                                                          | CUSIP: 03831W108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -4559 | NS      | $-66926.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI Sirona Luxembourg Acquisition SARL                                     | AI Sirona Luxembourg Acquisition SARL, Facility 1st Lien Term Loan B3                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     2000000 | PA      | $2353850.37   | 0.06%             | 2028-09-29      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                        | Wildfire Intermediate Holdings LLC                                                                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |      462000 | PA      | $458937.68    | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      125208 | NS      | $5417750.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -28733640 | PA      | $-5936.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     1614658 | NS      | $158559.42    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                       | CUSIP: 05988HAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1495834 | PA      | $1757859.49   | 0.04%             | 2031-07-30      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61741144 | PA      | $25180.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    15735752 | PA      | $-32928.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          44 | NC      | $274120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                   | CUSIP: 00CBJ20V1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -53 | NC      | $-15237.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 52767000000 | PA      | $3276657.46   | 0.08%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                    | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      846000 | PA      | $1006487.25   | 0.02%             | 2030-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      872000 | PA      | $1027182.67   | 0.02%             | 2026-07-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $199880.00    | 0.00%             | 2025-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                                                                | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      309000 | PA      | $341919.87    | 0.01%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       29733 | PA      | $11387.74     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Overseas Land & Investment Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -356000 | NS      | $-15604.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     1466000 | PA      | $1561287.07   | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2264608.88   | 0.05%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 13088400000 | PA      | $2944509.55   | 0.07%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                                                                   | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      381927 | NS      | $1181681.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     1015000 | PA      | $1198691.99   | 0.03%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10676.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $236196.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     2280000 | PA      | $2759700.97   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       23909 | PA      | $4174536.66   | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                             | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      781000 | PA      | $940439.28    | 0.02%             | 2028-06-06      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      137570 | NS      | $17060055.70  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $202100.00    | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Informatica, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         245 | NC      | $1837.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                                  | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       13570 | NS      | $1888525.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron Uk Finance plc, 1st Lien Term Loan                                                                                        | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1987952 | PA      | $2336907.56   | 0.05%             | 2031-10-16      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        1498 | NS      | $366231.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                                           | Principal Financial Group, Inc.                                                                                                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       41208 | NS      | $3273151.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                                            | SK Hynix, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        9156 | NS      | $1972949.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C                                                 | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $591587.92    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                                                            | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |      385000 | PA      | $455571.96    | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                              | Xiaomi Corp., Class B                                                                                                            | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |      138400 | NS      | $1065366.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -116777 | NS      | $-49493.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sumitomo Metal Mining Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -52800 | NS      | $-106875.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                          | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1273 | NS      | $267.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        5668 | NS      | $1582562.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | BASF SE                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -65383 | NS      | $-121718.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Recette CLO Ltd.                                                          | Recette CLO Ltd., Series 2015-1A, Class BRR                                                                                      | CUSIP: 75620TAX6<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250063.38    | 0.01%             | 2034-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                           | Sigma Holdco BV                                                                                                                  | CUSIP: N/A<br>LEI: 254900RAPCKVT00GAO59       | Long             | DBT              | CORP              | NL        |      253567 | PA      | $297942.39    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                                        | Cervantes Bidco SL, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     1483198 | PA      | $1746451.70   | 0.04%             | 2031-12-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                         | Gabon Government Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      327000 | PA      | $298465.98    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan-10-Year Bond                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -16 | NC      | $-46275.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                        | CUSIP: 00CBRA4E8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -147 | NC      | $-11025.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      207528 | NS      | $103226502.48 | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                                          | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      988000 | PA      | $986093.56    | 0.02%             | 2039-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00CBKRW72<br>LEI: N/A                  | N/A              | DE               |  | US        |         -19 | NC      | $-23085.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                          | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $201500.00    | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6548678 | PA      | $6704.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                                                                    | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       66000 | PA      | $58323.57     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                                        | Henley CLO XII DAC, Series 12X, Class D                                                                                          | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $606954.71    | 0.01%             | 2038-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $748292.74    | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            |  | RF                | US        |     -152400 | NS      | $-12291060.00 | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $513504.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       45386 | NS      | $3644041.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5267.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                                                           | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |     1330000 | PA      | $1789166.78   | 0.04%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                           | CUSIP: 00CBPA2P7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -632 | NC      | $-156736.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     4550000 | PA      | $82825.59     | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS, Facility 1st Lien Term Loan B4                                                                        | CUSIP: F6456UAG8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     1864407 | PA      | $2190929.36   | 0.05%             | 2032-02-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                 | Molson Coors Beverage Co., Class B                                                                                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        9463 | NS      | $455075.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Peru                                                          | Republic of Peru                                                                                                                 | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7467000 | PA      | $2170987.51   | 0.05%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                            | Nexon Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       97300 | NS      | $1959777.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $271861.57    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CB8XHT2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -109 | NC      | $-65672.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Avolta AG                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -277 | NS      | $-422.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thames Water Utilities Ltd.                                               | Thames Water Utilities Ltd., Series 144.                                                                                         | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |       10358 | PA      | $11858.84     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -4015 | NC      | $-11349338.87 | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |      705000 | PA      | $834607.02    | 0.02%             | 2031-07-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       21426 | NS      | $608284.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Corp.                                                             | Veritas Corp., 1st Lien Term Loan B                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      484216 | PA      | $484216.16    | 0.01%             | 2031-06-30      | Variable      | 16.80%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      544872 | NS      | $25783343.04  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kering SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -9089 | NS      | $-140837.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                                 | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      248050 | PA      | $203401.00    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7081088 | PA      | $-653.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                                | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      570000 | PA      | $673524.36    | 0.02%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                                                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       30997 | NS      | $2851724.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                       | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      540000 | PA      | $597826.27    | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                                                                  | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      293000 | PA      | $350316.44    | 0.01%             | 2029-07-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |     1331000 | PA      | $1804166.99   | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      302000 | PA      | $358501.45    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                                                             | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      479000 | PA      | $566630.42    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Socionext, Inc.                                                           | Socionext, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       54900 | NS      | $1051788.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                     | United Arab Emirates Government Bond                                                                                             | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |      210000 | PA      | $148253.70    | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $185005.26    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                                  | CUSIP: 00PBL4GD3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -259 | NC      | $-63455.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NIKE, Inc.                                                                                                                       | CUSIP: 00PBNMST3<br>LEI: N/A                  | N/A              | DE               |  | US        |        1512 | NC      | $6048.