# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0001752724-23-039150
**Filing Date:** 2023-2
**Character Count:** 966614
**Document Hash:** 6298a41f112aeace733436e0375e82cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039150.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039150

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds, Inc.
- **CENTRAL INDEX KEY:** 0000355916
- **IRS NUMBER:** 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:** 23665103

**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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5261976678.00

**Total Liabilities:** $765584758.85

**Net Assets:** $4496391919.15

**Amount of Assets Invested in Other Investment Companies:** $25243514.81

**Cash Not Reported:** $7953876.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14247.21000000 | **1-Year:** 20704.44000000 | **5-Year:** 88074.50000000 | **10-Year:** 164986.71000000 | **30-Year:** 53166.43000000

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

- **3-Month:** 287705.74000000 | **1-Year:** -18967.83000000 | **5-Year:** 146435.47000000 | **10-Year:** 249603.93000000 | **30-Year:** -227099.32000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007938 | 3.39%                | 5.71%                | -2.64%               |
| Class ID C000007940 | 3.40%                | 5.63%                | -2.63%               |
| Class ID C000007939 | 3.33%                | 5.68%                | -2.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-59582779.01            | $206292946.95                              |
| Month 2  | $-13903069.81            | $246874895.51                              |
| Month 3  | $-24757057.01            | $-103823850.43                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30530800 | PA      | $25154516.94   | 0.56%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wynn Las Vegas LLC                                                        | Wynn Las Vegas LLC                                                                                                           | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      540000 | PA      | $512646.82     | 0.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Modern Land China Co. Ltd.                                                | Modern Land China Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $12225.00      | 0.00%             | 2023-11-13      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Green Plains, Inc.                                                        | Green Plains, Inc.                                                                                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       32948 | NS      | $1004914.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Boparan Finance plc                                                       | Boparan Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 213800GQSQIOBR3DHN70       | Long             | DBT              | CORP              | GB        |     2080000 | PA      | $1696108.49    | 0.04%             | 2025-11-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                                                       | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      305000 | PA      | $301833.69     | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Ubisoft Entertainment SA                                                  | Ubisoft Entertainment SA                                                                                                     | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |       18693 | NS      | $528093.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrols Restaurant Group, Inc.                                            | Carrols Restaurant Group, Inc.                                                                                               | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |      586000 | PA      | $410705.14     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       10402 | NS      | $1067141.18    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      583000 | PA      | $459181.76     | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Inkia Energy Ltd.                                                         | Inkia Energy Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      200000 | PA      | $187725.00     | 0.00%             | 2027-11-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Oafit                                                                     | Oafit                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     2290290 | PA      | $1520360.35    | 0.03%             | 2026-03-28      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      502000 | PA      | $449868.38     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       74000 | PA      | $71539.74      | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00P7X77X8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -416 | NC      | $-6448.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                             | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $607200.95     | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Comcast Corp.                                                                                                                | CUSIP: 00P7X9UB6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -831 | NC      | $-8310.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                                                     | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $307303.00     | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00C7XDG27<br>LEI: N/A                  | N/A              | DE               |  | US        |          69 | NC      | $10522.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Genius Sports Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GG        |       34915 | NS      | $31423.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                                                               | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      434000 | PA      | $430515.08     | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| IHS Holding Ltd.                                                          | IHS Holding Ltd.                                                                                                             | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      303000 | PA      | $243593.06     | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                        | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6208824 | PA      | $5307818.07    | 0.12%             | 2052-02-25      | Variable      | 2.50%                 | 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        |     1926000 | PA      | $1613999.36    | 0.04%             | 2060-04-15      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class E                                                                              | CUSIP: 05601PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1194000 | PA      | $1082757.53    | 0.02%             | 2036-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |  1634150000 | PA      | $12451751.83   | 0.28%             | 2023-01-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       21344 | NS      | $1558238.11    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                    | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         525 | NS      | $464879.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     5549000 | PA      | $46027.51      | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                                                                          | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      346000 | PA      | $288866.75     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Rocket Lab USA, Inc.                                                      | Rocket Lab USA, Inc.                                                                                                         | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      116700 | NS      | $439959.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      942000 | PA      | $625897.33     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -249 | NC      | $302662.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                             | Adani Electricity Mumbai Ltd.                                                                                                | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      624000 | PA      | $470847.00     | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        1008 | NC      | $2016.00       | 0.00%             |  |  |  | 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      | $1269159.05    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                    | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      162272 | NS      | $9241390.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Babilou Family                                                            | Babilou Family, Facility Term Loan                                                                                           | CUSIP: C2921UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     7150766 | PA      | $7322024.35    | 0.16%             | 2027-11-17      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00P9LGXT7<br>LEI: N/A                  | N/A              | DE               |  | US        |         394 | NC      | $22261.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc.                                                                                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       18217 | NS      | $680587.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      765765 | PA      | $598496.37     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     2340000 | PA      | $10914.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KraneShares Bosera MSCI China A 50 Connect Index ETF                      | KraneShares Bosera MSCI China A 50 Connect Index ETF                                                                         | CUSIP: 500767405<br>LEI: N/A                  | Long             |  | RF                | US        |       35158 | NS      | $896177.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -2166 | NC      | $-1353.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| National Bank of Canada                                                   | National Bank of Canada                                                                                                      | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |       11911 | NS      | $802541.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                        | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2344455 | PA      | $1570831.04    | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1389581.35    | 0.03%             | 2026-04-02      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      933000 | PA      | $765231.00     | 0.02%             | 2031-01-29      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                       | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $198760.00     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       18399 | NS      | $604591.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1068000 | PA      | $938916.00     | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                                                 | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      662000 | PA      | $607011.37     | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Wuhan Raycus Fiber Laser Technologies Co. Ltd.                            | Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A                                                                      | CUSIP: N/A<br>LEI: 836800KV0RDX6LZWOS56       | Long             | EC               | CORP              | CN        |      158810 | NS      | $542010.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      320000 | PA      | $186438.49     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          29 | NC      | $17671.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       35872 | NS      | $5762478.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Marathon Oil Corp.                                                                                                           | CUSIP: 00C9U0M76<br>LEI: N/A                  | N/A              | DE               |  | US        |         851 | NC      | $6382.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies, Inc.                                                 | Mirion Technologies, Inc.                                                                                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       61353 | NS      | $405543.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AI Candelaria Spain SA                                                    | AI Candelaria Spain SA                                                                                                       | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |      257075 | PA      | $243578.56     | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | PROOF Acquisition Corp. I                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       77370 | NS      | $1547.40       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                | Archer-Daniels-Midland Co.                                                                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      264895 | NS      | $24595500.75   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                             | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       53000 | PA      | $51266.83      | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group LLC                                           | American Auto Auction Group LLC, 1st Lien Term Loan                                                                          | CUSIP: 02403MAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2479049 | PA      | $1906388.56    | 0.04%             | 2027-12-30      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | TE Connectivity Ltd.                                                                                                         | CUSIP: 00P9XZKP4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -194 | NC      | $-28130.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2021-DNA2, Class B1          | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      402962 | PA      | $372167.64     | 0.01%             | 2033-08-25      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      243000 | PA      | $237068.98     | 0.01%             | 2024-07-08      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Xerox Holdings Corp.                                                                                                         | CUSIP: 00P7XZHH0<br>LEI: N/A                  | N/A              | DE               |  | US        |         135 | NC      | $1687.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19557857 | PA      | $17913367.57   | 0.40%             | 2032-07-15      | Fixed         | 0.62%                 | 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        |    15145312 | PA      | $575674.83     | 0.01%             | 2029-05-25      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                       | Georgia-Pacific LLC                                                                                                          | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33886.30      | 0.00%             | 2025-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                                                            | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     2664000 | PA      | $1969529.07    | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         752 | NC      | $1128.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO III Ltd.                                                     | Trestles CLO III Ltd., Series 2020-3A, Class A1                                                                              | CUSIP: 89532TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      870282 | PA      | $858994.70     | 0.02%             | 2033-01-20      | Floating      | 5.57%                 | 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        |      670015 | PA      | $643967.09     | 0.01%             | 2038-10-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      106320 | NS      | $11727096.00   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | DAX Index                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -17 | NC      | $355997.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       68843 | NS      | $12055097.73   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5840300 | PA      | $5848512.92    | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | 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      | $581309.70     | 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      | $708762.65     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                         | MC Brazil Downstream Trading SARL                                                                                            | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $164125.00     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                                                        | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1408000 | PA      | $1371943.84    | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                         | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       28141 | NS      | $900.51        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novozymes A/S                                                             | Novozymes A/S, Class B                                                                                                       | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        3109 | NS      | $157731.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       10763 | NS      | $5224252.57    | 0.12%             |  |  |  | No            | 3                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1884000 | PA      | $1915556.10    | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       74037 | NS      | $10497706.23   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00PAEPPC8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -401 | NC      | $-128320.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc.                                                                                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       14316 | NS      | $2407378.56    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   129868350 | PA      | $19331221.88   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $909620.54     | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Atento Luxco 1 SA                                                         | Atento Luxco 1 SA                                                                                                            | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |      202000 | PA      | $107981.63     | 0.00%             | 2026-02-10      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Signal Parent, Inc.                                                       | Signal Parent, Inc., Term Loan                                                                                               | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      937107 | PA      | $558356.27     | 0.01%             | 2028-04-03      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| Aetna, Inc.                                                               | Aetna, Inc.                                                                                                                  | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      146000 | PA      | $141820.64     | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      201548 | NS      | $25568379.28   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                                                               | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      720000 | PA      | $618928.65     | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares Nasdaq Biotechnology ETF                                                                                             | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             |  | RF                | US        |        4626 | NS      | $607347.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00PA0ZGX5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -271 | NC      | $-228995.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BYD Electronic International Co. Ltd.                                     | BYD Electronic International Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 5299001O3LAFGRPZ3Y63       | Long             | EC               | CORP              | HK        |        6500 | NS      | $20771.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       60107 | NS      | $6328666.03    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -420 | NC      | $-51240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vaco Holdings LLC                                                         | Vaco Holdings LLC, Term Loan                                                                                                 | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      974525 | PA      | $936352.91     | 0.02%             | 2029-01-21      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      497000 | PA      | $410894.75     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund - Long Term Growth Fund                              | Luxembourg Life Fund - Long Term Growth Fund, Term Loan                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3090249 | PA      | $3086540.38    | 0.07%             | 2038-01-01      | Variable      | 12.92%                | No            | 3                  | On Loan: No      |
| China Evergrande Group                                                    | China Evergrande Group                                                                                                       | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |      322000 | PA      | $21694.75      | 0.00%             | 2023-04-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-21M, Class E                                                                       | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1417757 | PA      | $1299542.82    | 0.03%             | 2036-10-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXV Ltd.                                             | Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R                                                                    | CUSIP: 55820RAL6<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |      288000 | PA      | $279565.34     | 0.01%             | 2029-04-25      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| DocuSign, Inc.                                                            | DocuSign, Inc.                                                                                                               | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |      320000 | PA      | $300800.00     | 0.01%             | 2024-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc., Class C-2                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        8737 | NS      | $565546.01     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        4582 | NS      | $446307.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      104000 | PA      | $96699.26      | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1072000 | PA      | $866176.00     | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                                                 | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1254198.89    | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                             | CUSIP: 00C8QNHF1<br>LEI: N/A                  | N/A              | DE               |  | US        |         275 | NC      | $13612.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Issuance Trust                                                    | Oportun Issuance Trust, Series 2021-B, Class C                                                                               | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $176304.09     | 0.00%             | 2031-05-08      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Splunk, Inc.                                                              | Splunk, Inc.                                                                                                                 | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $856457.00     | 0.02%             | 2027-06-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                     | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      701000 | PA      | $488421.75     | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      683000 | PA      | $710320.00     | 0.02%             | 2028-06-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00CA13Z42<br>LEI: N/A                  | N/A              | DE               |  | US        |         813 | NC      | $99999.00      | 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      | $2218921.59    | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                             | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $172656.92     | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                | Industrial & Commercial Bank of China Ltd., Class H                                                                          | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |     1337000 | NS      | $685733.49     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO II Ltd.                                       | Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A2R2                                                             | CUSIP: 08179XBA2<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |      610412 | PA      | $600625.39     | 0.01%             | 2029-07-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Chubb Ltd.                                                                | Chubb Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       45168 | NS      | $9964060.80    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37754.88      | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Taboola.com, Ltd.                                                         | Taboola.com, Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      196484 | NS      | $605170.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sprott Private Resource Streaming & Royalty US LP                         | Sprott Private Resource Streaming & Royalty US LP                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |     7219518 | NS      | $9443851.50    | 0.21%             |  |  |  | No            | 3                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2022-ECI, Class A                                                                 | CUSIP: 36265XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      324236 | PA      | $320532.09     | 0.01%             | 2039-08-15      | Floating      | 6.53%                 | No            | 2                  | 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      | $3738164.22    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class BR                                                                               | CUSIP: 96466CAQ1<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      274000 | PA      | $264874.54     | 0.01%             | 2034-10-24      | Floating      | 6.07%                 | 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      | $4556526.72    | 0.10%             | 2033-02-15      | Floating      | 5.23%                 | No            | 3                  | On Loan: No      |
| Unibail-Rodamco-Westfield                                                 | Unibail-Rodamco-Westfield                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |        3127 | NS      | $163467.68     | 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      | $355966.18     | 0.01%             | 2026-05-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CA4KA48<br>LEI: N/A                  | N/A              | DE               |  | US        |         251 | NC      | $149345.00     | 0.00%             |  |  |  | No            | 1                  | 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        |     2821625 | PA      | $2622410.09    | 0.06%             | 2036-11-15      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      220000 | PA      | $-2595.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        4796 | NS      | $244452.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1430000 | PA      | $1392920.17    | 0.03%             | 2027-08-03      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -54665000 | PA      | $-149048.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -895 | NC      | $1967602.19    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Catskill Park CLO Ltd.                                                    | Catskill Park CLO Ltd., Series 2017-1A, Class A1B                                                                            | CUSIP: 149420AC5<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |      312591 | PA      | $308202.25     | 0.01%             | 2029-04-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3437000 | PA      | $3330958.24    | 0.07%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Unique BidCo AB                                                           | Unique BidCo AB, Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |     2156000 | PA      | $2163647.06    | 0.05%             | 2029-03-11      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $799740.56     | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       63326 | NS      | $9254461.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Gree Electric Appliances, Inc. of Zhuhai                                  | Gree Electric Appliances, Inc. of Zhuhai, Class A                                                                            | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |      318500 | NS      | $1482574.51    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MCM Trust                                                                 | MCM Trust, Series 2021-VFN1                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     1464776 | PA      | $972160.42     | 0.02%             | 2028-08-28      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1502000 | PA      | $1458324.84    | 0.03%             | 2026-04-26      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                        | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2757000 | PA      | $2313095.43    | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      725000 | PA      | $553818.66     | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      474970 | NS      | $39897480.00   | 0.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      376000 | PA      | $368083.40     | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ovintiv, Inc.                                                             | Ovintiv, Inc.                                                                                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14242 | NS      | $722211.82     | 0.02%             |  |  |  | No            | 1                  | 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        |    14153387 | PA      | $954394.01     | 0.02%             | 2054-02-15      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $883541.14     | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11279330 | PA      | $95357.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exo Imaging, Inc., Series C                                               | Exo Imaging, Inc., Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      362303 | NS      | $1068793.85    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Azul Investments LLP                                                      | Azul Investments LLP                                                                                                         | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |      202000 | PA      | $123762.88     | 0.00%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class D                                                                              | CUSIP: 05601PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1378000 | PA      | $1257876.71    | 0.03%             | 2036-04-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      457000 | PA      | $486122.82     | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      847000 | PA      | $657194.66     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                     | Sociedad Quimica y Minera de Chile SA                                                                                        | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |       14406 | NS      | $1150175.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                           | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      929000 | PA      | $768050.75     | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FleetCor Technologies, Inc.                                               | FleetCor Technologies, Inc.                                                                                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        3298 | NS      | $605776.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00C7X8MX3<br>LEI: N/A                  | N/A              | DE               |  | US        |         246 | NC      | $138375.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      696000 | PA      | $545490.00     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                      | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |       14859 | NS      | $253016.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      201000 | PA      | $162396.97     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                              | CUSIP: 00PA3VBD0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -107 | NC      | $-66875.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7JBK1<br>LEI: N/A                  | N/A              | DE               |  | US        |         203 | NC      | $116217.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -109004430 | PA      | $-508630.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                              | VMware, Inc.                                                                                                                 | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1596415.44    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       99000 | PA      | $98431.22      | 0.00%             | 2024-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Essex Property Trust, Inc.                                                | Essex Property Trust, Inc.                                                                                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        2742 | NS      | $581084.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $991042.58     | 0.02%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| China SCE Group Holdings Ltd.                                             | China SCE Group Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300Q8UEI2ERAP6P49       | Long             | DBT              | CORP              | KY        |      323000 | PA      | $136871.25     | 0.00%             | 2024-09-29      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                             | CUSIP: 00C7XHNV6<br>LEI: N/A                  | N/A              | DE               |  | US        |         150 | NC      | $300.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |      131271 | NS      | $5140557.70    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   277054030 | PA      | $-203355.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GCI LLC                                                                   | GCI LLC                                                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      321000 | PA      | $269665.83     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tap Rock Resources LLC                                                    | Tap Rock Resources LLC                                                                                                       | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     2292000 | PA      | $2131789.20    | 0.05%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MAF Global Securities Ltd.                                                | MAF Global Securities Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |      460000 | PA      | $453186.25     | 0.01%             | 2024-05-07      | 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        |       73957 | NS      | $9345206.52    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AccessLex Institute                                                       | AccessLex Institute, Series 2007-A, Class A3                                                                                 | CUSIP: 00432CDJ7<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |      509304 | PA      | $493788.95     | 0.01%             | 2036-05-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                          | Kingdom of Spain                                                                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     5692000 | PA      | $5431301.45    | 0.12%             | 2066-07-30      | Fixed         | 3.45%                 | 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        |      190000 | PA      | $168066.40     | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals, Inc.                                          | Air Products and Chemicals, Inc.                                                                                             | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      502000 | PA      | $420210.41     | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     2170891 | NS      | $26443981.55   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |       21651 | NS      | $2351408.07    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       50084 | NS      | $27326331.24   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                  | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1107000 | PA      | $1091641.67    | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PACCAR Financial Corp.                                                    | PACCAR Financial Corp.                                                                                                       | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      798000 | PA      | $801538.91     | 0.02%             | 2025-10-03      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                                           | Lions Gate Capital Holdings LLC                                                                                              | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      751000 | PA      | $435427.51     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       10953 | NS      | $4129609.59    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                        | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      481000 | PA      | $394961.13     | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                                                  | Western Alliance Bancorp                                                                                                     | CUSIP: 95763PEH0<br>LEI: 5493003VJXZ5JXT9S762 | Long             | ABS-MBS          | CORP              | US        |    11150000 | PA      | $11142636.99   | 0.25%             | 2024-12-30      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -119521769 | PA      | $-4062515.40   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Millicom International Cellular SA                                        | Millicom International Cellular SA                                                                                           | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |      363600 | PA      | $337420.80     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Sabena Technics SAS                                                       | Sabena Technics SAS                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     1969000 | PA      | $2107716.05    | 0.05%             | 2029-09-30      | Floating      | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      300000 | PA      | $389245.15     | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Morinaga Milk Industry Co. Ltd.                                           | Morinaga Milk Industry Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 529900FB91P7MVO08949       | Long             | EC               | CORP              | JP        |        3100 | NS      | $117715.41     | 0.00%             |  |  |  | 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        |     1460359 | PA      | $1323045.24    | 0.03%             | 2038-11-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00C9XFKX5<br>LEI: N/A                  | N/A              | DE               |  | US        |         357 | NC      | $103887.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                 | CUSIP: 00C8ALPG1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -220 | NC      | $-34430.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nan Ya Printed Circuit Board Corp.                                        | Nan Ya Printed Circuit Board Corp.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       71000 | NS      | $521721.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                        | SPDR Bloomberg High Yield Bond ETF                                                                                           | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |       33155 | NS      | $2983950.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        7635 | NS      | $163618.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        1601 | NS      | $312185.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1326392.19    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |      200000 | PA      | $156000.00     | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       36701 | NS      | $13426693.84   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Marathon Oil Corp.                                                                                                           | CUSIP: 00C9XVPT4<br>LEI: N/A                  | N/A              | DE               |  | US        |         759 | NC      | $3415.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      251000 | PA      | $216813.65     | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       55904 | NS      | $398036.48     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                                                      | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      188927 | NS      | $2238482.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1327066.51    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -9344300 | PA      | $-42154.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2068000 | PA      | $1584450.81    | 0.04%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Booking Holdings, Inc.                                                                                                       | CUSIP: 00P7Y65Y9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -15 | NC      | $-8475.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1343837.05    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | 3 Month SONIA Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         328 | NC      | $374370.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -224184126 | PA      | $-1860310.23   | -0.04%            |  |  |  | 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      | $-5577.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lookout, Inc., Series F                                                   | Lookout, Inc., Series F                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      671775 | NS      | $3701480.25    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $336759.01     | 0.01%             | 2024-12-16      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Adyen NV                                                                  | Adyen NV                                                                                                                     | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        6664 | NS      | $9251297.17    | 0.21%             |  |  |  | No            | 2                  | 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        |     2302516 | PA      | $1584614.66    | 0.04%             | 2028-04-27      | Variable      | 9.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00P7XGYF7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -90 | NC      | $-2925.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kindstar Globalgene Technology, Inc.                                      | Kindstar Globalgene Technology, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     1655500 | NS      | $605211.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40482668 | PA      | $39366691.59   | 0.88%             | 2024-04-15      | Fixed         | 0.50%                 | 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        |     2870445 | PA      | $2010529.82    | 0.04%             | 2025-08-31      | Fixed         | 10.25%                | No            | 3                  | On Loan: No      |
| Gracie Point International Funding                                        | Gracie Point International Funding, Series 2021-1A, Class C                                                                  | CUSIP: 38411EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      428000 | PA      | $425808.13     | 0.01%             | 2023-11-01      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                                                                      | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51398.10      | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH, Series DM3N                                                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      412000 | PA      | $320845.00     | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                 | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      584000 | PA      | $564428.71     | 0.01%             | 2027-08-05      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Exscientia plc                                                            | Exscientia plc                                                                                                               | CUSIP: 30223G102<br>LEI: 213800XOQHH5CV85AD30 | Long             | EC               | CORP              | GB        |      367500 | NS      | $1958775.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Meituan                                                                   | Meituan, Class B                                                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       35900 | NS      | $795394.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      574566 | NS      | $50981241.18   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloud Software Group Holdings, Inc.                                       | Cloud Software Group Holdings, Inc.                                                                                          | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3362000 | PA      | $2831749.46    | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                          | CUSIP: 00P9TWUJ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         119 | NC      | $17374.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings, Inc.                                              | Floor & Decor Holdings, Inc., Class A                                                                                        | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       14521 | NS      | $1011097.23    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     2434345 | NS      | $2750809.85    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PetroChina Co. Ltd.                                                       | PetroChina Co. Ltd., Class H                                                                                                 | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |      556000 | NS      | $253977.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeol Ltd.                                                                 | Jeol Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        7100 | NS      | $190922.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                  | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      325000 | PA      | $268125.00     | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      723912 | NS      | $20528254.86   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    82238452 | PA      | $-1353940.84   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Mondelez International Holdings Netherlands BV                            | Mondelez International Holdings Netherlands BV                                                                               | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      702000 | PA      | $692067.54     | 0.02%             | 2025-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      966000 | PA      | $933275.78     | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Maxar Technologies, Inc.                                                  | Maxar Technologies, Inc.                                                                                                     | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1069379.76    | 0.02%             | 2027-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00C7X8PC6<br>LEI: N/A                  | N/A              | DE               |  | US        |         416 | NC      | $22464.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1118360.96    | 0.02%             | 2026-10-06      | Variable      | 3.12%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                                                             | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1093896.90    | 0.02%             | 2025-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                            | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1485000 | PA      | $1430970.47    | 0.03%             | 2024-08-17      | Variable      | 0.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00C9ZJGL6<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3535 | NC      | $-53025.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      603729 | NS      | $27934540.83   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       18877 | NS      | $7347305.94    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                                                     | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $298261.11     | 0.01%             | 2023-06-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                       | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       36564 | NS      | $1277180.52    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Adler Pelzer Holding GmbH                                                 | Adler Pelzer Holding GmbH                                                                                                    | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |     4713000 | PA      | $4237825.91    | 0.09%             | 2024-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| TVC DSCR                                                                  | TVC DSCR                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     6616808 | PA      | $6373971.32    | 0.14%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      973000 | PA      | $953187.84     | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CML ST Regis Aspen                                                        | CML ST Regis Aspen, Term Loan                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4199514 | PA      | $4024661.36    | 0.09%             | 2028-01-01      | Variable      | 6.69%                 | No            | 3                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $332816.44     | 0.01%             | 2026-09-19      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                                         | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      639000 | PA      | $548661.38     | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1169000 | PA      | $1130706.70    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1124443.08    | 0.03%             | 2029-03-07      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Venustech Group, Inc.                                                     | Venustech Group, Inc., Class A                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      207996 | NS      | $782540.95     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                    | 2020 Cash Mandatory Exchangeable Trust                                                                                       | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        9335 | NS      | $10679426.70   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class C                                                       | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      471000 | PA      | $461562.76     | 0.01%             | 2036-05-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       15395 | NS      | $1602311.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2148000 | PA      | $1370930.95    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | 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        |       46596 | NS      | $6330066.60    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Bunge Ltd.                                                                | Bunge Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |      118167 | NS      | $11789521.59   | 0.26%             |  |  |  | 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      | $-1575268.97   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                     | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        5326 | NS      | $764494.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      142608 | NS      | $4431799.96    | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| Danone SA                                                                 | Danone SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |      112085 | NS      | $5907521.91    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      754000 | PA      | $601308.09     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                                                | Sprint LLC                                                                                                                   | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1728846.13    | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        4612 | NS      | $1292789.72    | 0.03%             |  |  |  | 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      | $835517.73     | 0.02%             | 2036-07-15      | Floating      | 5.73%                 | 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        |       61700 | NS      | $528951.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class D1                                                                    | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2005176 | PA      | $1800951.43    | 0.04%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Lessen, Inc.                                                              | Lessen, Inc., Series B                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      188594 | NS      | $2410231.32    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | iShares Semiconductor ETF                                                                                                    | CUSIP: 00PA5RU95<br>LEI: N/A                  | N/A              | DE               |  | US        |         -69 | NC      | $-36915.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       44758 | NS      | $773563.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amorepacific Corp.                                                        | Amorepacific Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       39152 | NS      | $4284977.79    | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| MHP                                                                       | MHP, Series 2021-STOR, Class G                                                                                               | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      869687 | PA      | $807517.08     | 0.02%             | 2038-07-15      | Floating      | 7.07%                 | 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        |     3843000 | PA      | $3023598.42    | 0.07%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                                                        | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      703000 | PA      | $573342.07     | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                       | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      147134 | NS      | $4178605.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International, Inc.                                        | Mettler-Toledo International, Inc.                                                                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         469 | NS      | $677916.05     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      502000 | PA      | $439443.48     | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares 0-5 Year TIPS Bond ETF                                                                                               | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |       45255 | NS      | $4387924.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      481852 | NS      | $62607030.36   | 1.39%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Chem Ltd.                                                              | LG Chem Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |        7752 | NS      | $3701807.13    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      855000 | PA      | $179710.31     | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                                                             | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1078000 | PA      | $951754.77     | 0.02%             | 2027-01-22      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                 | OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR                                                                          | CUSIP: 67112RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      307657 | PA      | $294314.10     | 0.01%             | 2035-07-02      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XX Ltd.                                                     | Battalion CLO XX Ltd., Series 2021-20A, Class A                                                                              | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | KY        |      611585 | PA      | $595617.80     | 0.01%             | 2034-07-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                                    | Koninklijke Philips NV                                                                                                       | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |       17801 | NS      | $267855.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                                               | Brenntag SE                                                                                                                  | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        9874 | NS      | $629713.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       17925 | NS      | $709079.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Earthstone Energy Holdings LLC                                            | Earthstone Energy Holdings LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     2043000 | PA      | $1954435.95    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -5635172 | PA      | $-59537.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BPCE SA                                                                   | BPCE SA                                                                                                                      | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      502000 | PA      | $375293.67     | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1874000 | PA      | $1517695.09    | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |      400000 | PA      | $342000.00     | 0.01%             | 2026-04-07      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corp.                                                    | Novartis Capital Corp.                                                                                                       | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32591.85      | 0.00%             | 2025-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                                   | Chesapeake Energy Corp.                                                                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       16152 | NS      | $1524264.24    | 0.03%             |  |  |  | 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        |       12629 | NS      | $294239.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      502000 | PA      | $429356.36     | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                          | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1529000 | PA      | $1319966.86    | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| KKR Industrial Portfolio Trust                                            | KKR Industrial Portfolio Trust, Series 2021-KDIP, Class A                                                                    | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      453892 | PA      | $438507.73     | 0.01%             | 2037-12-15      | Floating      | 4.87%                 | 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        |     8266358 | PA      | $811953.95     | 0.02%             | 2053-07-15      | Variable      | 1.87%                 | 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      | $260699.94     | 0.01%             | 2038-08-10      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                               | Swedbank AB, Class A                                                                                                         | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |      104011 | NS      | $1769130.13    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal, Series H                                                                                                   | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1331000 | PA      | $1313269.31    | 0.03%             | 2024-09-14      | Fixed         | 4.25%                 | No            | 2                  | 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        |      100000 | PA      | $78885.56      | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      285000 | PA      | $273896.40     | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1306000 | PA      | $1201520.00    | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class A                                                                              | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      469000 | PA      | $449286.52     | 0.01%             | 2036-04-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   111918034 | PA      | $-459858.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    11074546 | PA      | $346879.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                           | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      849000 | PA      | $663926.49     | 0.01%             | 2029-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      694000 | PA      | $714629.15     | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                               | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |      284408 | NS      | $3.43          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       19543 | NS      | $1202089.93    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      256708 | NS      | $21460788.80   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                              | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     5655000 | PA      | $5438525.04    | 0.12%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      502000 | PA      | $398060.89     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | 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        |      410000 | PA      | $342182.31     | 0.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | EOG Resources, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         490 | NC      | $144550.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       45427 | NS      | $1421954.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                                         | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $193037.50     | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | 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      | $862587.43     | 0.02%             | 2029-04-27      | Variable      | 12.11%                | No            | 2                  | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                  | Brex Commercial Charge Card Master Trust, Series 2021-1, Class A                                                             | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1438000 | PA      | $1422398.56    | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | 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        |      250000 | PA      | $245119.53     | 0.01%             | 2051-07-25      | Floating      | 10.29%                | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      502000 | PA      | $409545.66     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00C7XKWF4<br>LEI: N/A                  | N/A              | DE               |  | US        |         194 | NC      | $79055.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Total Return Basket Swap                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    -4339118 | NS      | $505105.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       16165 | NS      | $544275.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deep Instinct Ltd., Series D-2                                            | Deep Instinct Ltd., Series D-2                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      639810 | NS      | $4395494.70    | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -109004430 | PA      | $-311372.74    | -0.01%            |  |  |  | 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        |     3738332 | PA      | $3122017.13    | 0.07%             | 2053-01-15      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| adidas AG                                                                 | adidas AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        5625 | NS      | $762336.20     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Klabin Austria GmbH                                                       | Klabin Austria GmbH                                                                                                          | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      303000 | PA      | $243915.00     | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Generate CLO 3 Ltd.                                                       | Generate CLO 3 Ltd., Series 3A, Class BR                                                                                     | CUSIP: 98625UAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      725000 | PA      | $708549.03     | 0.02%             | 2029-10-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      251000 | PA      | $226373.32     | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      893000 | PA      | $608236.78     | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Sika AG                                                                   | Sika AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         816 | NS      | $196169.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1176094.68    | 0.03%             | 2026-07-22      | Variable      | 4.83%                 | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp.                                                     | Thomson Reuters Corp.                                                                                                        | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $21758.12      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12134854 | PA      | $11308480.71   | 0.25%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       11348 | NS      | $566492.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Swedbank AB                                                               | Swedbank AB                                                                                                                  | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      300000 | PA      | $308882.13     | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                                   | Equate Petrochemical BV                                                                                                      | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | NL        |      267000 | PA      | $254784.75     | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00CA6HGJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |          83 | NC      | $58515.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -54665000 | PA      | $-614743.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RIAL Issuer Ltd.                                                          | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                                                   | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1395000 | PA      | $1361169.39    | 0.03%             | 2037-01-19      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    19645890 | PA      | $389025.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| La Francaise des Jeux SAEM                                                | La Francaise des Jeux SAEM                                                                                                   | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       21435 | NS      | $862513.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Salt Pay Co. Ltd.                                                         | Salt Pay Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |        1159 | NS      | $1091117.37    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                           | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      475000 | PA      | $520980.00     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                                                                | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      242000 | PA      | $152306.19     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      203000 | PA      | $181685.00     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                                                                   | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1039842.50    | 0.02%             | 2024-02-15      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       26954 | NS      | $752465.15     | 0.02%             |  |  |  | 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        |      300000 | PA      | $337517.56     | 0.01%             | 2026-01-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Muang Thai Life Assurance PCL                                             | Muang Thai Life Assurance PCL                                                                                                | CUSIP: N/A<br>LEI: 549300V70GAMNLTH3D74       | Long             | DBT              | CORP              | TH        |      400000 | PA      | $332200.00     | 0.01%             | 2037-01-27      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      703571 | NS      | $16246884.90   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       90780 | NS      | $0.91          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                                                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        2552 | NS      | $857829.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $176725.00     | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00PA44N20<br>LEI: N/A                  | N/A              | DE               |  | US        |        -542 | NC      | $-96205.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7HXS4<br>LEI: N/A                  | N/A              | DE               |  | US        |         401 | NC      | $587465.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                                                           | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      759000 | PA      | $689475.06     | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Kingsoft Corp. Ltd.                                                       | Kingsoft Corp. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |      250400 | NS      | $829840.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                     | Grupo Bimbo SAB de CV                                                                                                        | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |      202000 | PA      | $200144.13     | 0.00%             | 2023-04-17      | Variable      | 5.95%                 | 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      | $118828.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        2773 | NS      | $415839.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes-Benz Group AG                                                                                                       | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      264438 | NS      | $17292910.11   | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series N                                                                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       43000 | PA      | $38042.25      | 0.00%             | 2027-03-11      | Variable      | 1.66%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $328943.73     | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Univar Solutions, Inc.                                                    | Univar Solutions, Inc.                                                                                                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       16550 | NS      | $526290.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deep Instinct Ltd.                                                        | Deep Instinct Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       24748 | NS      | $144033.36     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00PA12ET8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -813 | NC      | $-56503.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                                                        | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1457000 | PA      | $1386290.96    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Treasury Wine Estates Ltd.                                                | Treasury Wine Estates Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |       40466 | NS      | $373841.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SoFi Technologies, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          79 | NC      | $1619.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                  | CUSIP: 00C9SEE52<br>LEI: N/A                  | N/A              | DE               |  | US        |         104 | NC      | $1040.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    28571969 | PA      | $-1553013.52   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        4867 | NS      | $719099.25     | 0.02%             |  |  |  | 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        |     2882000 | PA      | $2910172.95    | 0.06%             | 2028-11-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class G                                                                              | CUSIP: 05601PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1291000 | PA      | $1184036.26    | 0.03%             | 2036-04-15      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1267000 | PA      | $902660.53     | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Sani/Ikos Financial Holdings 1 SARL                                       | Sani/Ikos Financial Holdings 1 SARL                                                                                          | CUSIP: N/A<br>LEI: 213800TZMBQZ462Y8A24       | Long             | DBT              | CORP              | LU        |     1769000 | PA      | $1751604.10    | 0.04%             | 2026-12-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       64750 | NS      | $11715425.08   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                   | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      166000 | PA      | $104380.80     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co.                           | Dr Sulaiman Al Habib Medical Services Group Co.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        2041 | NS      | $119186.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P Regional Banking ETF                                                                                                | CUSIP: 00P83V6R0<br>LEI: N/A                  | N/A              | DE               |  | US        |        3546 | NC      | $202122.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       12572 | NS      | $560459.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                             | CUSIP: 00C7XHNW4<br>LEI: N/A                  | N/A              | DE               |  | US        |         150 | NC      | $225.00        | 0.00%             |  |  |  | No            | 1                  | 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        |      590000 | PA      | $504032.22     | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                               | CUSIP: 00P9F4RD3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -80 | NC      | $-28200.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hygeia Healthcare Holdings Co. Ltd.                                       | Hygeia Healthcare Holdings Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 2549001Z9KHQTRR29237       | Long             | EC               | CORP              | KY        |      114000 | NS      | $813362.47     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       24934 | NS      | $1586301.08    | 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      | $-4389851.88   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                                                             | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |      200000 | PA      | $166725.00     | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00C8SFHC3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -450 | NC      | $-706500.