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                | Virgin Media Vendor Financing Notes IV DAC                                                                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $391594.24    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class B                                                                          | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      257000 | PA      | $261599.58    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                     | Banca Transilvania SA                                                                                                            | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |       27069 | NS      | $194961.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                                                            | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1385277.94   | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1544.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      199000 | PA      | $265696.32    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                   | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        1702 | NS      | $761270.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Nasdaq-100 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -306 | NC      | $-6065788.91  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                                                | NIKE, Inc., Class B                                                                                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       10681 | NS      | $758778.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Diamondback Energy, Inc.                                                                                                         | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -4394 | NS      | $16477.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., Facility 1st Lien Term Loan B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1004934 | PA      | $1005617.68   | 0.02%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -48841000 | PA      | $-111516.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                                            | Unicharm Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |      125600 | NS      | $906931.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                      | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $210200.00    | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | Asahi Intecc Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       46000 | NS      | $727720.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                                                        | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        4243 | NS      | $1383745.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                      | CUSIP: 00CATNDK6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -28 | NC      | $-24990.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Universal LLC                                                      | Galaxy Universal LLC, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4617337 | PA      | $4594249.83   | 0.11%             | 2026-11-12      | Variable      | 10.75%                | No            |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       15609 | NS      | $149534.22    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1124388.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pentair plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -13842 | NS      | $-42159.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBVDGB6<br>LEI: N/A                  | N/A              | DE               |  | US        |         424 | NC      | $15264.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1033357.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8105.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       18599 | NS      | $1286415.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                                                            | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |      350000 | PA      | $414156.32    | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $244096.17    | 0.01%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                   | Ursa Major Technologies, Inc., Series C                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      360289 | NS      | $1379906.87   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                             | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                                                       | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $271690.82    | 0.01%             | 2037-07-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-D, Class A1B                                                                       | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1797596 | PA      | $1797595.43   | 0.04%             | 2053-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                      | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1770250 | PA      | $1684392.88   | 0.04%             | 2031-02-17      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -5205000 | PA      | $-1899.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                         | Alstria Office AG                                                                                                                | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $599694.35    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBHRU11<br>LEI: N/A                  | N/A              | DE               |  | US        |        1210 | NC      | $423500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      815000 | PA      | $22412.50     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                                                                 | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |      200000 | PA      | $199360.00    | 0.00%             | 2025-09-23      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CAD One-touch barrier option; Barrier price USD 1.33500                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      104000 | PA      | $11035.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd.                                                               | Santos Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |      195255 | NS      | $984449.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Steel Works Ltd. (The)                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -9300 | NS      | $-26897.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1183.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                          | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      869322 | PA      | $870174.87    | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      134500 | NS      | $1484070.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14750.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                 | OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR                                                                              | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250730.70    | 0.01%             | 2037-02-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -66045 | NS      | $-23767.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                                                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       19161 | NS      | $774882.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                                                                  | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      445000 | PA      | $633244.24    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                       | First Horizon Corp.                                                                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       16819 | NS      | $356562.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                                                               | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104641.20    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2006-3A, Class M1                                                                         | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74423 | PA      | $70966.24     | 0.00%             | 2036-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                               | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377722 | PA      | $338694.57    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                               | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      327000 | PA      | $347928.00    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      199000 | PA      | $270402.14    | 0.01%             | 2027-03-28      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                                  | Volvo AB, Class B                                                                                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       49537 | NS      | $1393853.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-BOLT, Class F                                                                                             | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      239000 | PA      | $237736.24    | 0.01%             | 2039-06-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                              | CUSIP: 00PBLU2K4<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1849 | NC      | $-371649.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rakus Co. Ltd.                                                            | Rakus Co. Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       38029 | NS      | $609566.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                          | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      430700 | PA      | $435003.68    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                                  | CUSIP: 012653101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -19370 | NS      | $-93944.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                              | Inspired Finco Holdings Ltd., Facility 1st Lien Term Loan B6                                                                     | CUSIP: G4800AAH7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      383142 | PA      | $449196.39    | 0.01%             | 2031-02-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                                                              | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      258000 | PA      | $236103.00    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      211650 | NS      | $22896297.00  | 0.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      237905 | NS      | $2155049.03   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CBFZJW0<br>LEI: N/A                  | N/A              | DE               |  | US        |          76 | NC      | $104880.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                             | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     1106000 | PA      | $1301190.70   | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                  | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                                                                  | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1393000 | PA      | $1395897.23   | 0.03%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    15880148 | PA      | $774982.26    | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                             | Carlsberg A/S, Class B                                                                                                           | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        2925 | NS      | $414423.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                          | Telkom Indonesia Persero Tbk. PT                                                                                                 | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |      465900 | NS      | $79706.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                             | Lyra Music Assets Delaware LP, Series 2024-2A, Class A2                                                                          | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |     1895280 | PA      | $1901788.41   | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                               | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103869.50    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      452000 | PA      | $673358.21    | 0.02%             | 2086-08-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ASMedia Technology, Inc.                                                  | ASMedia Technology, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 529900CQG67FQMMNX678       | Long             | EC               | CORP              | TW        |       11000 | NS      | $719846.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       86053 | NS      | $1762693.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                         | Nobian Finance BV                                                                                                                | CUSIP: N/A<br>LEI: 254900ZGJ6MMZN9IQQ31       | Long             | DBT              | CORP              | NL        |      766000 | PA      | $898988.45    | 0.02%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                  | Nexi SpA                                                                                                                         | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      700000 | PA      | $747228.38    | 0.02%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $186147.71    | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1679967 | PA      | $-2020.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                      | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    14448961 | PA      | $1.44         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      163000 | PA      | $217206.62    | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                                                                | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       17638 | NS      | $1162004.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       24434 | NS      | $574267.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                  | Global Switch Finance BV                                                                                                         | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      459000 | PA      | $506302.68    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SK Battery America, Inc.                                                  | SK Battery America, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 54930012FBFVNU7RWO57       | Long             | DBT              | CORP              | US        |      480000 | PA      | $469286.40    | 0.01%             | 2026-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Seguridade Participacoes SA                                               | Seguridade Participacoes SA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      183619 | NS      | $1212275.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pike Corp.                                                                | Pike Corp.                                                                                                                       | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39973.86     | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bock Capital Bidco BV                                                     | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     1458567 | PA      | $1715163.83   | 0.04%             | 2028-06-29      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      125000 | PA      | $-4934.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                               | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        1490 | NS      | $3894308.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                                 | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     1027000 | PA      | $1259276.08   | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          85 | NC      | $370387.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                       | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99500.37     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                               | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7132 | NS      | $61763.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nobian Finance BV                                                         | Nobian Finance BV, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     2526316 | PA      | $2950370.69   | 0.07%             | 2030-07-31      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Derayah Financial Co.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       22719 | NS      | $7501.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00CBHWZ64<br>LEI: N/A                  | N/A              | DE               |  | US        |         -29 | NC      | $-35090.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $370628.28    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                      | Xerox Holdings Corp.                                                                                                             | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      177000 | PA      | $135025.08    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bond                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        1104 | NC      | $709849.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22639604 | PA      | $-12255.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC, 1st Lien Term Loan B                                                                                 | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1555419 | PA      | $1552697.33   | 0.04%             | 2029-01-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                                                                | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       35685 | NS      | $1602491.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                                                                 | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |      233403 | NS      | $2147532.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                      | CUSIP: 00CBV4P61<br>LEI: N/A                  | N/A              | DE               |  | US        |         237 | NC      | $1777.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                               | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      315000 | PA      | $372816.76    | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                          | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       42541 | NS      | $10203643.65  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc., Class A                                                                                                      | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       23186 | NS      | $145376.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                             | Metropolitan Bank & Trust Co.                                                                                                    | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       97450 | NS      | $125424.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC, Facility 1st Lien Term Loan B                                                                               | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      872168 | PA      | $873223.24    | 0.02%             | 2031-03-14      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                | Japan Exchange Group, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      120100 | NS      | $1216615.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Smurfit WestRock plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -98150 | NS      | $-71649.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    17151854 | PA      | $-3.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                                | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104710.32    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      530000 | PA      | $558105.90    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                                                                    | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      144000 | PA      | $176158.41    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| St. Regis Aspen Resort                                                    | St. Regis Aspen Resort, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4199514 | PA      | $4222214.48   | 0.10%             | 2025-07-04      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       47019 | NS      | $1823260.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tackle SARL                                                               | Tackle SARL, 1st Lien Term Loan B                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      890625 | PA      | $1046048.32   | 0.02%             | 2028-05-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Molina Healthcare, Inc.                                                                                                          | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1801 | NS      | $-12174.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBHGFV6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -364 | NC      | $-198380.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Relativity Space, Inc., Series E                                          | Relativity Space, Inc., Series E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      102196 | NS      | $1021.96      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00CBRB2X6<br>LEI: N/A                  | N/A              | DE               |  | US        |         443 | NC      | $162802.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Vistra Corp.                                                                                                                     | CUSIP: 00CBNKN74<br>LEI: N/A                  | N/A              | DE               |  | US        |          55 | NC      | $96662.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        5725 | NS      | $835964.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00CBU25R2<br>LEI: N/A                  | N/A              | DE               |  | US        |         556 | NC      | $164298.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     3061000 | PA      | $3147497.74   | 0.07%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc., Class A                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      277748 | NS      | $363849.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                             | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       88981 | PA      | $77158.92     | 0.00%             | 2028-04-30      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Holland Park CLO DAC                                                      | Holland Park CLO DAC, Series 1X, Class A1RR                                                                                      | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | IE        |       86503 | PA      | $101905.37    | 0.00%             | 2032-11-14      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    11768014 | PA      | $301859.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                            | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $467669.71    | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                                                           | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      224000 | PA      | $238604.80    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                             | Orbia Advance Corp. SAB de CV                                                                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $204900.00    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                     | Trinitas CLO XIV Ltd., Series 2020-14A, Class BR                                                                                 | CUSIP: 89641QAS9<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269477.93    | 0.01%             | 2034-01-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Crowdstrike Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -77 | NC      | $-179410.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                      | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      887929 | PA      | $876625.54    | 0.02%             | 2030-04-26      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28634.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           1 | NC      | $-1001.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27570.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28594.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       32282 | NS      | $17542361.62  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       19154 | NS      | $2036836.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1986233.26   | 0.05%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                            | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250487.05    | 0.01%             | 2030-07-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      441000 | PA      | $522176.81    | 0.01%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -2967000 | PA      | $-0.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chevron Corp.                                                                                                                    | CUSIP: 00CBX8R19<br>LEI: N/A                  | N/A              | DE               |  | US        |          37 | NC      | $18130.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2021-2A, Class D                                                                                  | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640000 | PA      | $577920.58    | 0.01%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                                   | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      917000 | PA      | $1040859.44   | 0.02%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -34959000 | PA      | $-25256.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       10183 | NS      | $1291102.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       13698 | NS      | $2542622.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        3623 | NS      | $1304.29      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                               | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      598000 | PA      | $734899.25    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                                  | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113605.14    | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                | VistaJet Malta Finance plc                                                                                                       | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93747.99     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      278000 | PA      | $288596.25    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15705000 | PA      | $762439.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1082000 | PA      | $1096832.45   | 0.03%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                                                                   | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      235000 | PA      | $240082.70    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nice One Beauty Digital Marketing Co.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       10831 | NS      | $468.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15716.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series F                                                 | JumpCloud, Inc., Series F                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      113119 | NS      | $276010.36    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      477000 | PA      | $569619.27    | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                     | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      206619 | PA      | $245743.28    | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      825000 | PA      | $976861.39    | 0.02%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sapporo Holdings Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -12200 | NS      | $-12196.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kuaishou Technology                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -137100 | NS      | $-100066.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9763.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -782150 | NS      | $-196109.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       72853 | NS      | $16762018.24  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $179983.03    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, Facility 1st Lien Term Loan B                                                                             | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2735484 | PA      | $2732064.49   | 0.06%             | 2030-08-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30113.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                                               | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      341000 | PA      | $316277.50    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                            | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     1164000 | NS      | $18123518.78  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      850000 | PA      | $998910.55    | 0.02%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/TWD One-touch barrier option; Barrier price USD 34.60000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      100000 | PA      | $31.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Confluent, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         214 | NC      | $21400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       25126 | PA      | $11773.89     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | New Oriental Education & Technology Group, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -87100 | NS      | $-54834.