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1618000 | PA      | $1575233.57    | 0.04%             | 2024-03-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      113639 | NS      | $20074329.35   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                 | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      530000 | PA      | $519189.75     | 0.01%             | 2051-07-25      | Floating      | 6.89%                 | 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      | $190939.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Endeavour Group Ltd.                                                      | Endeavour Group Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |      110915 | NS      | $482693.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      215023 | NS      | $23856801.85   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Embraer SA                                                                | Embraer SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |      219876 | NS      | $598946.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       97207 | NS      | $33801790.11   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1688000 | PA      | $1526313.67    | 0.03%             | 2025-07-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                                      | Caterpillar Financial Services Corp.                                                                                         | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      944000 | PA      | $880593.42     | 0.02%             | 2024-09-13      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    28398145 | PA      | $-1638833.99   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      502000 | PA      | $455144.75     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    35835005 | NS      | $19555649.96   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       73735 | NS      | $1357461.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   277141154 | PA      | $-205741.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Jingrui Holdings Ltd.                                                     | Jingrui Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300RXCFKI6KHCMP52       | Long             | DBT              | CORP              | KY        |      470000 | PA      | $18800.00      | 0.00%             | 2023-07-25      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                           | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      166000 | PA      | $160939.96     | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      113608 | PA      | $-121659.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      502000 | PA      | $476531.14     | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Leviathan Bond Ltd.                                                       | Leviathan Bond Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |      224000 | PA      | $222432.00     | 0.00%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    12206927 | PA      | $363126.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      132013 | NS      | $6764346.12    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      246195 | NS      | $14018144.89   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., Term Loan B                                                                                                     | CUSIP: 05349UBE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      280000 | PA      | $165900.00     | 0.00%             | 2027-12-15      | Variable      | 14.34%                | 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        |      155889 | NS      | $1218776.55    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340470.54     | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Sky Ltd.                                                                  | Sky Ltd.                                                                                                                     | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      278000 | PA      | $271361.94     | 0.01%             | 2024-09-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                           | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      576000 | PA      | $488628.00     | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      475000 | PA      | $445868.25     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Zscaler, Inc.                                                             | Zscaler, Inc.                                                                                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       26350 | NS      | $2948565.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                  | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1012000 | PA      | $943879.75     | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                           | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2436436.50    | 0.05%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1619000 | PA      | $1283548.20    | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PNC Bank NA                                                               | PNC Bank NA                                                                                                                  | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1250695.90    | 0.03%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sonova Holding AG                                                         | Sonova Holding AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |        2551 | NS      | $605859.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     1036000 | NS      | $15046307.95   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                             | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      295000 | PA      | $241165.23     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       36720 | PA      | $-50241.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                   | Mercedes-Benz Finance North America LLC                                                                                      | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      928000 | PA      | $881132.57     | 0.02%             | 2024-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                                            | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      202000 | PA      | $194967.88     | 0.00%             | 2081-01-23      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      320000 | PA      | $201357.02     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                               | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      613000 | PA      | $583882.50     | 0.01%             | 2027-10-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $161912.50     | 0.00%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sendas Distribuidora SA                                                   | Sendas Distribuidora SA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       99112 | NS      | $365502.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      299000 | PA      | $260121.24     | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                                                       | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $996620.48     | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Remy Cointreau SA                                                         | Remy Cointreau SA                                                                                                            | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |        1468 | NS      | $247524.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Health International, Inc.                                             | JD Health International, Inc.                                                                                                | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |      221050 | NS      | $1996092.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      957000 | PA      | $894339.45     | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00C80MS10<br>LEI: N/A                  | N/A              | DE               |  | US        |         -41 | NC      | $-410.00       | -0.00%            |  |  |  | No            | 1                  | 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      | $219660.43     | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                | Vivo Energy Investments BV                                                                                                   | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      558000 | PA      | $497247.75     | 0.01%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                            | CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class E                                                                    | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      558663 | PA      | $534809.15     | 0.01%             | 2037-12-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      502000 | PA      | $396801.83     | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        7376 | NS      | $347044.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Dongfeng Motor Group Co. Ltd.                                             | Dongfeng Motor Group Co. Ltd., Class H                                                                                       | CUSIP: N/A<br>LEI: 3003002JNYOYPX54GE50       | Long             | EC               | CORP              | CN        |      218000 | NS      | $124560.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.357       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  3571562910 | NC      | $103853.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       26088 | NS      | $692924.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp.                                                                                                           | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $867850.00     | 0.02%             | 2028-11-15      | Fixed         | 4.12%                 | 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      | $6139771.68    | 0.14%             |  |  |  | Yes           | 3                  | On Loan: No      |
| India Green Energy Holdings                                               | India Green Energy Holdings                                                                                                  | CUSIP: 45410FAA3<br>LEI: 2549005BFUXXT5HWAG36 | Long             | DBT              | CORP              | MU        |      250000 | PA      | $240625.00     | 0.01%             | 2024-04-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                                                        | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      539000 | PA      | $516825.54     | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Legal & General Group plc                                                 | Legal & General Group plc                                                                                                    | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |      104125 | NS      | $312180.76     | 0.01%             |  |  |  | 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      | $1764298.45    | 0.04%             | 2033-02-15      | Floating      | 8.57%                 | No            | 3                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       22000 | PA      | $20647.22      | 0.00%             | 2024-10-18      | Fixed         | 1.22%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain                                                       | Cie de Saint-Gobain                                                                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      190034 | NS      | $9296624.00    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                       | Sun Country Airlines Holdings, Inc.                                                                                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      323187 | NS      | $5125745.82    | 0.11%             |  |  |  | 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      | $46634.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., 1st Lien Term Loan                                                                                     | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      537610 | PA      | $437883.70     | 0.01%             | 2028-10-06      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                             | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      352000 | PA      | $282194.30     | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| DP World Salaam                                                           | DP World Salaam                                                                                                              | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |      404000 | PA      | $398950.00     | 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        |       60006 | NS      | $7391539.08    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   405600497 | PA      | $13474911.01   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12216382 | PA      | $-151284.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                       | DBWF Mortgage Trust, Series 2018-GLKS, Class C                                                                               | CUSIP: 23307GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446890 | PA      | $427834.66     | 0.01%             | 2030-12-19      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                                    | Signal Peak CLO 8 Ltd., Series 2020-8A, Class A                                                                              | CUSIP: 56845NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244239.93     | 0.01%             | 2033-04-20      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| ZOZO, Inc.                                                                | ZOZO, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |       25200 | NS      | $622333.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RXO, Inc.                                                                 | RXO, Inc.                                                                                                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      109175 | NS      | $1877810.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Pandora A/S                                                               | Pandora A/S                                                                                                                  | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        5478 | NS      | $387193.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      404000 | PA      | $308050.00     | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Kering SA                                                                 | Kering SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |       24613 | NS      | $12526242.86   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    43215930 | PA      | $1948370.12    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Li Auto, Inc.                                                             | Li Auto, Inc., Class A                                                                                                       | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | EC               | CORP              | KY        |        9900 | NS      | $95720.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jinxin Fertility Group Ltd.                                               | Jinxin Fertility Group Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 2549000NTC85I8X21O47       | Long             | EC               | CORP              | KY        |     1005000 | NS      | $924009.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                               | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1959000 | PA      | $1808857.34    | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Symbotic Corp. Class A Legended                                           | Symbotic Corp. Class A Legended, Class A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       73345 | NS      | $875739.30     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                                                | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      502000 | PA      | $493446.96     | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Ronshine China Holdings Ltd.                                              | Ronshine China Holdings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |      723000 | PA      | $36150.00      | 0.00%             | 2025-01-25      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                               | CUSIP: 00C9KDE60<br>LEI: N/A                  | N/A              | DE               |  | US        |          82 | NC      | $13120.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class A                                                                                        | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385010 | PA      | $370284.60     | 0.01%             | 2038-11-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Lululemon Athletica, Inc.                                                 | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       11250 | NS      | $3604275.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd.                                                       | Capri Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |       30606 | NS      | $1754335.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cold Storage Trust                                                        | Cold Storage Trust, Series 2020-ICE5, Class A                                                                                | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1434183 | PA      | $1394569.89    | 0.03%             | 2037-11-15      | Floating      | 5.22%                 | 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      | $-5046854.36   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         420 | NC      | $630.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                                                          | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      978000 | PA      | $993283.77     | 0.02%             | 2032-10-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                                                       | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1177000 | PA      | $1082840.00    | 0.02%             | 2024-11-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV                                                                                                 | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |      221000 | PA      | $221588.28     | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 00C8M2JS1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -87 | NC      | $-6046.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                            | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A                                                     | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      194000 | PA      | $187516.60     | 0.00%             | 2036-11-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                          | Bonos and Obligaciones del Estado                                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    10128000 | PA      | $9922655.62    | 0.22%             | 2032-10-31      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      940000 | PA      | $917242.55     | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Industrial Select Sector SPDR Fund                                        | Industrial Select Sector SPDR Fund                                                                                           | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Long             |  | RF                | US        |       28211 | NS      | $2770602.31    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $210857.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TICP CLO IX Ltd.                                                          | TICP CLO IX Ltd., Series 2017-9A, Class B                                                                                    | CUSIP: 87249AAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244207.00     | 0.01%             | 2031-01-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      424000 | PA      | $381070.00     | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | 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        |      414248 | PA      | $371446.41     | 0.01%             | 2038-07-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   150216787 | PA      | $3815753.55    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Temenos AG                                                                | Temenos AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |        3083 | NS      | $169606.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      305000 | PA      | $300763.18     | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      947000 | PA      | $691191.63     | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| Chenango Park CLO Ltd.                                                    | Chenango Park CLO Ltd., Series 2018-1A, Class A2                                                                             | CUSIP: 16409TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400778 | PA      | $387031.35     | 0.01%             | 2030-04-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       42000 | PA      | $38866.52      | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Med Trust                                                                 | Med Trust, Series 2021-MDLN, Class G                                                                                         | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3909316 | PA      | $3572422.09    | 0.08%             | 2038-11-15      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       21300 | NS      | $485831.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3043102 | PA      | $-100234.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -221727000 | PA      | $-1125493.71   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1036800.16    | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                     | Covanta Holding Corp.                                                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      331000 | PA      | $271178.37     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Imperial Oil Ltd.                                                         | Imperial Oil Ltd.                                                                                                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       10309 | NS      | $502125.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      426000 | PA      | $343338.96     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| China Tourism Group Duty Free Corp. Ltd.                                  | China Tourism Group Duty Free Corp. Ltd., Class A                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       21400 | NS      | $665375.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                           | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      437000 | PA      | $430041.30     | 0.01%             | 2025-05-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLI Ltd.                                             | Madison Park Funding XLI Ltd., Series 12A, Class BR                                                                          | CUSIP: 04965CAL2<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |      286579 | PA      | $280519.26     | 0.01%             | 2027-04-22      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                                                      | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $722642.61     | 0.02%             | 2026-02-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       77146 | NS      | $7184606.98    | 0.16%             |  |  |  | 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      | $-5939870.73   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 8                                                          | Pikes Peak CLO 8, Series 2021-8A, Class A                                                                                    | CUSIP: 72133CAA0<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $240380.88     | 0.01%             | 2034-07-20      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      370000 | PA      | $317344.38     | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| LKQ Corp.                                                                 | LKQ Corp.                                                                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        3999 | NS      | $213586.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dali Foods Group Co. Ltd.                                                 | Dali Foods Group Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 52990093PPQC644N7T38       | Long             | EC               | CORP              | KY        |       92500 | NS      | $42082.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonder Corp.                                                              | Sonder Corp.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     4734182 | PA      | $4266918.01    | 0.09%             | 2027-01-19      | Floating      | 11.10%                | No            | 3                  | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                     | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      439000 | PA      | $389557.63     | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc., Class B                                                                                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      104023 | NS      | $18083358.32   | 0.40%             |  |  |  | No            | 1                  | 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        |        7200 | NS      | $230182.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1816774.45    | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      300000 | PA      | $365200.58     | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7HZ29<br>LEI: N/A                  | N/A              | DE               |  | US        |        -401 | NC      | $-168420.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wynn Las Vegas LLC                                                        | Wynn Las Vegas LLC                                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      108000 | PA      | $97466.85      | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2706656 | PA      | $130364.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      502000 | PA      | $397936.44     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Genuine Parts Co.                                                         | Genuine Parts Co.                                                                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        2762 | NS      | $479234.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       79000 | PA      | $69939.49      | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Hexagon AB                                                                | Hexagon AB, Class B                                                                                                          | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |      184665 | NS      | $1936229.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Carnival Corp.                                                                                                               | CUSIP: 00PABU3M2<br>LEI: N/A                  | N/A              | DE               |  | US        |         131 | NC      | $5174.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                                                           | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      362000 | PA      | $350654.43     | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       19120 | NS      | $305155.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -19645890 | PA      | $-104924.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                                                                 | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |       46000 | PA      | $43990.86      | 0.00%             | 2026-01-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Star Energy Geothermal Darajat II                                         | Star Energy Geothermal Darajat II                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      200000 | PA      | $165787.50     | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |      132691 | NS      | $10107073.47   | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                               | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1685118.90    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C7Y8KT3<br>LEI: N/A                  | N/A              | DE               |  | US        |        1306 | NC      | $28079.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       71785 | NS      | $7670227.25    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Want Want China Holdings Ltd.                                             | Want Want China Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | KY        |      179000 | NS      | $119277.76     | 0.00%             |  |  |  | No            | 2                  | 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      | $378442.54     | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Aier Eye Hospital Group Co. Ltd.                                          | Aier Eye Hospital Group Co. Ltd., Class A                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      151197 | NS      | $677132.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                                                           | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3984000 | PA      | $3971606.49    | 0.09%             | 2023-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                        | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      496000 | PA      | $467232.00     | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9135700 | PA      | $8165031.88    | 0.18%             | 2042-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |      341000 | PA      | $270153.84     | 0.01%             | 2031-05-11      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        2179 | NS      | $719549.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                                           | Polski Koncern Naftowy ORLEN SA                                                                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |       16451 | NS      | $241687.04     | 0.01%             |  |  |  | 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        |       44616 | NS      | $32466763.32   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                             | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |       56276 | NS      | $9546660.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank                                                       | First Republic Bank                                                                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        5163 | NS      | $629318.07     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleperformance                                                           | Teleperformance                                                                                                              | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |        1177 | NS      | $281380.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ACRES Commercial Realty Ltd.                                              | ACRES Commercial Realty Ltd., Series 2021-FL1, Class A                                                                       | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497500 | PA      | $480116.22     | 0.01%             | 2036-06-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                            | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $415646.68     | 0.01%             | 2027-07-24      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Kirk Beauty SUN GmbH                                                      | Kirk Beauty SUN GmbH                                                                                                         | CUSIP: N/A<br>LEI: 9845005056B369360745       | Long             | DBT              | CORP              | DE        |     2106017 | PA      | $1360521.89    | 0.03%             | 2026-10-01      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -23009251 | PA      | $-59107.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO III Ltd.                                      | Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class A2R2                                                           | CUSIP: 08180EBL7<br>LEI: 549300Y1V90IQ456QX97 | Long             | ABS-CBDO         | CORP              | KY        |      283000 | PA      | $278571.84     | 0.01%             | 2029-07-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                                                 | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       31000 | PA      | $27183.69      | 0.00%             | 2026-03-01      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      970000 | PA      | $956129.75     | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                                                                  | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      502000 | PA      | $481962.14     | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    16915000 | PA      | $1269552.30    | 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      | $-6935816.85   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -376 | NC      | $-200972.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00P8CJ549<br>LEI: N/A                  | N/A              | DE               |  | US        |         225 | NC      | $675.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      348000 | PA      | $320235.03     | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                  | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                                                              | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1772593 | PA      | $1718776.90    | 0.04%             | 2027-03-16      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        | 13831100000 | PA      | $105412792.81  | 2.34%             | 2023-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Med Trust                                                                 | Med Trust, Series 2021-MDLN, Class A                                                                                         | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381000 | PA      | $366667.05     | 0.01%             | 2038-11-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Glencore plc                                                              | Glencore plc                                                                                                                 | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |     2978488 | NS      | $19862485.56   | 0.44%             |  |  |  | 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      | $701707.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ovintiv, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         279 | NC      | $6975.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NXSS, Class A                                               | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      429000 | PA      | $427920.72     | 0.01%             | 2039-08-15      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        6516 | NS      | $335379.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C8RZJE4<br>LEI: N/A                  | N/A              | DE               |  | US        |          86 | NC      | $241015.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Agile Group Holdings Ltd.                                                 | Agile Group Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      215000 | PA      | $112848.13     | 0.00%             | 2025-04-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lions Gate Entertainment Corp.                                            | Lions Gate Entertainment Corp., Class A                                                                                      | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      102826 | NS      | $587136.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00C9K6623<br>LEI: N/A                  | N/A              | DE               |  | US        |         809 | NC      | $25888.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp. Japan                                                        | Oracle Corp. Japan                                                                                                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |        5500 | NS      | $357618.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd.                                                  | QBE Insurance Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       78747 | NS      | $714368.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1243221.62    | 0.03%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      382000 | PA      | $232281.88     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00P7Y72Q7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -304 | NC      | $-64752.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Otis Worldwide Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -286 | NC      | $-2860.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bank NA                                                     | Texas Capital Bank NA                                                                                                        | CUSIP: 88225GAA6<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2781719.89    | 0.06%             | 2024-09-30      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Microport Cardioflow Medtech Corp.                                        | Microport Cardioflow Medtech Corp.                                                                                           | CUSIP: N/A<br>LEI: 254900V03B971A7FK886       | Long             | EC               | CORP              | KY        |     2890000 | NS      | $959988.05     | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                                                        | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1514000 | PA      | $1351999.08    | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    25547680 | PA      | $-204632.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      361000 | PA      | $338539.66     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | 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      | $970169.52     | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      502000 | PA      | $459393.42     | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       11398 | NS      | $537985.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Capital Corp.                                              | American Water Capital Corp.                                                                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $910460.25     | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| VAT Group AG                                                              | VAT Group AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |         715 | NS      | $196280.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $341939.42     | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Informa plc                                                               | Informa plc                                                                                                                  | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $327408.81     | 0.01%             | 2026-07-05      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                                         | Kobayashi Pharmaceutical Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |        7600 | NS      | $520923.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        4855 | NS      | $681810.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BR                                                                                | CUSIP: 29001LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      475000 | PA      | $455215.59     | 0.01%             | 2034-04-20      | Floating      | 5.89%                 | 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      | $132471.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | GBP/USD One-touch barrier option; Barrier price GBP 1.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1008640 | PA      | $37315.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1467630.00    | 0.03%             | 2027-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR REMIC Trust                        | Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2022-DNA1, Class B1                                               | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481898 | PA      | $427447.14     | 0.01%             | 2042-01-25      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        4898 | NS      | $720152.94     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Promigas SA ESP                                                           | Promigas SA ESP                                                                                                              | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $179025.00     | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      271000 | PA      | $207909.57     | 0.00%             | 2032-07-21      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dynatrace, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -273 | NC      | $-13650.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -2811068 | PA      | $-84312.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OQ SAOC                                                                   | OQ SAOC                                                                                                                      | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | NUSS              | OM        |      202000 | PA      | $190486.00     | 0.00%             | 2028-05-06      | Fixed         | 5.12%                 | 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      | $238643.70     | 0.01%             | 2034-01-15      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        5370 | NS      | $902643.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Rialto                                                                 | FS Rialto, Series 2021-FL3, Class A                                                                                          | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      111000 | PA      | $105305.58     | 0.00%             | 2036-11-16      | Floating      | 5.58%                 | No            | 2                  | 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        |      250000 | PA      | $246173.00     | 0.01%             | 2031-05-20      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                         | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      441000 | PA      | $389265.19     | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dynatrace, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         273 | NC      | $4095.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                             | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     1636000 | PA      | $1534595.45    | 0.03%             | 2024-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                       | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1353000 | PA      | $1340992.13    | 0.03%             | 2024-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   164792971 | PA      | $-668705.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corportation Trust                                 | GS Mortgage Securities Corportation Trust, Series 2021-IP, Class A                                                           | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356928 | PA      | $332767.08     | 0.01%             | 2036-10-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class B                                                                              | CUSIP: 05601PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1204000 | PA      | $1125879.42    | 0.03%             | 2036-04-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Affinity Gaming                                                           | Affinity Gaming                                                                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      319000 | PA      | $270460.65     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| China Merchants Bank Co. Ltd.                                             | China Merchants Bank Co. Ltd., Class H                                                                                       | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |      123500 | NS      | $683431.30     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Haidilao International Holding Ltd.                                       | Haidilao International Holding Ltd.                                                                                          | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |      343000 | NS      | $978257.22     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      502000 | PA      | $377617.45     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Ares LV CLO Ltd.                                                          | Ares LV CLO Ltd., Series 2020-55A, Class BR                                                                                  | CUSIP: 04018BAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      790000 | PA      | $751574.16     | 0.02%             | 2034-07-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1043 | NC      | $-606504.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Splunk, Inc.                                                              | Splunk, Inc.                                                                                                                 | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      335000 | PA      | $322772.50     | 0.01%             | 2023-09-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1060000 | PA      | $1038916.60    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       24680 | NS      | $5070259.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                      | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      621000 | PA      | $613353.94     | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | 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        |        3826 | NS      | $604278.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nice Ltd.                                                                 | Nice Ltd.                                                                                                                    | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       61847 | NS      | $11893178.10   | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Hermes International                                                      | Hermes International                                                                                                         | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        4484 | NS      | $6940570.78    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      947000 | PA      | $907955.60     | 0.02%             | 2025-02-04      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Sinic Holdings Group Co. Ltd.                                             | Sinic Holdings Group Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 300300N5XRCGHA7P7B13       | Long             | DBT              | CORP              | KY        |      250000 | PA      | $2500.00       | 0.00%             | 2022-06-18      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                                                             | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      662000 | PA      | $654939.11     | 0.01%             | 2023-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00P7XJD15<br>LEI: N/A                  | N/A              | DE               |  | US        |        -194 | NC      | $-5238.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class A1R                                                                              | CUSIP: 96466CAL2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      397000 | PA      | $383057.12     | 0.01%             | 2034-10-24      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2172192.77    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      300000 | PA      | $370024.93     | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                                                     | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       45469 | NS      | $266421.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                | BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A                                                        | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      589930 | PA      | $578772.42     | 0.01%             | 2034-09-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -423 | NC      | $-19458.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                             | CUSIP: 00C832CC4<br>LEI: N/A                  | N/A              | DE               |  | US        |         392 | NC      | $2548.00       | 0.00%             |  |  |  | No            | 1                  | 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      | $1308687.11    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                                                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        5689 | NS      | $1066630.61    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FEL Energy VI SARL                                                        | FEL Energy VI SARL                                                                                                           | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |      427789 | PA      | $364502.78     | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                                                     | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      147362 | NS      | $792534.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      300000 | PA      | $290777.62     | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                 | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5843000 | PA      | $5681418.96    | 0.13%             | 2024-07-30      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    61779674 | PA      | $-267475.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      122574 | PA      | $19360580.42   | 0.43%             | 2024-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      914000 | PA      | $705916.36     | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class F                                                                              | CUSIP: 05601PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1141000 | PA      | $1046620.36    | 0.02%             | 2036-04-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      124000 | PA      | $121434.73     | 0.00%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                              | Chipotle Mexican Grill, Inc.                                                                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1430 | NS      | $1984110.70    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00PA4HRZ4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -251 | NC      | $-87222.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       16074 | NS      | $5409383.22    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1101 | NC      | $-44040.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                    | GSK Consumer Healthcare Capital US LLC                                                                                       | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2300391.78    | 0.05%             | 2027-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Align Technology, Inc.                                                                                                       | CUSIP: 00P7Y6KC0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -63 | NC      | $-10395.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         213 | NC      | $-516936.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MCM Trust                                                                 | MCM Trust, Series 2018-NPL2                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     2775115 | PA      | $2716143.92    | 0.06%             | 2028-08-25      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       15206 | NS      | $695066.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Harvest CLO XVIII DAC                                                     | Harvest CLO XVIII DAC, Series 18X, Class B                                                                                   | CUSIP: N/A<br>LEI: 635400FOHHRBPKDLBO13       | Long             | ABS-CBDO         | CORP              | IE        |      231000 | PA      | $233643.51     | 0.01%             | 2030-10-15      | Floating      | 2.58%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                      | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      742000 | PA      | $138336.63     | 0.00%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                             | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      359000 | PA      | $242773.75     | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class B                                                              | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      827440 | PA      | $723611.17     | 0.02%             | 2050-11-15      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| Diageo plc                                                                | Diageo plc                                                                                                                   | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |      -31620 | NS      | $-1384066.67   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        3753 | NS      | $445814.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-MFM1, Class F                                                                                          | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1282380 | PA      | $1179557.49    | 0.03%             | 2034-01-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -448566423 | PA      | $-2579661.76   | -0.06%            |  |  |  | No            | 2                  | 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      | $1189612.13    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1128000 | PA      | $1108964.86    | 0.02%             | 2024-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                                      | Liberty Media Corp.-Liberty SiriusXM, Class A                                                                                | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      185022 | NS      | $7273214.82    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56354.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00P7XGYK6<br>LEI: N/A                  | N/A              | DE               |  | US        |          90 | NC      | $11970.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2018-1X, Class B                                                                       | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |      207000 | PA      | $210591.30     | 0.00%             | 2031-12-20      | Floating      | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    27251107 | PA      | $297461.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shanghai Jinjiang International Hotels Co. Ltd.                           | Shanghai Jinjiang International Hotels Co. Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 300300KOJEHP8FQX5092       | Long             | EC               | CORP              | CN        |       74500 | NS      | $626355.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      499000 | PA      | $484413.37     | 0.01%             | 2024-03-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                     | Trinitas CLO XIV Ltd., Series 2020-14A, Class C                                                                              | CUSIP: 89641QAG5<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      343138 | PA      | $326193.54     | 0.01%             | 2034-01-25      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                                                            | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        2628 | NS      | $274981.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                    | Perusahaan Penerbit SBSN Indonesia III                                                                                       | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      280000 | PA      | $276880.80     | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        4016 | NS      | $996409.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shionogi & Co. Ltd.                                                       | Shionogi & Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        9200 | NS      | $459016.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     7642509 | NS      | $52.04         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                                                       | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $195841.14     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                              | ViaSat, Inc.                                                                                                                 | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      928000 | PA      | $842948.80     | 0.02%             | 2027-04-15      | 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      | $12634998.45   | 0.28%             |  |  |  | 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      | $276104.27     | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Verge Genomics                                                            | Verge Genomics                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      378004 | NS      | $1787958.92    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2019-XL, Class J                                                                        | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3494272 | PA      | $3321510.44    | 0.07%             | 2036-10-15      | Floating      | 7.10%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      605000 | PA      | $563141.56     | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      487000 | PA      | $312288.75     | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $928360.48     | 0.02%             | 2026-08-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      251000 | PA      | $204979.23     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | 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      | $246381.00     | 0.01%             | 2030-10-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       30809 | NS      | $13209666.84   | 0.29%             |  |  |  | No            | 1                  | 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      | $290872.75     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Suzano SA                                                                 | Suzano SA                                                                                                                    | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               | CORP              | BR        |       19253 | NS      | $178428.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5328469 | PA      | $317921.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                        | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3335 | NS      | $2099882.75    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00C9PN5F3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -809 | NC      | $-2022.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp.                                                               | Cigna Corp.                                                                                                                  | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1351000 | PA      | $1336191.32    | 0.03%             | 2023-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Agricultural Bank of China Ltd.                                           | Agricultural Bank of China Ltd., Class H                                                                                     | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |     1420000 | NS      | $485777.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      754000 | PA      | $600268.09     | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        | 36044800000 | PA      | $274730482.92  | 6.11%             | 2023-03-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -87233144 | PA      | $-318423.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00PABF9X5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -82 | NC      | $-22755.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA                                                          | Pernod Ricard SA                                                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Short            | EC               | CORP              | FR        |       -7401 | NS      | $-1455944.60   | -0.03%            |  |  |  | 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        |     1095852 | PA      | $973056.30     | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rotor Acquisition Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       30984 | NS      | $1549.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        8429 | NS      | $7680926.25    | 0.17%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      500000 | PA      | $-14478.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FANUC Corp.                                                               | FANUC Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |      100900 | NS      | $15099340.04   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                                                                     | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        4648 | NS      | $602659.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70408117 | PA      | $68912291.69   | 1.53%             | 2024-01-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                                                             | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $173412.50     | 0.00%             | 2024-01-21      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                           | Canyon CLO Ltd., Series 2020-3A, Class B                                                                                     | CUSIP: 13876RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $239708.05     | 0.01%             | 2034-01-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      237000 | PA      | $229813.74     | 0.01%             | 2025-04-24      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                                                          | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      499000 | PA      | $482083.02     | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| USB Capital IX                                                            | USB Capital IX                                                                                                               | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $708749.74     | 0.02%             | 2023-01-30      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                                 | Mexico City Airport Trust                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      463000 | PA      | $356510.00     | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                           | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      473000 | PA      | $470031.02     | 0.01%             | 2023-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Allegro CLO VIII Ltd.                                                     | Allegro CLO VIII Ltd., Series 2018-2A, Class A                                                                               | CUSIP: 01750LAA1<br>LEI: 635400EGZEWLZ9KRXG08 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244485.15     | 0.01%             | 2031-07-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        2166 | NC      | $19927.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      371201 | NS      | $14105638.00   | 0.31%             |  |  |  | No            | 1                  | On Loan: —       |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1956000 | PA      | $1823032.27    | 0.04%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                         | MC Brazil Downstream Trading SARL                                                                                            | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      202000 | PA      | $165766.25     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Informatica, Inc.                                                         | Informatica, Inc., Class A                                                                                                   | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      100618 | NS      | $1639067.22    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Shelf Drilling North Sea Holdings Ltd.                                    | Shelf Drilling North Sea Holdings Ltd.                                                                                       | CUSIP: 822541AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1145000 | PA      | $1127681.88    | 0.03%             | 2025-10-31      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     4522125 | PA      | $522188.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                         | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |       13596 | NS      | $404432.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Chem Ltd.                                                              | LG Chem Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | DBT              | CORP              | KR        |      360000 | PA      | $281430.00     | 0.01%             | 2031-07-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       28000 | PA      | $26579.34      | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      290345 | NS      | $2714615.81    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2663000 | PA      | $2500715.95    | 0.06%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | 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        |      325721 | PA      | $293255.28     | 0.01%             | 2048-11-15      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -68765002 | PA      | $-330795.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Snam SpA                                                                  | Snam SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       45265 | NS      | $219482.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                    | Oportun Issuance Trust, Series 2021-B, Class A                                                                               | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1827000 | PA      | $1595748.94    | 0.04%             | 2031-05-08      | Fixed         | 1.47%                 | No            | 2                  | 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      | $287515.32     | 0.01%             | 2031-04-26      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                                                  | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2906000 | PA      | $2771389.43    | 0.06%             | 2026-12-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2753000 | PA      | $2647574.53    | 0.06%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class D                                                           | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      614000 | PA      | $519905.67     | 0.01%             | 2060-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      700000 | PA      | $687784.20     | 0.02%             | 2025-08-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                       | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      190007 | NS      | $1096329.32    | 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      | $-87251.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                                                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       12465 | NS      | $780184.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                        | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        5670 | NS      | $484785.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Uniper SE                                                                 | Uniper SE                                                                                                                    | CUSIP: N/A<br>LEI: 549300UXRTWGIBZQ4J67       | Long             | EC               | CORP              | DE        |       46005 | NS      | $126561.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1964000 | PA      | $1826488.87    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd.                                                            | HDFC Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |      200000 | PA      | $170500.00     | 0.00%             | 2026-08-25      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    46232494 | PA      | $-1994390.52   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom Corp.                                                            | Broadcom Corp.                                                                                                               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1702000 | PA      | $1609905.04    | 0.04%             | 2027-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66583.79      | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | 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      | $-65404.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bytedance Ltd., Series E-1                                                | Bytedance Ltd., Series E-1                                                                                                   | CUSIP: N/A<br>LEI: 2138001IW2EIZVJQ2K36       | Long             | EP               | CORP              | GB        |       82140 | NS      | $13537239.92   | 0.30%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                                | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1975000 | PA      | $1870896.76    | 0.04%             | 2038-04-15      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21614.91      | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV, Class A                                                                                        | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       70922 | NS      | $5888653.66    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      390000 | PA      | $-7622.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Glodon Co. Ltd.                                                           | Glodon Co. Ltd., Class A                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      104890 | NS      | $906741.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Corteva, Inc.                                                             | Corteva, Inc.                                                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       18819 | NS      | $1106180.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OD Intermediate SUBI Holdco II LLC                                        | OD Intermediate SUBI Holdco II LLC, Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6182048 | PA      | $5774032.70    | 0.13%             | 2026-04-01      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                 | CUSIP: 00P7XCFA8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -46 | NC      | $-35420.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                         | Kronos Acquisition Holdings, Inc., Term Loan                                                                                 | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      428697 | PA      | $412620.66     | 0.01%             | 2026-12-22      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                                                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       40785 | NS      | $741879.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| STWD Trust                                                                | STWD Trust, Series 2021-FLWR, Class E                                                                                        | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      723574 | PA      | $678198.02     | 0.02%             | 2036-07-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                                                 | Hanwha Aerospace Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |        9177 | NS      | $534416.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gohl Capital Ltd.                                                         | Gohl Capital Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |      300000 | PA      | $266681.25     | 0.01%             | 2027-01-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                          | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      854000 | PA      | $809704.40     | 0.02%             | 2028-04-25      | Variable      | 4.05%                 | No            | 2                  | On Loan: No      |
| Splunk, Inc.                                                              | Splunk, Inc.                                                                                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |       11243 | NS      | $967909.87     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1294217.16    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       68000 | PA      | $63263.54      | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -271 | NC      | $-13279.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Madison Park Funding XXVI Ltd.                                            | Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR                                                                    | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |      258581 | PA      | $256827.51     | 0.01%             | 2030-07-29      | Floating      | 5.61%                 | 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        |       36800 | NS      | $207249.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00CA2EZL9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -813 | NC      | $-24390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -9344300 | PA      | $-23119.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Telia Co. AB                                                              | Telia Co. AB                                                                                                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      399756 | NS      | $1021484.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cox Communications, Inc.                                                  | Cox Communications, Inc.                                                                                                     | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1142842.14    | 0.03%             | 2025-02-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154F6<br>LEI: N/A                  | N/A              | DE               |  | US        |        3732 | NC      | $363870.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shiba Bidco SpA                                                           | Shiba Bidco SpA                                                                                                              | CUSIP: N/A<br>LEI: 815600658C215B62EA21       | Long             | DBT              | CORP              | IT        |     2304000 | PA      | $2109726.85    | 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        |     3130318 | PA      | $2880169.29    | 0.06%             | 2060-04-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                      | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       98551 | NS      | $2756471.47    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                                                       | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      871000 | PA      | $871551.05     | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      540000 | PA      | $530741.93     | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                       | DBGS Mortgage Trust, Series 2018-BIOD, Class F                                                                               | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1718627 | PA      | $1619362.00    | 0.04%             | 2035-05-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       12764 | NS      | $4275174.16    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Volkswagen Financial Services NV                                          | Volkswagen Financial Services NV                                                                                             | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231729.12     | 0.01%             | 2025-10-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |     2251507 | PA      | $2289619.38    | 0.05%             | 2028-01-01      | Variable      | 9.44%                 | No            | 3                  | On Loan: No      |