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        9422 | NS      | $1565088.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                                                                        | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |     1523000 | PA      | $1628300.83   | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      283000 | PA      | $22464.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca Static CLO I DAC                                                    | Avoca Static CLO I DAC, Series 1X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |      350000 | PA      | $410359.53    | 0.01%             | 2035-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                   | RR Donnelley & Sons Co.                                                                                                          | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      159000 | PA      | $153596.76    | 0.00%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       27146 | NS      | $865047.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      292171 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                                  | CUSIP: 00PBGFSH2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -33 | NC      | $-19387.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arbour CLO VI DAC                                                         | Arbour CLO VI DAC, Series 6X, Class DR                                                                                           | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |      700000 | PA      | $823262.76    | 0.02%             | 2037-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                                 | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     2209000 | PA      | $2269849.22   | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                        | CUSIP: 00CBZA4F6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -174 | NC      | $-2001.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                                         | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1403475 | PA      | $95155.31     | 0.00%             | 2053-12-12      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                                                            | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       28342 | NS      | $6192443.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                                    | Daikin Industries Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |       20769 | NS      | $2437943.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                                 | CUSIP: 00CBWLMT5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -104 | NC      | $-54600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                                 | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      866000 | PA      | $866541.25    | 0.02%             | 2038-04-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00CBNFD84<br>LEI: N/A                  | N/A              | DE               |  | US        |         136 | NC      | $414800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                                                                           | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |     1375000 | PA      | $1625755.06   | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     1236000 | PA      | $1368701.95   | 0.03%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                                         | FNZ NZ Finco Ltd., 1st Lien Term Loan                                                                                            | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |     2000000 | PA      | $2175650.25   | 0.05%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       17652 | NS      | $1129551.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                                                      | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250450.00    | 0.01%             | 2034-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        5318 | NS      | $89872.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1134 | NC      | $3615898.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         614 | NS      | $3554593.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $192550.00    | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| HKT Capital No. 6 Ltd.                                                    | HKT Capital No. 6 Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |      350000 | PA      | $311199.00    | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shin Kong Financial Holding Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -1725000 | NS      | $-11314.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      118000 | PA      | $111262.20    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -16 | NC      | $-1520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                                                      | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      425000 | PA      | $496027.97    | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      417964 | NS      | $1510120.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sector Alarm Holding A/S                                                  | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B3                                                                         | CUSIP: R7722AAE0<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |     1017290 | PA      | $1197717.60   | 0.03%             | 2029-06-14      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                      | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      214000 | PA      | $209872.35    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                  | Alcon AG                                                                                                                         | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |       16837 | NS      | $1493155.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                               | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      253245 | NS      | $9860914.02   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Societe Generale SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -33665 | NS      | $-100972.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                         | CUSIP: 00PBXHCX1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -424 | NC      | $-6360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                          | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3599876 | PA      | $2941212.25   | 0.07%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         379 | NC      | $61777.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      173532 | PA      | $841.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      981500 | PA      | $8722.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                        | Tractor Supply Co.                                                                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       28399 | NS      | $1498615.23   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Novonesis Novozymes B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -28918 | NS      | $18883.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Power Corp. of Canada                                                                                                            | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -5563 | NS      | $-4691.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2024-A, Class A                                                                          | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2067000 | PA      | $2097199.90   | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $758010.83    | 0.02%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                      | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      328000 | PA      | $356239.79    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                                | CUSIP: 00PBJAKP0<br>LEI: N/A                  | N/A              | DE               |  | US        |         506 | NC      | $109549.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $977618.34    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      268000 | PA      | $217281.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    52170256 | PA      | $-19348.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      154000 | PA      | $143258.50    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonder Enterprises, Inc.                                                  | Sonder Enterprises, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     5501141 | PA      | $4717228.45   | 0.11%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| 720 East CLO VII Ltd.                                                     | 720 East CLO VII Ltd., Series 2025-7A, Class A1                                                                                  | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $660209.22    | 0.02%             | 2037-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      749663 | PA      | $-983.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                                       | Contego CLO VII DAC, Series 7X, Class DR                                                                                         | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |      680000 | PA      | $801141.61    | 0.02%             | 2038-01-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -3769 | NS      | $-24997.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chevron Corp.                                                                                                                    | CUSIP: 00CBX9784<br>LEI: N/A                  | N/A              | DE               |  | US        |         -76 | NC      | $-1634.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                           | Camelot Return Merger Sub, Inc.                                                                                                  | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $21210.83     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102233.33    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         139 | NC      | $-27184.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    27248000 | PA      | $-20548.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                           | ConnectWise LLC, 1st Lien Term Loan                                                                                              | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      978856 | PA      | $982938.23    | 0.02%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                                  | Victory Street CLO I DAC, Series 1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      760000 | PA      | $907359.73    | 0.02%             | 2038-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Coinbase Global, Inc., Class A                                                                                                   | CUSIP: 19260Q107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -5090 | NS      | $-218361.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                              | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |    24184850 | PA      | $27779179.33  | 0.65%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10621.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    33283807 | PA      | $-403923.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -3824693 | PA      | $-144183.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      165000 | PA      | $170089.43    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                                                                    | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      266000 | PA      | $261212.00    | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       48079 | NS      | $5750729.19   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                                  | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      330000 | PA      | $81675.00     | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mosel Bidco SE                                                            | Mosel Bidco SE, 1st Lien Term Loan B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1528857 | PA      | $1800664.98   | 0.04%             | 2030-09-16      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       16227 | NS      | $1799087.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       27900 | NS      | $3292200.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -86 | NC      | $-189630.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                   | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      319000 | PA      | $297266.08    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    24185000 | PA      | $414929.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Harmonic Drive Systems, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -3300 | NS      | $3220.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229408.12    | 0.01%             | 2026-11-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        6077 | NS      | $1895841.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                     | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      199001 | NS      | $14771844.23  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        9289 | NS      | $457111.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | UniCredit SpA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        -166 | NC      | $-15789.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NAK Naftogaz Ukraine                                                      | NAK Naftogaz Ukraine                                                                                                             | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      251025 | PA      | $195799.80    | 0.00%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $784878.69    | 0.02%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                                                           | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      140000 | PA      | $126724.56    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                           | 10x Future Technologies Services Ltd., Series D                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |      163645 | NS      | $2390034.57   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    42000000 | PA      | $726431.75    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                      | CUSIP: 00CBYP8L7<br>LEI: N/A                  | N/A              | DE               |  | US        |          81 | NC      | $117855.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      102000 | PA      | $87198.03     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3559703 | PA      | $25916.