| APA Corp.                                                                 | APA Corp.                                                                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        8081 | NS      | $377221.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      402000 | PA      | $323022.66     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -153626953 | PA      | $-28.67        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C7Y8KX4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -653 | NC      | $-2285.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pharmaron Beijing Co. Ltd.                                                | Pharmaron Beijing Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: 300300JYXHGVS5SNGG54       | Long             | EC               | CORP              | CN        |       34450 | NS      | $236717.57     | 0.01%             |  |  |  | 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      | $255705.93     | 0.01%             | 2030-07-19      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       46000 | PA      | $39918.25      | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            | 2                  | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                                                    | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |       13315 | NS      | $4343086.70    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Issuance Trust                                                    | Oportun Issuance Trust, Series 2021-B, Class D                                                                               | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $403775.80     | 0.01%             | 2031-05-08      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                               | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      834000 | PA      | $797053.80     | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Charter Communications, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          81 | NC      | $121905.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                              | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      136408 | NS      | $9248462.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                                                                  | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      541000 | PA      | $523216.81     | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    12842793 | PA      | $-88002.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      174273 | NS      | $123716.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -2750111 | PA      | $-7206.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                                                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       18910 | NS      | $1585414.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1854000 | PA      | $1773646.42    | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2019-XL, Class A                                                                        | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      555052 | PA      | $548209.02     | 0.01%             | 2036-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         375 | NS      | $924817.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries, Inc.                                                      | PPG Industries, Inc.                                                                                                         | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      420000 | PA      | $372281.91     | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AGL Energy Ltd.                                                           | AGL Energy Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      165138 | NS      | $903979.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1306092.64    | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK Telecom Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |       16064 | NS      | $602622.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BRF SA                                                                    | BRF SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |      404000 | PA      | $340193.25     | 0.01%             | 2030-01-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Anhui Gujing Distillery Co. Ltd.                                          | Anhui Gujing Distillery Co. Ltd., Class B                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        4200 | NS      | $67231.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      417000 | PA      | $409782.52     | 0.01%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                  | CUSIP: 00PADVKZ0<br>LEI: N/A                  | N/A              | DE               |  | US        |          63 | NC      | $1165.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       99000 | PA      | $94199.61      | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       47065 | NS      | $3685660.15    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119805.98     | 0.00%             | 2024-06-18      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                   | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2519 | NS      | $15441.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -46027104 | PA      | $-182100.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         840 | NC      | $203700.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                                                         | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      427000 | PA      | $371303.19     | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       39000 | PA      | $36588.80      | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      215000 | PA      | $208550.57     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Innovid Corp., Class A                                                                                                       | CUSIP: 457679116<br>LEI: N/A                  | N/A              | DE               |  | US        |       10869 | NS      | $4347.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -46018502 | PA      | $-437562.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                     | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       50071 | NS      | $1126.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      502000 | PA      | $428489.36     | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | 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      | $485315.29     | 0.01%             | 2031-07-15      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ford Motor Co.                                                                                                               | CUSIP: 00PADMU97<br>LEI: N/A                  | N/A              | DE               |  | US        |         416 | NC      | $11232.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29481390 | PA      | $7567815.15    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      290100 | NS      | $12300345.55   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| LONGi Green Energy Technology Co. Ltd.                                    | LONGi Green Energy Technology Co. Ltd., Class A                                                                              | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |       82700 | NS      | $503023.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ovintiv, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -279 | NC      | $-19530.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154K5<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3732 | NC      | $-78372.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class H                                                                                           | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      367500 | NS      | $473421.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Fortive Corp.                                                             | Fortive Corp.                                                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      321745 | NS      | $20672116.25   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp.                                                                | Hoya Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       76593 | NS      | $7335969.12    | 0.16%             |  |  |  | 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      | $1653117.85    | 0.04%             | 2035-07-15      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     3450000 | PA      | $-31761.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                 | T-Fund, Institutional Class                                                                                                  | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   102640912 | NS      | $102640912.12  | 2.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        7078 | NS      | $493619.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                         | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     2764581 | PA      | $1767258.16    | 0.04%             | 2027-08-31      | Variable      | 9.14%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        2395 | NS      | $1339116.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00CA10Y07<br>LEI: N/A                  | N/A              | DE               |  | US        |        -271 | NC      | $-5420.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       10902 | NS      | $4089558.24    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc., Class A                                                                                                       | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       33134 | NS      | $2435349.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00P7Y72P9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -212 | NC      | $-17702.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | Kyowa Kirin Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        9200 | NS      | $210716.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dynatrace, Inc.                                                           | Dynatrace, Inc.                                                                                                              | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       76721 | NS      | $2938414.30    | 0.07%             |  |  |  | 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      | $-5885390.31   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| ANSYS, Inc.                                                               | ANSYS, Inc.                                                                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       14629 | NS      | $3534220.11    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       58287 | NS      | $1462051.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Unimicron Technology Corp.                                                | Unimicron Technology Corp.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      201000 | NS      | $780319.26     | 0.02%             |  |  |  | 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      | $2671988.75    | 0.06%             | 2033-02-15      | Floating      | 6.47%                 | No            | 3                  | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      422000 | PA      | $381329.75     | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Indian Oil Corp. Ltd.                                                     | Indian Oil Corp. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |      137387 | NS      | $126901.01     | 0.00%             |  |  |  | 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        |     1481032 | PA      | $1052992.86    | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    29603000 | PA      | $-287672.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                                   | Equate Petrochemical BV                                                                                                      | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      289000 | PA      | $250852.00     | 0.01%             | 2028-04-28      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      242963 | NS      | $26674907.77   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2017-3A, Class A2                                                                                  | CUSIP: 12548JAE2<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |      275881 | PA      | $267332.22     | 0.01%             | 2030-07-20      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339498.55     | 0.01%             | 2026-06-24      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| OA Leasing Corp.                                                          | OA Leasing Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      427729 | PA      | $286122.95     | 0.01%             | 2024-01-21      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| GC Treasury Center Co. Ltd.                                               | GC Treasury Center Co. Ltd.                                                                                                  | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $160537.50     | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        9019 | NS      | $1085346.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                            | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      552000 | PA      | $511086.92     | 0.01%             | 2025-05-24      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Amoy Diagnostics Co. Ltd.                                                 | Amoy Diagnostics Co. Ltd., Class A                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      205510 | NS      | $784117.85     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Median BV                                                                 | Median BV, Facility Term Loan B1                                                                                             | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     3031962 | PA      | $2728967.35    | 0.06%             | 2027-10-14      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                                                                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       56374 | NS      | $1620824.97    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      359000 | PA      | $361759.81     | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       15092 | NS      | $568968.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                                                               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       62482 | NS      | $19260701.32   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| BOC Aviation Ltd.                                                         | BOC Aviation Ltd.                                                                                                            | CUSIP: 09681MAE8<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |      350000 | PA      | $320534.38     | 0.01%             | 2027-09-18      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       37310 | NS      | $17032015.00   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Yifeng Pharmacy Chain Co. Ltd.                                            | Yifeng Pharmacy Chain Co. Ltd., Class A                                                                                      | CUSIP: N/A<br>LEI: 300300CZZIF44N1EZO06       | Long             | EC               | CORP              | CN        |       46234 | NS      | $426639.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -113614044 | PA      | $-208822.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | TPB Acquisition Corp. I                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       21152 | NS      | $9956.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      995000 | PA      | $991891.21     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| East Japan Railway Co.                                                    | East Japan Railway Co.                                                                                                       | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        9900 | NS      | $563883.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      500000 | PA      | $488860.00     | 0.01%             | 2025-05-13      | Fixed         | 5.12%                 | 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        |      940000 | PA      | $909450.00     | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                      | Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A                                                              | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2977766 | PA      | $2962026.04    | 0.07%             | 2039-10-25      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                     | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      410000 | PA      | $356413.00     | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| United States Oil Fund LP                                                 | United States Oil Fund LP                                                                                                    | CUSIP: 91232N207<br>LEI: ZR7XWIN3GSRDDWZ9V446 | Long             |  | RF                | US        |       49566 | NS      | $3475072.26    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Romania                                                                   | Romania Government Bond                                                                                                      | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      534000 | PA      | $510904.50     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      149000 | PA      | $140185.75     | 0.00%             | 2025-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                              | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68271.35      | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Shanghai Fosun Pharmaceutical Group Co. Ltd.                              | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H                                                                        | CUSIP: N/A<br>LEI: 300300DMUYLW3FP1OT73       | Long             | EC               | CORP              | CN        |       95500 | NS      | $304405.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                            | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR                                                                    | CUSIP: 64131BAH6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $242578.23     | 0.01%             | 2030-10-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                         | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      431000 | PA      | $409950.72     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| REC Ltd.                                                                  | REC Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |      330000 | PA      | $291855.30     | 0.01%             | 2027-01-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Anglo American Platinum Ltd.                                              | Anglo American Platinum Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        5397 | NS      | $450415.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                                                          | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |     1014000 | PA      | $1133304.04    | 0.03%             | 2027-10-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Easy Tactic Ltd.                                                          | Easy Tactic Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300WYFMC41MKE6E16       | Long             | DBT              | CORP              | VG        |      301986 | PA      | $57528.33      | 0.00%             | 2028-07-11      | Fixed         | 7.50%                 | 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        |     1014246 | PA      | $948120.81     | 0.02%             | 2036-11-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Jamestown CLO XII Ltd.                                                    | Jamestown CLO XII Ltd., Series 2019-1A, Class A2                                                                             | CUSIP: 47047JAC8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |      257850 | PA      | $249713.70     | 0.01%             | 2032-04-20      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Samsung SDI Co. Ltd.                                                      | Samsung SDI Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |       10924 | NS      | $5129282.41    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      304000 | NS      | $247607.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AGL Static CLO 18 Ltd.                                                    | AGL Static CLO 18 Ltd., Series 2022-18A, Class B                                                                             | CUSIP: 00850BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      949000 | PA      | $902097.95     | 0.02%             | 2031-04-21      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      493000 | PA      | $475284.66     | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                    | LLPL Capital Pte. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | SG        |      170640 | PA      | $146750.40     | 0.00%             | 2039-02-04      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       46667 | NS      | $25445280.23   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       31752 | NS      | $876672.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Burberry Group plc                                                        | Burberry Group plc                                                                                                           | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |       23409 | NS      | $569123.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       14591 | NS      | $1476755.11    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson plc                                                  | Willis Towers Watson plc                                                                                                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |        2844 | NS      | $695585.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                    | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      108000 | PA      | $100462.59     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Forno d'Asolo SpA                                                         | Forno d'Asolo SpA                                                                                                            | CUSIP: N/A<br>LEI: 81560063C1143F7B5254       | Long             | DBT              | CORP              | IT        |     5566000 | PA      | $5243149.74    | 0.12%             | 2027-04-30      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd.                                                       | Qantas Airways Ltd.                                                                                                          | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      102713 | NS      | $415752.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                          | CUSIP: 00P9TWUE0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -119 | NC      | $-2082.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      983000 | PA      | $927583.38     | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                       | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      312000 | PA      | $278966.78     | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, Term Loan B                                                                                           | CUSIP: 26826TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1657881 | PA      | $1652360.30    | 0.04%             | 2028-05-01      | Variable      | 11.88%                | No            | 2                  | On Loan: No      |
| Castor SpA                                                                | Castor SpA                                                                                                                   | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |     2003000 | PA      | $2071121.51    | 0.05%             | 2029-02-15      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                                                               | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     2718000 | PA      | $2829763.13    | 0.06%             | 2033-05-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00C7XDVS3<br>LEI: N/A                  | N/A              | DE               |  | US        |       -2711 | NC      | $-8133.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -15077000 | PA      | $-161552.74    | -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        |      282000 | PA      | $240405.00     | 0.01%             | 2027-02-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| The Vinoy St. Petersburg                                                  | The Vinoy St. Petersburg, Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4899432 | PA      | $4706346.28    | 0.10%             | 2038-01-01      | Variable      | 5.93%                 | 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        |     3375058 | PA      | $3150764.70    | 0.07%             | 2038-10-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                                                 | Peloton Interactive, Inc., Class A                                                                                           | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      142125 | NS      | $1128472.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Orient Overseas International Ltd.                                        | Orient Overseas International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |       25500 | NS      | $459597.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    27956196 | PA      | $-1214589.89   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                                        | Marathon Oil Corp.                                                                                                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      531199 | NS      | $14379556.93   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Hangzhou Robam Appliances Co. Ltd.                                        | Hangzhou Robam Appliances Co. Ltd., Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      403900 | NS      | $1616876.45    | 0.04%             |  |  |  | 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      | $193137.25     | 0.00%             | 2026-03-20      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      660000 | PA      | $527404.49     | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      754000 | PA      | $632316.50     | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      977000 | PA      | $981178.61     | 0.02%             | 2026-09-29      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |      125100 | NS      | $9211113.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |  7354150000 | PA      | $56050952.02   | 1.25%             | 2023-02-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kingspan Group plc                                                        | Kingspan Group plc                                                                                                           | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       17599 | NS      | $952879.20     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00P9G1F90<br>LEI: N/A                  | N/A              | DE               |  | US        |        -204 | NC      | $-9486.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $303753.77     | 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        |     3470053 | NS      | $7687595.09    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00C8G6LL1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -394 | NC      | $-361495.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     3542000 | PA      | $3450650.90    | 0.08%             | 2023-08-03      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      251000 | PA      | $234446.96     | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      329699 | NS      | $11529574.03   | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | First Quantum Minerals Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         108 | NC      | $1675.04       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C7Y8KW6<br>LEI: N/A                  | N/A              | DE               |  | US        |         637 | NC      | $2866.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32462000 | PA      | $32254040.31   | 0.72%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New Home Co., Inc. (The)                                                  | New Home Co., Inc. (The)                                                                                                     | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      494000 | PA      | $422370.00     | 0.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                | Kawasaki Kisen Kaisha Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        8100 | NS      | $171526.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| 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      | $256254.69     | 0.01%             | 2034-10-20      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      113835 | NS      | $5565393.15    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodside Energy Group Ltd.                                                | Woodside Energy Group Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       27732 | NS      | $671619.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| N/A                                                                       | Euro-Bobl                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         160 | NC      | $-613647.63    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          13 | NC      | $-41148.90     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                         | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      553000 | PA      | $445097.14     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       37149 | NS      | $1150762.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                           | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1345537.50    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       19000 | NS      | $384159.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00PA6FY62<br>LEI: N/A                  | N/A              | DE               |  | US        |         -83 | NC      | $-48970.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                          | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1752000 | PA      | $1725290.23    | 0.04%             | 2026-07-24      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1591000 | PA      | $1543393.03    | 0.03%             | 2024-03-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     1551000 | PA      | $1519980.00    | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                         | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      484000 | PA      | $477346.36     | 0.01%             | 2024-09-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       24922 | NS      | $130092.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $848027.79     | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Mazda Motor Corp.                                                         | Mazda Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       45500 | NS      | $341070.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                            | CUSIP: 00C7XFKC5<br>LEI: N/A                  | N/A              | DE               |  | US        |         247 | NC      | $401992.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       41000 | PA      | $38270.55      | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                                                        | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       59896 | NS      | $2128468.02    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Canada                                                                    | Canadian Government Bond                                                                                                     | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    32542000 | PA      | $21575057.59   | 0.48%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -109004430 | PA      | $-453615.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital plc                                               | GlaxoSmithKline Capital plc                                                                                                  | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     1561000 | PA      | $1518552.88    | 0.03%             | 2024-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1817000 | PA      | $1745531.16    | 0.04%             | 2025-02-12      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1689 | NS      | $792259.23     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                           | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |       93162 | NS      | $1105832.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                                                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        4066 | NS      | $249123.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DBWF Mortgage Trust                                                       | DBWF Mortgage Trust, Series 2018-GLKS, Class B                                                                               | CUSIP: 23307GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      562293 | PA      | $539725.99     | 0.01%             | 2030-12-19      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Vedanta Ltd.                                                              | Vedanta Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |       70047 | NS      | $260708.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      219000 | PA      | $202755.99     | 0.00%             | 2025-12-10      | Variable      | 1.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | AstraZeneca plc                                                                                                              | CUSIP: 00C7X9SM9<br>LEI: N/A                  | N/A              | DE               |  | US        |         302 | NC      | $172140.00     | 0.00%             |  |  |  | No            | 1                  | 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        |      388600 | PA      | $332513.36     | 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      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2177000 | PA      | $2029332.02    | 0.05%             | 2025-06-23      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      251064 | NS      | $25920032.38   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XIII Ltd.                                            | Madison Park Funding XIII Ltd., Series 2014-13A, Class BR2                                                                   | CUSIP: 55818MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $244873.83     | 0.01%             | 2030-04-19      | Floating      | 5.73%                 | 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        |      117038 | PA      | $104446.47     | 0.00%             | 2035-11-25      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                       | Expedia Group, Inc.                                                                                                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7657 | NS      | $670753.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CAD1A73<br>LEI: N/A                  | N/A              | DE               |  | US        |         204 | NC      | $56610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      102000 | PA      | $84287.36      | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       90644 | NS      | $3613709.84    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                          | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3052000 | PA      | $2361124.25    | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| Ursa Major Technologies, Inc.                                             | Ursa Major Technologies, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       44138 | NS      | $292528.96     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ONEOK Partners LP                                                         | ONEOK Partners LP                                                                                                            | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     2278000 | PA      | $2244992.30    | 0.05%             | 2025-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JM Smucker Co. (The)                                                      | JM Smucker Co. (The)                                                                                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |      -11895 | NS      | $-1884881.70   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00CA3VFS7<br>LEI: N/A                  | N/A              | DE               |  | US        |         566 | NC      | $78108.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freed Corp.                                                               | Freed Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     3710710 | PA      | $3571558.11    | 0.08%             | 2023-12-01      | Fixed         | 10.00%                | 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      | $461888.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     3194000 | PA      | $2101808.41    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154G4<br>LEI: N/A                  | N/A              | DE               |  | US        |        3702 | NC      | $246183.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Finco BV                                                           | Apollo Finco BV, Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |     4442991 | PA      | $3709679.78    | 0.08%             | 2028-10-02      | Variable      | 5.08%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    16667029 | PA      | $775958.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Project Montelena                                                         | Project Montelena                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2284340.30    | 0.05%             | 2030-06-20      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00PA3U0F9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -566 | NC      | $-148575.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $798524.74     | 0.02%             | 2030-10-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-CIP, Class E                                                                       | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2462543 | PA      | $2264965.54    | 0.05%             | 2038-12-15      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       52087 | NS      | $5898331.88    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                   | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192208.00     | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         455 | NC      | $8645.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard, Inc.                                                 | Activision Blizzard, Inc.                                                                                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       36030 | NS      | $2758096.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2292000 | PA      | $1398349.50    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      573000 | PA      | $448774.95     | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd.                                                            | AGL CLO 5 Ltd., Series 2020-5A, Class BR                                                                                     | CUSIP: 00119TAK0<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      573568 | PA      | $549780.30     | 0.01%             | 2034-07-20      | Floating      | 5.94%                 | 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      | $-3933287.44   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      270818 | NS      | $11182075.22   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00CABH4H5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -68 | NC      | $-79560.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C9RX9S7<br>LEI: N/A                  | N/A              | DE               |  | US        |         124 | NC      | $123380.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                                            | Ganfeng Lithium Group Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |      327040 | NS      | $2424450.80    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       22030 | NS      | $5674267.10    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                  | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    16144865 | PA      | $16144865.00   | 0.36%             | 2026-10-01      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      268000 | PA      | $227836.17     | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | 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      | $-782315.71    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Modern Land China Co. Ltd.                                                | Modern Land China Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |      740000 | PA      | $42550.00      | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            | 2                  | On Loan: No      |
| BayCurrent Consulting, Inc.                                               | BayCurrent Consulting, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       13000 | NS      | $404690.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      222000 | PA      | $213033.27     | 0.00%             | 2025-05-01      | Fixed         | 3.12%                 | 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        |     2147623 | PA      | $2045268.67    | 0.05%             | 2038-07-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      399000 | PA      | $353315.03     | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1507000 | PA      | $1328934.39    | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $887324.89     | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   166336015 | PA      | $4580385.96    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Frigorifico Concepcion SA                                                 | Frigorifico Concepcion SA                                                                                                    | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      200000 | PA      | $159912.50     | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc., Series D                                                                                                      | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      991000 | PA      | $987821.51     | 0.02%             | 2023-09-15      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| BG Energy Capital plc                                                     | BG Energy Capital plc                                                                                                        | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      547000 | PA      | $664471.19     | 0.01%             | 2025-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Financial Select Sector SPDR Fund                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      435300 | NC      | $465905.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Xerox Holdings Corp.                                                      | Xerox Holdings Corp.                                                                                                         | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     2564000 | PA      | $2360264.56    | 0.05%             | 2025-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00C960Z95<br>LEI: N/A                  | N/A              | DE               |  | US        |         326 | NC      | $15485.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altar BidCo, Inc.                                                         | Altar BidCo, Inc., 2nd Lien Term Loan                                                                                        | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1765000 | PA      | $1495837.50    | 0.03%             | 2030-02-01      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       37879 | NS      | $1804555.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1149 | NC      | $1508062.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcolin SpA                                                              | Marcolin SpA                                                                                                                 | CUSIP: N/A<br>LEI: 815600C8D55034EB5379       | Long             | DBT              | CORP              | IT        |     2281000 | PA      | $2099858.95    | 0.05%             | 2026-11-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | KLA Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         105 | NC      | $65100.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      116428 | NS      | $11549657.60   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals plc                                                  | Jazz Pharmaceuticals plc, Term Loan                                                                                          | CUSIP: G5080AAF9<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      709087 | PA      | $701882.93     | 0.02%             | 2028-05-05      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      327000 | PA      | $240497.40     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                        | CUSIP: 00CAB0ZK1<br>LEI: N/A                  | N/A              | DE               |  | US        |         122 | NC      | $3782.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      167400 | NS      | $6179852.10    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                   | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       38021 | NS      | $25390.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies Capital International SA                                    | TotalEnergies Capital International SA                                                                                       | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $325662.84     | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     1496000 | PA      | $1496000.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   391952534 | PA      | $52.61         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                                                          | Wartsila OYJ Abp                                                                                                             | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       49959 | NS      | $421257.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.342       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  3571562910 | NC      | $113466.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Loadsmart, Inc.                                                           | Loadsmart, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       29827 | NS      | $425333.02     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Sarcos Technology & Robotics Corp.                                        | Sarcos Technology & Robotics Corp.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       29189 | NS      | $16929.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       20365 | NS      | $3679140.90    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hundsun Technologies, Inc.                                                | Hundsun Technologies, Inc., Class A                                                                                          | CUSIP: N/A<br>LEI: 3003003LS77D1DRDDE25       | Long             | EC               | CORP              | CN        |      214282 | NS      | $1248377.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $928951.71     | 0.02%             | 2028-01-13      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2017-DELC, Class E                                                                              | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      435000 | PA      | $421842.29     | 0.01%             | 2036-08-15      | Floating      | 6.94%                 | 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        |      575748 | PA      | $539665.30     | 0.01%             | 2038-04-15      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -29133642 | PA      | $-788753.01    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the USDJP is above 137.06 and AUDUSD is above 0.697                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   210250040 | PA      | $57031.78      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       89000 | PA      | $82084.74      | 0.00%             | 2025-12-06      | Variable      | 1.53%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      502000 | PA      | $422464.36     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                       | DBGS Mortgage Trust, Series 2018-BIOD, Class D                                                                               | CUSIP: 23306GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480160 | PA      | $462044.44     | 0.01%             | 2035-05-15      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO IV Ltd.                                                       | Elmwood CLO IV Ltd., Series 2020-1A, Class A                                                                                 | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $295202.25     | 0.01%             | 2033-04-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -45117322 | PA      | $-269480.26    | -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      | $305280.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00C9SERE9<br>LEI: N/A                  | N/A              | DE               |  | US        |         815 | NC      | $6112.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                              | CUSIP: 00C9959M1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -71 | NC      | $-2130.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       20564 | NS      | $2757632.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154L3<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3702 | NC      | $-51828.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CA4KA97<br>LEI: N/A                  | N/A              | DE               |  | US        |        -251 | NC      | $-24723.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co.                                                  | Becton Dickinson and Co.                                                                                                     | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2903000 | PA      | $2742829.24    | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CA Magnum Holdings                                                        | CA Magnum Holdings                                                                                                           | CUSIP: N/A<br>LEI: 549300ZRDHFR078MFZ78       | Long             | DBT              | CORP              | MU        |      300000 | PA      | $271539.00     | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Gores Holdings VIII, Inc., Class A                                                                                           | CUSIP: 382863116<br>LEI: N/A                  | N/A              | DE               |  | US        |       10979 | NS      | $3.29          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AIMCO CLO                                                                 | AIMCO CLO, Series 2018-AA, Class B                                                                                           | CUSIP: 00900GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      255948 | PA      | $246062.83     | 0.01%             | 2031-04-17      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00C9P91P6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -275 | NC      | $-2750.00      | -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      | $-293629.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                              | CUSIP: 00C8CH8F9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -192 | NC      | $-10176.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                                                             | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       34600 | NS      | $1123281.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MNTN Digital                                                              | MNTN Digital                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       72889 | NS      | $699734.40     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      336696 | NS      | $4801284.96    | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00P7XCCA1<br>LEI: N/A                  | N/A              | DE               |  | US        |         332 | NC      | $5976.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Technologies (U.S.) Acquisitionco, Inc.                           | Emerald Technologies (U.S.) Acquisitionco, Inc., Term Loan B                                                                 | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      975685 | PA      | $917144.20     | 0.02%             | 2027-12-29      | Variable      | 10.67%                | No            | 2                  | 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      | $206640.20     | 0.00%             | 2033-04-15      | Floating      | 2.98%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      998000 | PA      | $791285.41     | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                         | Indian Railway Finance Corp. Ltd.                                                                                            | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |      273000 | PA      | $234319.31     | 0.01%             | 2030-02-13      | Fixed         | 3.25%                 | 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      | $993221.60     | 0.02%             | 2035-08-10      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -109004430 | PA      | $-261725.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00P9RVSV9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -124 | NC      | $-26598.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                         | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      502000 | PA      | $524229.21     | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        6289 | NS      | $1942672.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegro CLO IV Ltd.                                                       | Allegro CLO IV Ltd., Series 2016-1A, Class BR2                                                                               | CUSIP: 01749TAQ3<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-CBDO         | CORP              | KY        |      252000 | PA      | $246280.20     | 0.01%             | 2030-01-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                                                 | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      480000 | PA      | $474885.32     | 0.01%             | 2023-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Yonyou Network Technology Co. Ltd.                                        | Yonyou Network Technology Co. Ltd., Class A                                                                                  | CUSIP: N/A<br>LEI: 30030017NBX3U80ANB35       | Long             | EC               | CORP              | CN        |      311814 | NS      | $1085670.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.                                  | Samsung Fire & Marine Insurance Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |        1966 | NS      | $311100.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      163085 | NS      | $13865486.70   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                            | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      502000 | PA      | $439392.62     | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      510099 | NS      | $25753797.25   | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      236810 | PA      | $-4960.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                                                                   | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       29000 | PA      | $26312.58      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      551000 | PA      | $464148.63     | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       57837 | NS      | $2960097.66    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    27251108 | PA      | $356771.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                                                         | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $914877.99     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     2275000 | PA      | $2679.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00PA7GTH1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -203 | NC      | $-257810.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Principal Life Global Funding II                                          | Principal Life Global Funding II                                                                                             | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       29000 | PA      | $27392.01      | 0.00%             | 2024-04-12      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Norsk Hydro ASA                                                           | Norsk Hydro ASA                                                                                                              | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      128779 | NS      | $962283.93     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2020-AA, Class A                                                                      | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1594000 | PA      | $1516997.21    | 0.03%             | 2034-08-21      | Fixed         | 2.19%                 | No            | 2                  | 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        |        6990 | NS      | $1992988.80    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        5565 | NS      | $284594.10     | 0.01%             |  |  |  | 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        |       48377 | NS      | $6570349.46    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class DFL                                              | CUSIP: 46645WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438149 | PA      | $392999.06     | 0.01%             | 2033-07-05      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       54000 | PA      | $48828.02      | 0.00%             | 2026-02-12      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| George Weston Ltd.                                                        | George Weston Ltd.                                                                                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        2767 | NS      | $343300.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                                                       | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1146000 | PA      | $1169098.59    | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       95000 | PA      | $-2431.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $716754.93     | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                                                          | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     2458663 | PA      | $2233547.43    | 0.05%             | 2026-02-02      | Variable      | 9.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00PA3U0E2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -403 | NC      | $-63069.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        2296 | NS      | $663038.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     5969000 | PA      | $5094541.50    | 0.11%             | 2033-10-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       12538 | NS      | $2498071.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Castor SpA                                                                | Castor SpA                                                                                                                   | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |      628000 | PA      | $598295.91     | 0.01%             | 2029-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     2962475 | PA      | $-123048.49    | -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      | $595595.29     | 0.01%             | 2026-05-17      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| SITC International Holdings Co. Ltd.                                      | SITC International Holdings Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |      182000 | NS      | $403392.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., Term Loan                                                                                    | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      602638 | PA      | $512242.36     | 0.01%             | 2028-10-25      | Variable      | 9.89%                 | No            | 3                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7088900 | PA      | $5412485.88    | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00C9XYSA6<br>LEI: N/A                  | N/A              | DE               |  | US        |         130 | NC      | $21125.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prodigy Finance DAC                                                       | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                 | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      310000 | PA      | $304645.65     | 0.01%             | 2051-07-25      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1838026.58    | 0.04%             | 2026-04-22      | Variable      | 2.08%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                       | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      976000 | PA      | $910421.43     | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | 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        |      120000 | NS      | $6792030.58    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -332672030 | PA      | $-6593108.40   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                                                                 | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1420000 | PA      | $1353057.91    | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Schlumberger Ltd.                                                         | Schlumberger Ltd.                                                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      279538 | NS      | $14944101.48   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        5770 | NS      | $454618.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      932000 | PA      | $909828.60     | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     2475000 | PA      | $9114.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $17782.59      | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Volta Greentech AB                                                        | Volta Greentech AB, Series C                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        6817 | NS      | $873627.69     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       91122 | NS      | $8873460.36    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                                                   | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1138717.50    | 0.03%             | 2043-06-15      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       14850 | NS      | $177893.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      754000 | PA      | $722596.29     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                                                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       24570 | NS      | $7720816.74    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Deutschland Holding AG                                         | Telefonica Deutschland Holding AG                                                                                            | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |      131893 | NS      | $323931.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   188456029 | PA      | $-13420743.36  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                         | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      869000 | PA      | $815665.13     | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     9344300 | PA      | $122849.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DRI Holding, Inc.                                                         | DRI Holding, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      810176 | PA      | $693713.01     | 0.02%             | 2028-12-21      | Variable      | 9.63%                 | No            | 2                  | 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      | $271401.61     | 0.01%             | 2034-04-24      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| AMMC CLO 22 Ltd.                                                          | AMMC CLO 22 Ltd., Series 2018-22A, Class B                                                                                   | CUSIP: 00177HAC3<br>LEI: 549300ZW9D4NPX7LOC22 | Long             | ABS-CBDO         | CORP              | KY        |      125371 | PA      | $119426.56     | 0.00%             | 2031-04-25      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                                    | Dr Ing hc F Porsche AG (Preference)                                                                                          | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |       50343 | NS      | $5080290.80    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1395549.12    | 0.03%             | 2026-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -150 | NC      | $1346464.65    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -300433573 | PA      | $-5056470.91   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                                                               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      803000 | PA      | $796150.15     | 0.02%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DirectV Financing LLC                                                     | DirectV Financing LLC, Term Loan                                                                                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1264879 | PA      | $1228779.23    | 0.03%             | 2027-08-02      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| TPB Acquisition Corp. I                                                   | TPB Acquisition Corp. I, Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       63457 | NS      | $637108.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy XV CLO Ltd.                                                        | Galaxy XV CLO Ltd., Series 2013-15A, Class ARR                                                                               | CUSIP: 36318WAK6<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |      274791 | PA      | $270490.22     | 0.01%             | 2030-10-15      | Floating      | 5.05%                 | 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      | $-113589.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      534000 | PA      | $479991.27     | 0.01%             | 2028-01-27      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| York CLO 1 Ltd.                                                           | York CLO 1 Ltd., Series 2014-1A, Class BRR                                                                                   | CUSIP: 986255AW7<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |      255948 | PA      | $250222.98     | 0.01%             | 2029-10-22      | Floating      | 5.97%                 | 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      | $77251.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C9RX8A7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -86 | NC      | $-6450.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCP Euro CLO DAC                                                          | OCP Euro CLO DAC, Series 2017-2X, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |      268000 | PA      | $272790.34     | 0.01%             | 2032-01-15      | Floating      | 2.73%                 | No            | 2                  | On Loan: No      |
| Epiroc AB                                                                 | Epiroc AB, Class A                                                                                                           | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      106081 | NS      | $1931640.70    | 0.04%             |  |  |  | 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      | $80403.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00P7XEFQ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -49 | NC      | $-13107.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alpek SAB de CV                                                           | Alpek SAB de CV                                                                                                              | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |      250000 | PA      | $207703.13     | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      411305 | NS      | $13914448.15   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                          | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      919000 | PA      | $876131.45     | 0.02%             | 2024-10-24      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lions Gate Entertainment Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          91 | NC      | $2275.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Argentine Republic                                                        | Argentine Republic (The)                                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    10268028 | PA      | $2587543.06    | 0.06%             | 2035-07-09      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| Deep Instinct, Ltd.                                                       | Deep Instinct, Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      351019 | NS      | $2411500.53    | 0.05%             |  |  |  | Yes           | 3                  | 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        |     3566704 | PA      | $3375577.53    | 0.08%             | 2038-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Brown-Forman Corp.                                                        | Brown-Forman Corp., Class B                                                                                                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       10577 | NS      | $694697.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    27251108 | PA      | $513118.43     | 0.01%             |  |  |  | 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      | $165299.13     | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      227000 | PA      | $127640.18     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances, Inc.                                  | International Flavors & Fragrances, Inc.                                                                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       80120 | NS      | $8399780.80    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                                                     | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       12550 | NS      | $700790.65     | 0.02%             |  |  |  | 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      | $55490.00      | 0.00%             | 2022-04-17      | Fixed         | 11.75%                | 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        |     4002004 | PA      | $3694354.75    | 0.08%             | 2038-06-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6168 | NS      | $1107094.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM Acquisition LLC, 1st Lien Term Loan                                                                                      | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2364604 | PA      | $2044649.11    | 0.05%             | 2027-12-17      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      126662 | NS      | $1285619.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-MFM1, Class E                                                                                          | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      823832 | PA      | $765936.71     | 0.02%             | 2034-01-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                               | Cigna Corp.                                                                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        5907 | NS      | $1957225.38    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       95000 | PA      | $-2424.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                        | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      560000 | PA      | $537180.00     | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      595000 | PA      | $606012.63     | 0.01%             | 2026-10-21      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Kose Corp.                                                                | Kose Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |       43200 | NS      | $4693819.91    | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| N/A                                                                       | Adobe, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          44 | NC      | $132.00        | 0.00%             |  |  |  | No            | 1                  | 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      | $241231.63     | 0.01%             | 2030-10-22      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| F5, Inc.                                                                  | F5, Inc.                                                                                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       67202 | NS      | $9644159.02    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     2024000 | PA      | $1599013.07    | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -2883147 | PA      | $-10922.89     | -0.00%            |  |  |  | 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      | $225296.50     | 0.01%             | 2027-01-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Chr Hansen Holding A/S                                                    | Chr Hansen Holding A/S                                                                                                       | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |        2071 | NS      | $148972.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                                                         | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     1704000 | PA      | $1597807.01    | 0.04%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      804000 | PA      | $701894.83     | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                         | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1127014.48    | 0.03%             | 2027-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Seagate Technology Holdings plc                                           | Seagate Technology Holdings plc                                                                                              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       11175 | NS      | $587916.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Sega Sammy Holdings, Inc.                                                 | Sega Sammy Holdings, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |       55100 | NS      | $831980.55     | 0.02%             |  |  |  | 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        |     2658000 | PA      | $2465653.30    | 0.05%             | 2038-05-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                                                | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      900000 | PA      | $874480.26     | 0.02%             | 2025-11-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| TNB Global Ventures Capital Bhd.                                          | TNB Global Ventures Capital Bhd.                                                                                             | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |      200000 | PA      | $192037.50     | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                  | Becton Dickinson and Co.                                                                                                     | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      978000 | PA      | $955697.95     | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | 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      | $29429.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      985000 | PA      | $936142.41     | 0.02%             | 2027-05-04      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       98000 | PA      | $91445.37      | 0.00%             | 2028-01-20      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.                                  | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      156200 | NS      | $867611.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cruise, Series G                                                          | Cruise, Series G                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       97271 | NS      | $1390975.30    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Inspired Entertainment Financing plc                                      | Inspired Entertainment Financing plc                                                                                         | CUSIP: N/A<br>LEI: 894500C0TCVBHY3RSJ33       | Long             | DBT              | CORP              | GB        |     1644000 | PA      | $1848387.83    | 0.04%             | 2026-06-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd.                                                            | AGL CLO 5 Ltd., Series 2020-5A, Class A2R                                                                                    | CUSIP: 00119TAH7<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |      410951 | PA      | $390955.77     | 0.01%             | 2034-07-20      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                  | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |      189272 | NS      | $5356397.60    | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Halliburton Co.                                                           | Halliburton Co.                                                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       88960 | NS      | $3500576.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      143000 | PA      | $135114.56     | 0.00%             | 2025-10-22      | Variable      | 2.46%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                         | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1110000 | PA      | $822648.75     | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       30779 | NS      | $1011397.94    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      323536 | NS      | $38177248.00   | 0.85%             |  |  |  | No            | 1                  | On Loan: —       |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      600000 | PA      | $668514.05     | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1553958.07    | 0.03%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                       | DBGS Mortgage Trust, Series 2018-BIOD, Class A                                                                               | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191890 | PA      | $188605.56     | 0.00%             | 2035-05-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1308000 | PA      | $1123081.50    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | 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        |     3072077 | PA      | $2941069.41    | 0.07%             | 2038-07-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      605000 | PA      | $457380.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1381000 | PA      | $1363862.47    | 0.03%             | 2024-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                                         | Vantage Towers AG                                                                                                            | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | EC               | CORP              | DE        |      484463 | NS      | $16603277.27   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        | 23596150000 | PA      | $179799094.09  | 4.00%             | 2023-01-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        3845 | NS      | $521535.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                 | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      710000 | PA      | $693535.49     | 0.02%             | 2024-03-13      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       81432 | PA      | $-112320.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1841000 | PA      | $1884677.14    | 0.04%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         542 | NC      | $85365.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprint Spectrum Co. LLC                                                   | Sprint Spectrum Co. LLC                                                                                                      | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $197105.34     | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Align Technology, Inc.                                                                                                       | CUSIP: 00C7X8GY8<br>LEI: N/A                  | N/A              | DE               |  | US        |          63 | NC      | $10867.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        8702 | PA      | $-16450.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2389000 | PA      | $2332438.90    | 0.05%             | 2025-04-25      | Variable      | 3.84%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                  | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        1367 | NS      | $1619895.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                                                                     | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | CO        |      524000 | PA      | $520070.00     | 0.01%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                             | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1013000 | PA      | $925163.82     | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      295934 | NS      | $24639464.84   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                 | TWDC Enterprises 18 Corp.                                                                                                    | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |       47000 | PA      | $45030.55      | 0.00%             | 2025-09-17      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Carnival Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         200 | NC      | $6100.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                                                           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       91000 | PA      | $87610.76      | 0.00%             | 2026-07-15      | 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      | $-450892.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      505000 | PA      | $492785.31     | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | 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      | $251297.25     | 0.01%             | 2026-03-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      246054 | PA      | $246054.00     | 0.01%             | 2024-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      334000 | PA      | $246742.50     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd.                                            | Nomura Research Institute Ltd.                                                                                               | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |       26800 | NS      | $637141.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                | Regatta XVIII Funding Ltd., Series 2021-1A, Class B                                                                          | CUSIP: 75884EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $239158.48     | 0.01%             | 2034-01-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      700000 | PA      | $764315.73     | 0.02%             | 2026-04-28      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                      | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      544000 | PA      | $464258.45     | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                   | Mercedes-Benz Finance North America LLC                                                                                      | CUSIP: 233851DZ4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      990000 | PA      | $930773.68     | 0.02%             | 2025-03-10      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Park Hotels & Resorts, Inc.                                               | Park Hotels & Resorts, Inc.                                                                                                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       29763 | NS      | $350905.77     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kookmin Bank                                                              | Kookmin Bank                                                                                                                 | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $158380.00     | 0.00%             | 2030-11-04      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                                                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        3093 | NS      | $260739.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarcos Technology & Robotics                                              | Sarcos Technology & Robotics                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     1176652 | NS      | $660454.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series K                                                                                     | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      959000 | PA      | $896779.77     | 0.02%             | 2024-08-01      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                  | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $912316.97     | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                                           | Nippon Yusen KK                                                                                                              | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       19900 | NS      | $469254.85     | 0.01%             |  |  |  | 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      | $472713.89     | 0.01%             | 2035-01-10      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       46000 | PA      | $43899.73      | 0.00%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       88001 | NS      | $6565754.61    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      303000 | PA      | $67947.75      | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LYB International Finance II BV                                           | LYB International Finance II BV                                                                                              | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     2687000 | PA      | $2486855.98    | 0.06%             | 2027-03-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GCT Commercial Mortgage Trust                                             | GCT Commercial Mortgage Trust, Series 2021-GCT, Class D                                                                      | CUSIP: 36167RAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $204976.93     | 0.00%             | 2038-02-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         420 | NC      | $118440.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         796 | NC      | $-603425.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                       | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      303000 | PA      | $184830.00     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Term Loan                                                                                                          | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     9179147 | PA      | $9033660.47    | 0.20%             | 2029-01-31      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      189258 | PA      | $-276206.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                                                           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2423000 | PA      | $2245538.32    | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Emerging Markets ETF                                                                                            | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             |  | RF                | US        |       12710 | NS      | $481709.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco QQQ Trust 1                                                       | Invesco QQQ Trust 1, Series 1                                                                                                | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             |  | RF                | US        |       35000 | NS      | $9319800.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp.                                                              | Masimo Corp.                                                                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       12374 | NS      | $1830733.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowlton Development Corp., Inc.                                          | Knowlton Development Corp., Inc., Term Loan                                                                                  | CUSIP: C4953EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     6270696 | PA      | $6539083.80    | 0.15%             | 2025-12-22      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| Mercia                                                                    | Mercia, Term Loan B1                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      280161 | PA      | $335214.26     | 0.01%             | 2028-01-01      | Variable      | 4.52%                 | No            | 3                  | On Loan: No      |
| Volkswagen Financial Services NV                                          | Volkswagen Financial Services NV                                                                                             | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112806.88     | 0.00%             | 2024-12-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | TJX Cos., Inc. (The)                                                                                                         | CUSIP: 00C7XKPG0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -329 | NC      | $-61358.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, Term Loan                                                                                           | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      908555 | PA      | $867670.39     | 0.02%             | 2028-04-26      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| ASMPT Ltd.                                                                | ASMPT Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |       30400 | NS      | $215906.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      214809 | NS      | $10736153.82   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00C7XFJG8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -60 | NC      | $-270.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00CA10XX6<br>LEI: N/A                  | N/A              | DE               |  | US        |         271 | NC      | $5420.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprint Spectrum Co. LLC                                                   | Sprint Spectrum Co. LLC                                                                                                      | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      194062 | PA      | $191774.61     | 0.00%             | 2025-03-20      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3496000 | PA      | $265967.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      271000 | PA      | $216904.09     | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Green Plains Operating Co. LLC                                            | Green Plains Operating Co. LLC, Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3503482 | PA      | $3455484.30    | 0.08%             | 2026-07-20      | Variable      | 8.83%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00CA1YD89<br>LEI: N/A                  | N/A              | DE               |  | US        |         -82 | NC      | $-22140.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00C7XFGV8<br>LEI: N/A                  | N/A              | DE               |  | US        |         100 | NC      | $16400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   166176700 | PA      | $-685024.02    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       18980 | NS      | $3348451.60    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2907000 | PA      | $2562057.30    | 0.06%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | 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        |     5133811 | PA      | $4343510.66    | 0.10%             | 2060-12-25      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                                                                | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |      283000 | PA      | $265011.81     | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1434000 | PA      | $1397590.08    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    34954792 | PA      | $2753274.00    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Diversey Holdings Ltd.                                                    | Diversey Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      280132 | NS      | $1193362.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| 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      | $480973.72     | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      251000 | PA      | $233606.62     | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        1793 | NC      | $-530555.05    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BASF SE                                                                   | BASF SE                                                                                                                      | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       10260 | NS      | $505188.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                                              | Allegion plc                                                                                                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       13697 | NS      | $1441746.22    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1977000 | PA      | $1850114.95    | 0.04%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00C81SFH5<br>LEI: N/A                  | N/A              | DE               |  | US        |         831 | NC      | $295005.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       11107 | NS      | $8749317.11    | 0.19%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $1990656.72    | 0.04%             | 2023-09-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       36388 | NS      | $1583241.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1368000 | PA      | $1232837.50    | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    22843967 | PA      | $37521.07      | 0.00%             |  |  |  | No            | 2                  | 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        |      862500 | PA      | $821240.85     | 0.02%             | 2039-07-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2017-3A, Class A1R                                                                                     | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $290499.60     | 0.01%             | 2034-04-20      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00C9SZKC3<br>LEI: N/A                  | N/A              | DE               |  | US        |         271 | NC      | $9891.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -113614044 | PA      | $-297381.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Carrefour SA                                                              | Carrefour SA                                                                                                                 | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       19457 | NS      | $325436.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        1012 | NS      | $242434.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Financial Group, Inc.                                                  | KB Financial Group, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        9572 | NS      | $366728.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -22 | NC      | $641250.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Yango Justice International Ltd.                                          | Yango Justice International Ltd.                                                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      403000 | PA      | $6045.00       | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Zebra Technologies Corp.                                                  | Zebra Technologies Corp., Class A                                                                                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        1037 | NS      | $265897.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dr. Martens plc                                                           | Dr. Martens plc                                                                                                              | CUSIP: N/A<br>LEI: 213800QPT8YM6NQZPH28       | Long             | EC               | CORP              | GB        |       70280 | NS      | $159497.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DS Parent, Inc.                                                           | DS Parent, Inc., Term Loan B                                                                                                 | CUSIP: 23344YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1237819 | PA      | $1176447.68    | 0.03%             | 2028-12-10      | Variable      | 9.92%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                          | Yango Justice International Ltd.                                                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      286000 | PA      | $5720.00       | 0.00%             | 2022-09-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1509834.19    | 0.03%             | 2028-04-26      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      194867 | NS      | $32246591.16   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Terumo Corp.                                                              | Terumo Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       35700 | NS      | $1012115.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gracie Point International Funding                                        | Gracie Point International Funding, Series 2021-1A, Class B                                                                  | CUSIP: 38411EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      410000 | PA      | $408600.30     | 0.01%             | 2023-11-01      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                                  | Infineon Technologies AG                                                                                                     | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       92598 | NS      | $2814231.73    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00C9ZY337<br>LEI: N/A                  | N/A              | DE               |  | US        |        -399 | NC      | $-2194.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00CA3VJL8<br>LEI: N/A                  | N/A              | DE               |  | US        |         403 | NC      | $153140.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      130889 | NS      | $10418764.40   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         958 | NC      | $-8141902.05   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                                                          | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      416000 | PA      | $361965.76     | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1108000 | PA      | $1095010.13    | 0.02%             | 2024-09-13      | Fixed         | 4.29%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8317652 | PA      | $2249924.87    | 0.05%             | 2030-07-09      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       47400 | NS      | $1164618.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -46027104 | PA      | $-264666.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                                                                  | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1822000 | PA      | $1735495.41    | 0.04%             | 2028-08-04      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                                                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      109175 | NS      | $3634435.75    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        2860 | NS      | $673101.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    89715977 | PA      | $-1459795.68   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       33688 | NS      | $13080039.76   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                            | CUSIP: 00C7XFHK1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -401 | NC      | $-456137.50    | -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      | $-30164.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                        | CUSIP: N/A<br>LEI: 5493003STKEZ2S0RNU91       | Long             | DBT              | CORP              | US        |      200000 | PA      | $230701.51     | 0.01%             | 2027-07-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                           | Puma International Financing SA                                                                                              | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      404000 | PA      | $373700.00     | 0.01%             | 2024-10-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        2866 | NS      | $706239.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                             | GlaxoSmithKline Capital, Inc.                                                                                                | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      990000 | PA      | $966678.70     | 0.02%             | 2025-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Challenger                                                                | Challenger, Term Loan                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     6073805 | PA      | $6380122.86    | 0.14%             | 2028-01-01      | Variable      | 2.75%                 | No            | 3                  | On Loan: No      |
| Zero Mass Water, Inc., Series C-1                                         | Zero Mass Water, Inc., Series C-1                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      152099 | NS      | $4073211.22    | 0.09%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Independence Plaza Trust                                                  | Independence Plaza Trust, Series 2018-INDP, Class B                                                                          | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      528000 | PA      | $492941.75     | 0.01%             | 2035-07-10      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                           | Oncor Electric Delivery Co. LLC                                                                                              | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      502000 | PA      | $491466.81     | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                          | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19552.07      | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lightning eMotors, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       76842 | NS      | $5697.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance LLC                                              | Hilton Worldwide Finance LLC, Term Loan B2                                                                                   | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |     4433715 | PA      | $4416069.06    | 0.10%             | 2026-06-22      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $971674.20     | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      512000 | PA      | $510976.00     | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      373000 | PA      | $357431.91     | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      236811 | PA      | $-4960.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1386871.46    | 0.03%             | 2025-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Archer-Daniels-Midland Co.                                                                                                   | CUSIP: 00C9JXD51<br>LEI: N/A                  | N/A              | DE               |  | US        |        -342 | NC      | $-1710.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TBEA Co. Ltd.                                                             | TBEA Co. Ltd., Class A                                                                                                       | CUSIP: N/A<br>LEI: 300300NIEBMOQ4DNLE36       | Long             | EC               | CORP              | CN        |       63300 | NS      | $183073.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Huntington National Bank (The)                                            | Huntington National Bank (The)                                                                                               | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      251000 | PA      | $252916.08     | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Empresas Publicas de Medellin ESP                                         | Empresas Publicas de Medellin ESP                                                                                            | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | NUSS              | CO        |      404000 | PA      | $319993.25     | 0.01%             | 2029-07-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| China Petroleum & Chemical Corp.                                          | China Petroleum & Chemical Corp., Class H                                                                                    | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |      640000 | NS      | $308359.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      202000 | PA      | $151500.00     | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      758000 | PA      | $711583.10     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      212000 | PA      | $195252.00     | 0.00%             | 2033-05-19      | 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      | $-1204734.08   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class F                                                                                        | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175383 | PA      | $2028101.74    | 0.05%             | 2038-11-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Sheraton Austin                                                           | Sheraton Austin, Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4697233 | PA      | $4518008.20    | 0.10%             | 2028-01-01      | Variable      | 7.25%                 | No            | 3                  | On Loan: No      |
| Dow, Inc.                                                                 | Dow, Inc.                                                                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        9254 | NS      | $466309.06     | 0.01%             |  |  |  | No            | 1                  | 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      | $385015.52     | 0.01%             | 2030-04-17      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      524000 | PA      | $516176.01     | 0.01%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Med Trust                                                                 | Med Trust, Series 2021-MDLN, Class F                                                                                         | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3635101 | PA      | $3343447.40    | 0.07%             | 2038-11-15      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Ming Yuan Cloud Group Holdings Ltd.                                       | Ming Yuan Cloud Group Holdings Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      210000 | NS      | $186612.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                                                       | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      696000 | PA      | $660683.37     | 0.01%             | 2024-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      251000 | PA      | $227359.50     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        2644 | NS      | $395674.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lightning eMotors, Inc.                                                   | Lightning eMotors, Inc.                                                                                                      | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |      884000 | PA      | $176800.00     | 0.00%             | 2024-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00P7XE101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -60 | NC      | $-47700.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                             | CUSIP: 00P82SWA6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -392 | NC      | $-128380.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | First Quantum Minerals Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        -108 | NC      | $-1355.98      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | United Parcel Service, Inc.                                                                                                  | CUSIP: 00C7XZ2N7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -204 | NC      | $-2652.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                              | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1138344.89    | 0.03%             | 2024-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1547000 | PA      | $1523544.63    | 0.03%             | 2024-08-08      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cie Financiere Richemont SA                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CH        |        1233 | NS      | $1026.78       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                       | Blackstone Holdings Finance Co. LLC                                                                                          | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      425000 | PA      | $382976.57     | 0.01%             | 2027-10-02      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                                                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       16324 | NS      | $5654633.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                        | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1938337.50    | 0.04%             | 2024-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.33        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  3571562910 | NC      | $121616.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | ConocoPhillips                                                                                                               | CUSIP: 00P89D5S3<br>LEI: N/A                  | N/A              | DE               |  | US        |         337 | NC      | $2022.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C                                                 | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176248 | PA      | $159006.35     | 0.00%             | 2048-05-15      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       26719 | NS      | $199284.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| China Construction Bank Corp.                                             | China Construction Bank Corp., Class H                                                                                       | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |      738000 | NS      | $461537.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                                                         | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101064.07     | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2022-FL6, Class A                                                                               | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1997368 | PA      | $1972372.14    | 0.04%             | 2037-08-17      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                                                 | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      502000 | PA      | $400716.23     | 0.01%             | 2032-02-01      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                                                    | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65264.49      | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | 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      | $71783.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Japan 10 Year Bond                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -41 | NC      | $817521.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Endesa SA                                                                 | Endesa SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |       12564 | NS      | $236788.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercia                                                                    | Mercia, Term Loan A2                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     4975816 | PA      | $5953584.19    | 0.13%             | 2028-01-01      | Variable      | 4.52%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets E-Mini Index                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         176 | NC      | $-269408.29    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                   | Anheuser-Busch Cos. LLC                                                                                                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1604331.19    | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ConocoPhillips                                                                                                               | CUSIP: 00P98JPH1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -209 | NC      | $-56848.00     | -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      | $25375.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                 | CUSIP: 00P82JR95<br>LEI: N/A                  | N/A              | DE               |  | US        |         220 | NC      | $3190.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      316379 | PA      | $-6248.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                  | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      674000 | PA      | $655802.00     | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -2792077 | PA      | $-151606.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -391952534 | PA      | $-28.19        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Astellas Pharma, Inc.                                                     | Astellas Pharma, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       62165 | NS      | $945258.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LPL Financial Holdings, Inc.                                              | LPL Financial Holdings, Inc.                                                                                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      104115 | NS      | $22506539.55   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00C96GST4<br>LEI: N/A                  | N/A              | DE               |  | US        |          49 | NC      | $35770.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capcom Co. Ltd.                                                           | Capcom Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |         300 | NS      | $9576.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |      104125 | PA      | $-191626.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                     | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        6571 | NS      | $1333518.74    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Sovos Brands Intermediate, Inc.                                           | Sovos Brands Intermediate, Inc., 1st Lien Term Loan                                                                          | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |      275657 | PA      | $267847.47     | 0.01%             | 2028-06-08      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| LG Energy Solution Ltd.                                                   | LG Energy Solution Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       21788 | NS      | $7509384.63    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                                                         | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1005448.45    | 0.02%             | 2031-01-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                        | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      215000 | PA      | $202469.80     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1329000 | PA      | $1234069.53    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                                                  | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      318000 | PA      | $252056.86     | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8723314 | PA      | $431915.