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NU Holdings Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -64618 | NS      | $-89172.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -5394 | NS      | $-2959.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration SpA                                                                                                         | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      151000 | PA      | $179393.02    | 0.00%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      404000 | PA      | $479456.23    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norwegian Cruise Line Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -101478 | NS      | $-167359.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                                                                 | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6288042 | PA      | $388872.62    | 0.01%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1183000 | PA      | $22744.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44758.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Opendoor Technologies, Inc.                                               | Opendoor Technologies, Inc.                                                                                                      | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      192781 | NS      | $102752.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                               | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      154000 | PA      | $157099.25    | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        5636 | NS      | $78825.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                                                           | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |      256000 | PA      | $258081.15    | 0.01%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                                                            | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |       27300 | NS      | $832583.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -58067368 | PA      | $-141354.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volocopter GmbH, Series D                                                 | Volocopter GmbH, Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |        1420 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24640.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      422901 | NS      | $3664356.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      747000 | PA      | $923078.08    | 0.02%             | 2029-03-02      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE, 1st Lien Term Loan                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      700000 | PA      | $657590.59    | 0.02%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| TVC Holding                                                               | TVC Holding                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     1654137 | PA      | $1419716.32   | 0.03%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-700.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |        1951 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | BE Semiconductor Industries NV                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -12081 | NS      | $-55753.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd.                                                            | Credicorp Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        7564 | NS      | $1690705.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -176 | NC      | $-406120.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  6154315665 | PA      | $1462.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                                                                 | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104138.50    | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 43159000000 | PA      | $2717809.82   | 0.06%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                                 | Xero Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |         844 | NS      | $99869.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1223.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26775.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       16382 | NS      | $1988399.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                   | OPAP SA, Class R                                                                                                                 | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |        7716 | NS      | $174964.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                                | CUSIP: 00PBV9RK3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -556 | NC      | $-32804.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                            | Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE                                                                        | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93409 | PA      | $92679.91     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                              | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     7669412 | NS      | $7669411.56   | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV, Class N                                                                                                               | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       99404 | NS      | $5577211.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29023.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    43391453 | PA      | $-809100.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8520953 | PA      | $-1142.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                                               | Amrize Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |       15745 | NS      | $785414.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                                                         | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     3559000 | PA      | $3925046.71   | 0.09%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12939.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                                 | CUSIP: 00CBN6SK1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -269 | NC      | $-140552.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       10516 | NS      | $3733705.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Trane Technologies plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          62 | NC      | $19840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $732485.83    | 0.02%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                             | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      909000 | PA      | $1061203.34   | 0.02%             | 2027-03-11      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Aurium CLO XIII DAC                                                       | Aurium CLO XIII DAC, Series 13X, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $433048.71    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                             | Veritas, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        9276 | NS      | $208706.40    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                                                                | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |      201000 | PA      | $209743.50    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Mercia                                                                    | Mercia, 1st Lien Term Loan                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     4863622 | PA      | $6676050.30   | 0.16%             | 2026-04-09      | Variable      | 7.10%                 | No            |                  3 | On Loan: No      |
| IREN Ltd.                                                                 | IREN Ltd., Series IREN                                                                                                           | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      658000 | PA      | $850794.00    | 0.02%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PsiQuantum Corp., Series D                                                | PsiQuantum Corp., Series D                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       51690 | NS      | $2105850.60   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OT Midco, Inc.                                                            | OT Midco, Inc.                                                                                                                   | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1304000 | PA      | $1006363.43   | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Elm Co.                                                                   | Elm Co.                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         681 | NS      | $181832.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                        | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      298000 | PA      | $298017.88    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        6100 | NS      | $2438952.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |  -148061000 | PA      | $-34672.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -14800 | NS      | $-5240.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MasOrange Holdco Ltd.                                                     | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     1838958 | PA      | $2147917.84   | 0.05%             | 2031-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                            | Geely Automobile Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      338000 | NS      | $689926.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL6, Class A                                                            | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150651 | PA      | $150388.73    | 0.00%             | 2036-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Parker-Hannifin Corp.                                                                                                            | CUSIP: 701094104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3046 | NS      | $-104325.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                           | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1490000 | PA      | $1488769.56   | 0.03%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PROJECT DAVINCI                                                           | PROJECT DAVINCI                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       99082 | NS      | $5944.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Constellation Software, Inc.                                              | Constellation Software, Inc.                                                                                                     | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         573 | NS      | $2101049.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DF Residential I LP                                                       | DF Residential I LP                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     1004579 | NS      | $1004578.74   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       17296 | NS      | $4451817.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                                                             | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $70117.38     | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      119000 | PA      | $122663.09    | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wise plc, Class A                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -27935 | NS      | $-4174.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                            | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      423000 | PA      | $523136.67    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          18 | NC      | $7312.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     1960530 | PA      | $22121.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -65300 | NS      | $-42263.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | St James's Place plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -26710 | NS      | $-28938.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                              | Tronox, Inc.                                                                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      186000 | PA      | $160501.07    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      143000 | PA      | $181449.26    | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      148000 | PA      | $164693.61    | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                                                                 | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $204276.00    | 0.00%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      255000 | PA      | $-738.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ono Pharmaceutical Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -86700 | NS      | $-33445.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alfa SAB de CV, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -151134 | NS      | $-3788.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17147.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -52440000 | PA      | $-23563.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        9994 | NS      | $1480910.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    12460184 | PA      | $-846.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                              | Harmony Gold Mining Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |      100969 | NS      | $1404877.49   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     1132000 | PA      | $1138759.17   | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc.                                                                                                               | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $329675.70    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $171015.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                                   | TER Finance Jersey Ltd., Series 22                                                                                               | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |     4486000 | PA      | $4385065.00   | 0.10%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bright Machines, Inc.                                                     | Bright Machines, Inc., Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      238542 | NS      | $81104.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | IFSC NIFTY 50 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         404 | NC      | $209944.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                           | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102915.30    | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                                                          | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      309000 | PA      | $360342.49    | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                                         | Henley CLO Xi DAC, Series 11X, Class D                                                                                           | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      780000 | PA      | $915004.79    | 0.02%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        3945 | NS      | $1612755.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 46 Ltd.                                       | Octagon Investment Partners 46 Ltd., Series 2020-2A, Class BR                                                                    | CUSIP: 67577VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300903.30    | 0.01%             | 2036-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $197950.00    | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        7003 | NS      | $2093126.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                               | B3 SA - Brasil Bolsa Balcao                                                                                                      | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      799401 | NS      | $2139347.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -84900 | NS      | $-17255.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                                                                | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       25474 | NS      | $2977424.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7504.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42902.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      176000 | PA      | $158147.48    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                           | Transocean Titan Financing Ltd.                                                                                                  | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       81429 | PA      | $82712.07     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3834429 | PA      | $344.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     3781300 | PA      | $5157961.45   | 0.12%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $205000.00    | 0.00%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ABRA Global Finance                                                       | ABRA Global Finance                                                                                                              | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      193928 | PA      | $146537.81    | 0.00%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     1375197 | PA      | $1371883.06   | 0.03%             | 2029-04-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      168000 | PA      | $160264.90    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                                 | CUSIP: 00PBRHSL7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -315 | NC      | $-78907.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                                                              | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      559000 | PA      | $680039.08    | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |       15270 | NS      | $245855.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etoro Group Ltd.                                                          | Etoro Group Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: 213800XPRPJK2X5QRG86       | Long             | EC               | CORP              | VG        |       15606 | NS      | $1039203.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                     | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      200000 | PA      | $263462.32    | 0.01%             | 2027-09-21      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Treasury Wine Estates Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -168477 | NS      | $30610.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                            | CUSIP: 00CBMVZ03<br>LEI: N/A                  | N/A              | DE               |  | US        |        1395 | NC      | $283882.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellis Finco plc                                                          | Bellis Finco plc                                                                                                                 | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |     1479000 | PA      | $2028983.89   | 0.05%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2160900 | PA      | $2172126.55   | 0.05%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      121167 | PA      | $96068.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61741144 | PA      | $24681.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CNH One-touch barrier option; Barrier price USD 7.50000                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      107000 | PA      | $1944.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       11431 | NS      | $1628345.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                                 | Gerdau SA (Preference)                                                                                                           | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |      236849 | NS      | $697499.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                     | CUSIP: 00CBHVEV4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -15 | NC      | $-22500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Providus CLO II DAC                                                       | Providus CLO II DAC, Series 2X, Class DRR                                                                                        | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |      557000 | PA      | $654859.32    | 0.02%             | 2038-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                      | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       28921 | NS      | $2.89         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Mountain CLO 1 Ltd.                                                   | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                                                                               | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270368.33    | 0.01%             | 2038-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      119000 | PA      | $121536.98    | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                                                            | CUSIP: 459200LA7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      837000 | PA      | $1000479.57   | 0.02%             | 2027-02-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      180000 | PA      | $178312.50    | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                                                   | Anheuser-Busch InBev SA                                                                                                          | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      199000 | PA      | $272752.53    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249080.93    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         190 | NC      | $1119.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                      | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       18691 | NS      | $414632.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      250813 | PA      | $246687.13    | 0.01%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      193000 | PA      | $184789.36    | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1437116.26   | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $128745.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-86893.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corp. Bhd.                                                       | Frontken Corp. Bhd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      240900 | NS      | $226882.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | American Airlines Group, Inc.                                                                                                    | CUSIP: 00PBJ3FQ0<br>LEI: N/A                  | N/A              | DE               |  | US        |         189 | NC      | $2551.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                                                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       14527 | NS      | $2319961.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10650.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                            | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class DR                                                                         | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |      700000 | PA      | $822375.95    | 0.02%             | 2038-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      430000 | PA      | $431382.88    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2020-FACT, Class E                                                                                            | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238000 | PA      | $220110.25    | 0.01%             | 2037-10-15      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                               | Ciputra Development Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |     4396200 | NS      | $259184.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      602000 | PA      | $623070.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      245267 | NS      | $2241903.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      150900 | NS      | $1819285.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    18114336 | PA      | $-39635.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                                          | Greenko Dutch BV                                                                                                                 | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |      176000 | PA      | $172568.00    | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $173335.06    | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      177000 | PA      | $-10824.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Shimano, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1700 | NS      | $-13631.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                                                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        6923 | NS      | $1102556.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeVi SAS                                                                | HomeVi SAS, 1st Lien Term Loan B                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     2000000 | PA      | $2344356.09   | 0.06%             | 2029-10-31      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Enphase Energy, Inc.                                                                                                             | CUSIP: 29355A107<br>LEI: N/A                  | N/A              | DE               |  | US        |      -17945 | NS      | $-91340.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Misto Holdings Corp.                                                      | Misto Holdings Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        6310 | NS      | $166730.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                                                              | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251037.08    | 0.01%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $157875.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                        | CUSIP: 00CBZA4E9<br>LEI: N/A                  | N/A              | DE               |  | US        |         121 | NC      | $11918.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                          | CUSIP: 00CBV6659<br>LEI: N/A                  | N/A              | DE               |  | US        |         269 | NC      | $28917.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                                                         | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       87000 | PA      | $91140.77     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ReNew Pvt Ltd.                                                            | ReNew Pvt Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      200000 | PA      | $198370.00    | 0.00%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5568.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    68128024 | PA      | $-31064.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IFCO Management GmbH                                                      | IFCO Management GmbH, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     1000000 | PA      | $1179422.44   | 0.03%             | 2029-11-29      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10814.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                         | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      470000 | PA      | $554383.36    | 0.01%             | 2029-12-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -5 | NS      | $-4.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BHMS                                                                      | BHMS, Series 2018-ATLS, Class C                                                                                                  | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      652909 | PA      | $652629.36    | 0.02%             | 2035-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -3096 | NS      | $-7052.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   205263337 | PA      | $245.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                                  | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     1314000 | PA      | $1787789.87   | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        1589 | NS      | $680653.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indy US Bidco LLC                                                         | Indy US Bidco LLC, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1995000 | PA      | $2337531.70   | 0.05%             | 2028-03-06      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      199000 | PA      | $216206.44    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    55793777 | PA      | $-932.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       23519 | NS      | $3776681.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10777.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      199000 | PA      | $267850.77    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Noodle, Inc., Series C                                                    | Noodle, Inc., Series C                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      242823 | NS      | $242823.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Sandoz Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -63329 | NS      | $-113330.