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          75 | NC      | $-38797.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 2nd Lien Term Loan                                                                                          | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      118947 | PA      | $93558.95      | 0.00%             | 2030-01-24      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| APCOA Parking Holdings GmbH                                               | APCOA Parking Holdings GmbH                                                                                                  | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |     2093000 | PA      | $2087213.90    | 0.05%             | 2027-01-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                           | Informatica LLC, Term Loan                                                                                                   | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      544379 | PA      | $532947.30     | 0.01%             | 2028-10-27      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1726000 | PA      | $1609964.20    | 0.04%             | 2026-07-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      190000 | PA      | $-23697.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   348579710 | PA      | $-9154282.14   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Fiber Bidco Spa                                                           | Fiber Bidco Spa                                                                                                              | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |      773000 | PA      | $823320.56     | 0.02%             | 2027-10-25      | Floating      | 7.95%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      167891 | NS      | $23143996.56   | 0.51%             |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37555.06      | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | 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      | $157645.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       14934 | NS      | $588399.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1779 | NS      | $610873.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                                                  | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      206000 | PA      | $197866.79     | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00P8GCSL7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -493 | NC      | $-24650.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sarcos Technology & Robotics Corp.                                        | Sarcos Technology & Robotics Corp.                                                                                           | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42794 | NS      | $24020.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercia                                                                    | Mercia, Term Loan A1                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     2412023 | PA      | $2885994.99    | 0.06%             | 2028-01-01      | Variable      | 4.52%                 | No            | 3                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $851600.84     | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1122000 | PA      | $703448.31     | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       22776 | NS      | $763679.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Brands (Refi)                                                      | Galaxy Brands (Refi), Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4748919 | PA      | $4642067.96    | 0.10%             | 2038-01-01      | Variable      | 9.07%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00PAB3H21<br>LEI: N/A                  | N/A              | DE               |  | US        |        -543 | NC      | $-95025.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                       | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      303000 | PA      | $257381.88     | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $926582.41     | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Modern Land China Co. Ltd.                                                | Modern Land China Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $11125.00      | 0.00%             | 2024-03-04      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      250336 | NS      | $21749191.68   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Air Products and Chemicals, Inc.                                                                                             | CUSIP: 00C7X8NV6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -163 | NC      | $-101875.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      141455 | NS      | $19141603.20   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                 | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      549000 | PA      | $596214.00     | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -420 | NC      | $-474600.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, Facility Term Loan B                                                                                    | CUSIP: 57770JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      778118 | PA      | $622494.50     | 0.01%             | 2026-09-03      | Variable      | 12.23%                | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                 | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1A                                                                        | CUSIP: 83012DAA1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |      302000 | PA      | $299543.29     | 0.01%             | 2032-10-20      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       52145 | NS      | $26708147.55   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      287000 | PA      | $276022.25     | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | 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      | $71729.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class C                                                | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $541089.71     | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Embark Technology, Inc.                                                                                                      | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               |  | US        |       27885 | NS      | $554.91        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                                                           | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      303000 | PA      | $277491.19     | 0.01%             | 2029-02-22      | 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      | $-120710.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       11856 | NS      | $3113859.84    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Global Funding                                                 | Corebridge Global Funding                                                                                                    | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      728000 | PA      | $679434.90     | 0.02%             | 2024-06-17      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Otis Worldwide Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         286 | NC      | $5005.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    19645890 | PA      | $1531.95       | 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      | $237466.68     | 0.01%             | 2034-04-20      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       47000 | PA      | $44500.92      | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    89385286 | PA      | $-1386514.32   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      326367 | NS      | $78269333.94   | 1.74%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ServiceNow, Inc.                                                                                                             | CUSIP: 00C7XHEB0<br>LEI: N/A                  | N/A              | DE               |  | US        |          51 | NC      | $1020.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                      | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      535000 | PA      | $508684.69     | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   226282363 | PA      | $-921696.29    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                                    | Signal Peak CLO 8 Ltd., Series 2020-8A, Class B                                                                              | CUSIP: 56845NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $238707.95     | 0.01%             | 2033-04-20      | Floating      | 5.89%                 | 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        |       -4183 | NC      | $4520536.14    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        4926 | NS      | $770623.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Astra Space, Inc.                                                         | Astra Space, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      249521 | NS      | $108242.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00P899BC0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -86 | NC      | $-301.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                               | Park Avenue Institutional Advisers CLO Ltd., Series 2016-1A, Class A2R                                                       | CUSIP: 700162AL4<br>LEI: 549300SPM0J0RQRUOB94 | Long             | ABS-CBDO         | CORP              | KY        |      268673 | PA      | $255640.26     | 0.01%             | 2031-08-23      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1084000 | PA      | $1032835.20    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1352211.00    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                  | CUSIP: 00P7XG569<br>LEI: N/A                  | N/A              | DE               |  | US        |         174 | NC      | $1218.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Cano Health, Inc.                                                                                                            | CUSIP: 13781Y111<br>LEI: N/A                  | N/A              | DE               |  | US        |       68498 | NS      | $15069.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $337350.00     | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Foshan Haitian Flavouring & Food Co. Ltd.                                 | Foshan Haitian Flavouring & Food Co. Ltd., Class A                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       89240 | NS      | $1024057.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Redsun Properties Group Ltd.                                              | Redsun Properties Group Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300TYWIIKAOK07L47       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $39000.00      | 0.00%             | 2022-10-03      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Alcoa Corp.                                                               | Alcoa Corp.                                                                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       57658 | NS      | $2621709.26    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                  | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      835000 | PA      | $809800.18     | 0.02%             | 2026-03-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      485459 | NS      | $16078402.08   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Owl Rock Capital Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         262 | NC      | $7860.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                                                   | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        4320 | NS      | $390552.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    27251107 | PA      | $617823.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| City Brewing Co. LLC                                                      | City Brewing Co. LLC, 1st Lien Term Loan                                                                                     | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      592195 | PA      | $253163.17     | 0.01%             | 2028-04-05      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1008 | NC      | $-1008.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                              | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1120477.02    | 0.02%             | 2024-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      195217 | NS      | $16632488.40   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                                                             | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $172750.00     | 0.00%             | 2030-06-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      502000 | PA      | $396988.46     | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                        | CUSIP: 00C9VXDS7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -122 | NC      | $-2074.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inpex Corp.                                                               | Inpex Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       25500 | NS      | $274008.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| Mirion Technologies                                                       | Mirion Technologies                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      756990 | NS      | $5003703.90    | 0.11%             |  |  |  | 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      | $-31452.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        6878 | NS      | $775356.94     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       54340 | NS      | $3824668.82    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      300000 | PA      | $329043.06     | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       20840 | NS      | $1369188.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE, Inc.                                                                | NIKE, Inc., Class B                                                                                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       23670 | NS      | $2769626.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GSK Consumer Healthcare Capital UK plc                                    | GSK Consumer Healthcare Capital UK plc                                                                                       | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |     1692000 | PA      | $1609082.85    | 0.04%             | 2025-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      672000 | PA      | $530520.19     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       15609 | NS      | $111136.08     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       42000 | PA      | $40994.20      | 0.00%             | 2024-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -437 | NC      | $7089071.60    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      130000 | PA      | $97702.84      | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00PABSVQ7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -118 | NC      | $-27553.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1901000 | PA      | $1806998.36    | 0.04%             | 2026-03-17      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                   | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      461000 | PA      | $431464.83     | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SGX NIFTY 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -198 | NC      | $-24709.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00CABH4B8<br>LEI: N/A                  | N/A              | DE               |  | US        |          68 | NC      | $270980.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                 | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      847000 | PA      | $827826.94     | 0.02%             | 2026-05-12      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                              | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180100.00     | 0.00%             | 2029-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Financial Select Sector SPDR Fund                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     -435300 | NC      | $-30366.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wiwynn Corp.                                                              | Wiwynn Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |       10000 | NS      | $258654.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ursa Major Technologies, Inc.                                             | Ursa Major Technologies, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      360289 | NS      | $2388716.07    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      349000 | PA      | $332765.06     | 0.01%             | 2026-01-23      | Variable      | 3.37%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      409000 | PA      | $328627.95     | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LUXE Trust                                                                | LUXE Trust, Series 2021-TRIP, Class E                                                                                        | CUSIP: 55066WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344228 | PA      | $315056.98     | 0.01%             | 2038-10-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                                                         | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |      561000 | PA      | $511974.21     | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | XPO, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         191 | NC      | $18145.00      | 0.00%             |  |  |  | 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      | $63162.50      | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                              | CUSIP: 00CA3WUE9<br>LEI: N/A                  | N/A              | DE               |  | US        |         107 | NC      | $120910.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Ltd.                                                      | TE Connectivity Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       96251 | NS      | $11049614.80   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp.                                                                 | CDW Corp.                                                                                                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        6857 | NS      | $1224523.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                      | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |     1165000 | PA      | $1094308.15    | 0.02%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                    | Oportun Issuance Trust, Series 2021-B, Class B                                                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440000 | PA      | $380058.98     | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | 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      | $243417.83     | 0.01%             | 2037-02-24      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Super Hi International Holding Ltd.                                       | Super Hi International Holding Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       34300 | NS      | $43679.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -28491058 | PA      | $-497884.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Waste Connections, Inc.                                                   | Waste Connections, Inc.                                                                                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        1638 | NS      | $217133.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                | BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class D                                                        | CUSIP: 05526QAJ5<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $225504.02     | 0.01%             | 2033-04-14      | Variable      | 3.60%                 | 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        |      135727 | PA      | $126587.20     | 0.00%             | 2036-10-25      | Floating      | 4.90%                 | 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        |      747000 | PA      | $660696.48     | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $330607.69     | 0.01%             | 2027-03-28      | Variable      | 3.12%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                 | Sixth Street CLO XVI Ltd., Series 2020-16A, Class B                                                                          | CUSIP: 83012DAC7<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |      289788 | PA      | $279643.68     | 0.01%             | 2032-10-20      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          80 | NC      | $2800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          36 | NC      | $-281120.45    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                                   | Fresenius SE & Co. KGaA                                                                                                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |       21995 | NS      | $614362.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Planet Labs PBC                                                           | Planet Labs PBC                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      165440 | NS      | $719664.00     | 0.02%             |  |  |  | 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      | $10832247.00   | 0.24%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     1102800 | NS      | $12178652.25   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -135978000 | PA      | $-133968436.89 | -2.98%            | 2053-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities XI Ltd.                                     | GoldenTree Loan Opportunities XI Ltd., Series 2015-11A, Class AR2                                                            | CUSIP: 38137HBU1<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $247016.48     | 0.01%             | 2031-01-18      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     2620000 | PA      | $2394.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG Micro Corp.                                                            | SG Micro Corp., Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        7300 | NS      | $181673.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       24498 | NS      | $932883.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        1368 | NS      | $293162.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -44473754 | PA      | $-1495096.21   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       55784 | NS      | $3501740.38    | 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      | $-96595.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                        | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        7669 | NS      | $175124.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      502000 | PA      | $408578.91     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                 | CUSIP: 00C7XDXC6<br>LEI: N/A                  | N/A              | DE               |  | US        |          46 | NC      | $3910.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2020-NET, Class A                                                        | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1072517 | PA      | $961824.02     | 0.02%             | 2037-08-15      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         536 | NC      | $-679127.13    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Holdings Netherlands BV                            | Mondelez International Holdings Netherlands BV                                                                               | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       37000 | PA      | $32157.46      | 0.00%             | 2026-09-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1816589.27    | 0.04%             | 2028-04-20      | Variable      | 4.21%                 | 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      | $2018519.85    | 0.04%             | 2028-10-01      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                                                            | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        7488 | NS      | $387666.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      485000 | PA      | $418335.24     | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | 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      | $407371.20     | 0.01%             | 2026-01-26      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                            | Lonza Group AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        7936 | NS      | $3895587.58    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class AS                                                             | CUSIP: 94989JBB1<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |      886008 | PA      | $832265.86     | 0.02%             | 2048-05-15      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         698 | NS      | $590675.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class D                                                       | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1569000 | PA      | $1536375.47    | 0.03%             | 2036-05-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                                 | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R                                                                        | CUSIP: 15033LAS1<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $240685.43     | 0.01%             | 2032-05-29      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                     | CUSIP: 00C960CC3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -75 | NC      | $-10312.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9544700 | PA      | $9174978.31    | 0.20%             | 2023-12-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Hangzhou Tigermed Consulting Co. Ltd.                                     | Hangzhou Tigermed Consulting Co. Ltd., Class H                                                                               | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |       44900 | NS      | $516339.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                                                       | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      154103 | NS      | $17800350.32   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       13125 | NS      | $336930.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00C9UB5S5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -271 | NC      | $-2981.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cypher Bidco BV                                                           | Cypher Bidco BV, Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     5187540 | PA      | $5136527.03    | 0.11%             | 2028-01-01      | Variable      | 6.61%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00C7XK9Y9<br>LEI: N/A                  | N/A              | DE               |  | US        |         318 | NC      | $477.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                      | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |        4823 | NS      | $762695.71     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       18417 | NS      | $1185784.60    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28435.21      | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                                                     | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      495000 | PA      | $487659.97     | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -263 | NC      | $-9731.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                                                            | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $187475.00     | 0.00%             | 2027-05-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      505000 | PA      | $458287.50     | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                        | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      289000 | PA      | $276952.31     | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                              | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1008000 | PA      | $907751.32     | 0.02%             | 2027-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1585972.33    | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                                          | Coca-Cola HBC AG                                                                                                             | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       27557 | NS      | $651414.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46500000 | PA      | $44743101.20   | 1.00%             | 2053-02-25      | Fixed         | 4.50%                 | No            | 2                  | 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      | $1683168.12    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                       | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      273000 | PA      | $272146.88     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 1                                                          | Pikes Peak CLO 1, Series 2018-1A, Class A                                                                                    | CUSIP: 721327AA2<br>LEI: 549300IOF5UIE4PES702 | Long             | ABS-CBDO         | CORP              | KY        |      277815 | PA      | $274441.27     | 0.01%             | 2031-07-24      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals plc                                                 | Hikma Pharmaceuticals plc                                                                                                    | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |       11792 | NS      | $219754.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1373613.46    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      277748 | NS      | $1077662.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Iris BidCo GmbH                                                           | Iris BidCo GmbH, Facility Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     2856000 | PA      | $2625925.26    | 0.06%             | 2028-06-29      | Variable      | 6.61%                 | 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        |      135000 | PA      | $139835.33     | 0.00%             | 2032-11-14      | Floating      | 2.72%                 | No            | 2                  | On Loan: No      |
| Life Mortgage Trust                                                       | Life Mortgage Trust, Series 2021-BMR, Class F                                                                                | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2048688 | PA      | $1933017.37    | 0.04%             | 2038-03-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -2878905 | PA      | $-6912.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       14000 | NS      | $3359440.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       42000 | PA      | $38518.11      | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                  | Becton Dickinson and Co., Series B                                                                                           | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      118085 | NS      | $5913696.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                                                  | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     1745000 | PA      | $1662663.29    | 0.04%             | 2025-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco Senior Loan ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         400 | NC      | $13000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                | Shire Acquisitions Investments Ireland DAC                                                                                   | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     3655000 | PA      | $3427889.67    | 0.08%             | 2026-09-23      | Fixed         | 3.20%                 | 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      | $-798772.26    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Principal Life Global Funding II                                          | Principal Life Global Funding II                                                                                             | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23410.21      | 0.00%             | 2026-08-16      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Food & Life Cos. Ltd.                                                     | Food & Life Cos. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |       20600 | NS      | $406130.42     | 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      | $120167.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7JBP0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -203 | NC      | $-53084.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    59204333 | PA      | $-2313008.06   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                                                                           | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |      259680 | NS      | $7842336.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      502000 | PA      | $477967.66     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         703 | NS      | $360617.91     | 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      | $-108881.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00P7X77W0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -246 | NC      | $-1968.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $688144.01     | 0.02%             | 2024-10-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Masco Corp.                                                               | Masco Corp.                                                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       26316 | NS      | $1228167.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       57609 | NS      | $15286548.15   | 0.34%             |  |  |  | No            | 1                  | 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      | $241873.18     | 0.01%             | 2030-07-18      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -77 | NC      | $23976.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Nephew plc                                                        | Smith & Nephew plc                                                                                                           | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |       10232 | NS      | $136646.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AGC, Inc.                                                                 | AGC, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |        2100 | NS      | $69690.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Farmer's Business Network, Inc., Series F                                 | Farmer's Business Network, Inc., Series F                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       73351 | NS      | $3418890.11    | 0.08%             |  |  |  | Yes           | 3                  | 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      | $468284.48     | 0.01%             | 2032-04-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       73333 | NS      | $11851346.13   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Homes by West Bay LLC                                                     | Homes by West Bay LLC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     5001000 | PA      | $4544908.80    | 0.10%             | 2027-04-30      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      808608 | NS      | $31603792.73   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      973000 | PA      | $956027.22     | 0.02%             | 2026-07-28      | Variable      | 4.26%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares Latin America 40 ETF                                                                                                 | CUSIP: 464287390<br>LEI: 549300LU9LZBB8WGN795 | Long             |  | RF                | US        |       86975 | NS      | $1990857.75    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                                                 | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      552000 | PA      | $524676.00     | 0.01%             | 2025-01-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| OAK Hill European Credit Partners VI DAC                                  | OAK Hill European Credit Partners VI DAC, Series 2017-6X, Class B1                                                           | CUSIP: N/A<br>LEI: 549300KDAJJQKITHIP59       | Long             | ABS-CBDO         | CORP              | IE        |      160000 | PA      | $160238.09     | 0.00%             | 2032-01-20      | Floating      | 2.66%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Charter Communications, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -81 | NC      | $-74925.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   196638228 | PA      | $-690152.54    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                        | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      754000 | PA      | $686628.94     | 0.02%             | 2030-04-01      | 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      | $-1333.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      582000 | PA      | $480412.34     | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JumpCloud, Inc.                                                           | JumpCloud, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      113119 | NS      | $403834.83     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                       | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       17100 | NS      | $1764549.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                                                      | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      201000 | PA      | $165236.33     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EOG Resources, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -490 | NC      | $-49000.00     | -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      | $30785.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Hedosophia European Growth                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       66751 | NS      | $2143.61       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      320000 | PA      | $203011.88     | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         -54 | NC      | $412583.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                                                           | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      341000 | PA      | $299824.25     | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      799000 | PA      | $650734.30     | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