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       52898 | NS      | $1929719.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       95000 | PA      | $-406.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                  | Mitra Adiperkasa Tbk. PT                                                                                                         | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |     1748100 | NS      | $126960.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                       | Hilton Grand Vacations Borrower LLC                                                                                              | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18275.09     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Telstra Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -238580 | NS      | $-6303.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                                  | CUSIP: 00PBG61K4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -76 | NC      | $-18012.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       39860 | NS      | $744691.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      490000 | PA      | $593674.18    | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8287.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8296.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                   | FWD Group Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |     2800000 | PA      | $2881970.00   | 0.07%             | 2029-04-05      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                               | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1454000 | PA      | $1308600.00   | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                                        | Speed Midco 3 SARL, Facility 1st Lien Term Loan B2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     6106175 | PA      | $7238083.29   | 0.17%             | 2029-05-16      | Variable      | 7.33%                 | No            |                  3 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                   | Agnico Eagle Mines Ltd.                                                                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        9926 | NS      | $1182591.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     1622000 | PA      | $56194.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                            | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $701504.56    | 0.02%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                         | CUSIP: 00PBNJ8P0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -25 | NC      | $-3750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9508000 | PA      | $2444191.67   | 0.06%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-160063.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                               | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       59602 | NS      | $22767.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      154301 | NS      | $1604730.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                      | CUSIP: 00CBN72W1<br>LEI: N/A                  | N/A              | DE               |  | US        |         201 | NC      | $28743.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA, Class R                                                                             | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        8717 | NS      | $165728.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    15335000 | PA      | $4377879.04   | 0.10%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                                         | Market Bidco Ltd., Facility 1st Lien Term Loan B3                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      688500 | PA      | $799364.24    | 0.02%             | 2030-11-04      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       18446 | NS      | $8543080.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   778634896 | PA      | $952994.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                                            | Ineos Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                    | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1940211 | PA      | $2166124.22   | 0.05%             | 2029-04-03      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                           | Kane Bidco Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     1408000 | PA      | $1952516.92   | 0.05%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                   | A2A SpA                                                                                                                          | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      284000 | PA      | $346308.16    | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5040.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      556000 | PA      | $551665.87    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1172000 | PA      | $1241909.80   | 0.03%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     1415000 | PA      | $-7113.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preem Holdings AB                                                         | Preem Holdings AB                                                                                                                | CUSIP: N/A<br>LEI: 549300R8F8748VHR6289       | Long             | DBT              | CORP              | SE        |      374400 | PA      | $459321.12    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                    | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99784.49     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                               | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1548000 | PA      | $1369065.29   | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       26736 | NS      | $1209128.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                                                          | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      181000 | PA      | $161559.18    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     7357259 | PA      | $-1123.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      499170 | PA      | $3300.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      938551 | PA      | $938551.04    | 0.02%             | 2028-01-30      | Fixed         | 20.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       67356 | PA      | $53299.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                              | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      215273 | NS      | $8063943.99   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      249307 | PA      | $257678.73    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       50000 | PA      | $66627.80     | 0.00%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corp.                                                  | Bloomberry Resorts Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |      713000 | NS      | $64748.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     2100000 | PA      | $-22764.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -76 | NC      | $-87210.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cidron Aida Finco SARL                                                    | Cidron Aida Finco SARL                                                                                                           | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |      171000 | PA      | $239509.69    | 0.01%             | 2031-10-27      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                           | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |      509000 | PA      | $568626.41    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                | Boliden AB                                                                                                                       | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |       25356 | NS      | $792361.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      425000 | PA      | $588801.65    | 0.01%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2160870 | PA      | $-8834.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Localiza Rent a Car SA                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -54145 | NS      | $16737.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mythic AI, Inc., Series C                                                 | Mythic AI, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2397 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-371031.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      487000 | PA      | $486794.97    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd.                                                  | CIMB Group Holdings Bhd.                                                                                                         | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |       64100 | NS      | $103384.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                     | CUSIP: 00CBCEYA1<br>LEI: N/A                  | N/A              | DE               |  | US        |         208 | NC      | $253760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $91160.82     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          91 | NC      | $446355.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      302000 | PA      | $298750.18    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      314857 | NS      | $2211226.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                                                        | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       90578 | NS      | $1324829.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                     | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     1100000 | PA      | $1216445.41   | 0.03%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204502.43    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                        | Eicher Motors Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |        2568 | NS      | $169421.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-AA, Class D                                                                          | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223000 | PA      | $230071.82    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                            | Bank Syariah Indonesia Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |      722100 | NS      | $114824.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        6639 | NS      | $1378389.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                                                           | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |      680000 | PA      | $798121.01    | 0.02%             | 2027-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                       | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        9047 | NS      | $4432223.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  5940707274 | PA      | $21089.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -4 | NC      | $8877.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings, Inc.                                                     | Flowco Holdings, Inc., Class A                                                                                                   | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44839 | NS      | $798582.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                                                     | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      467000 | PA      | $560887.18    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd.                                                      | Battalion CLO X Ltd., Series 2016-10A, Class A2R2                                                                                | CUSIP: 07132JBE3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |      484687 | PA      | $484286.99    | 0.01%             | 2035-01-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                                            | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1984.32      | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Flagstar Financial, Inc.                                                                                                         | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |       80132 | NS      | $-100165.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      250000 | PA      | $300745.36    | 0.01%             | 2028-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Moderna, Inc.                                                             | Moderna, Inc.                                                                                                                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       22888 | NS      | $631479.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       85408 | NS      | $23289907.52  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                            | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      521000 | PA      | $690971.56    | 0.02%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      535391 | NS      | $7095348.35   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200930.00    | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                                      | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class A1                                                                  | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250326.90    | 0.01%             | 2038-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                            | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      134000 | PA      | $133741.74    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      190000 | PA      | $19443.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   320640000 | PA      | $941260.30    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                              | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     6405000 | PA      | $6300918.75   | 0.15%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                             | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      284000 | PA      | $278107.00    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                                                                    | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |      423000 | PA      | $367102.96    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      781000 | PA      | $838154.36    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                                                 | Mitsubishi Electric Corp.                                                                                                        | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       43233 | NS      | $929897.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        2453 | NS      | $511990.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                            | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240782.13    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F                                                            | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      926335 | PA      | $905439.94    | 0.02%             | 2034-12-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                                                                   | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4657000 | PA      | $4047258.99   | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       50843 | NS      | $6554679.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    10125000 | PA      | $184005.54    | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        9854 | NS      | $2364960.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc., Class A                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       27555 | NS      | $74398.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       97553 | PA      | $-3555.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                       | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38774 | PA      | $35570.19     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                                       | International Games System Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       41000 | NS      | $1203586.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-137665.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       23499 | NS      | $649854.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Entertainment JJCo 3 Ltd.                                   | International Entertainment JJCo 3 Ltd., 1st Lien Term Loan B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     3058824 | PA      | $4205706.59   | 0.10%             | 2032-04-02      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                                  | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |       26745 | NS      | $311512.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Think & Learn Private Ltd., Series F                                      | Think & Learn Private Ltd., Series F                                                                                             | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |        1380 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | EUR/USD Up-and-out barrier option; Barrier price EUR 1.25000                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    12325000 | PA      | $137014.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         182 | NC      | $442517.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO XV                                                             | Apidos CLO XV, Series 2013-15A, Class A1RR                                                                                       | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |      168521 | PA      | $168732.36    | 0.00%             | 2031-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -80124414 | PA      | $-156987.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       70000 | PA      | $-9239.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                                                             | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1320000 | PA      | $1377335.52   | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  5442760322 | PA      | $25232.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                          | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     1130712 | PA      | $1128269.52   | 0.03%             | 2027-05-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Bright Machinery Manufacturing Group, Inc.                                | Bright Machinery Manufacturing Group, Inc., Series C-1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      496892 | NS      | $64595.97     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ABJA Investment Co. Pte. Ltd.                                             | ABJA Investment Co. Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900E6OE5YJ9WCCU19       | Long             | DBT              | CORP              | SG        |      200000 | PA      | $202050.00    | 0.00%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       89700 | PA      | $70771.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      210300 | NS      | $3108379.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                                                                 | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96037.88     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -29840000 | PA      | $-141390.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -446 | NS      | $-9769.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4221 | NS      | $4361685.93   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $237607.42    | 0.01%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15740.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                              | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      607000 | PA      | $721114.67    | 0.02%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -21 | NC      | $42630.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                  | Gran Tierra Energy, Inc.                                                                                                         | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      262000 | PA      | $199232.66    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -3824693 | PA      | $-68354.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CyberArk Software Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       34547 | NS      | $14056483.36  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                                 | CUSIP: 36270BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1546164 | PA      | $1824509.38   | 0.04%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       62472 | NS      | $83087.76     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      202000 | PA      | $214762.97    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GMO Payment Gateway, Inc.                                                 | GMO Payment Gateway, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |       13400 | NS      | $866693.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                      | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     6524000 | PA      | $7785042.22   | 0.18%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       80000 | PA      | $-2328.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                          | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      476230 | PA      | $463391.20    | 0.01%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       47371 | NS      | $2094822.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                | Merck KGaA                                                                                                                       | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |       11298 | NS      | $1464880.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rohm Co. Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -29000 | NS      | $-19827.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2186638 | PA      | $108926.04    | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xerox Holdings Corp.                                                                                                             | CUSIP: 00CBNT0Y1<br>LEI: N/A                  | N/A              | DE               |  | US        |         237 | NC      | $1777.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LD Celulose International GmbH                                            | LD Celulose International GmbH                                                                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $209750.00    | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | LKQ Corp.                                                                                                                        | CUSIP: 501889208<br>LEI: N/A                  | N/A              | DE               |  | US        |      -59164 | NS      | $20707.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      251000 | PA      | $251227.52    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      216000 | PA      | $209797.32    | 0.00%             | 2027-01-12      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8739.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      126000 | PA      | $129809.23    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                                                 | IREN Ltd.                                                                                                                        | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |       39404 | NS      | $574116.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                            | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -19988 | NS      | $-8040.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        4819 | NS      | $751523.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Bank Bhd.                                                            | CIMB Bank Bhd.                                                                                                                   | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $191474.00    | 0.00%             | 2027-07-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                               | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                            | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      427790 | PA      | $341897.25    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                     | Trinitas CLO XIV Ltd., Series 2020-14A, Class CR                                                                                 | CUSIP: 89641QAU4<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260777.76    | 0.01%             | 2034-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                                                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       16726 | NS      | $3422808.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                                  | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1570000 | PA      | $1546274.47   | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2593444 | PA      | $34542.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                                                     | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $191944.52    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -163 | NC      | $-34719.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    26996000 | PA      | $114545.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B5                                                                      | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      229242 | PA      | $229558.09    | 0.01%             | 2031-12-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      575000 | PA      | $583761.85    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                                                                           | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      675000 | PA      | $807291.47    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     2146403 | PA      | $1638702.65   | 0.04%             | 2029-01-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                                                              | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |       18978 | NS      | $386012.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY Mortgage Trust                                                       | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                   | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000048 | PA      | $904223.10    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                      | CUSIP: 00CBWH4X5<br>LEI: N/A                  | N/A              | DE               |  | US        |        8489 | NC      | $615452.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Home Depot, Inc. (The)                                                                                                           | CUSIP: 00PBY3MU6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -19 | NC      | $-1349.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA (Preference)                                                                                                | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |       10862 | NS      | $853574.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                           | SPDR Blackstone Senior Loan ETF                                                                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |       52573 | NS      | $2186511.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      672000 | PA      | $688068.19    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68010.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       18463 | NS      | $1374754.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Lamb Weston Holdings, Inc.                                                                                                       | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               |  | US        |      -23150 | NS      | $51856.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      455000 | PA      | $426562.50    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Informatica, Inc., Class A                                                                                                       | CUSIP: 45674M101<br>LEI: N/A                  | N/A              | DE               |  | US        |       14250 | NS      | $2850.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp.                                                              | Cintas Corp.                                                                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8305 | NS      | $1850935.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5457232 | PA      | $-12919.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEC Corp.                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -63100 | NS      | $-130470.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                              | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      497000 | PA      | $589840.43    | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6074.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       21391 | NS      | $1435977.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-70585.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                                                         | TICP CLO XII Ltd., Series 2018-12A, Class BR                                                                                     | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300384.96    | 0.01%             | 2034-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** BlackRock Variable Series Funds, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer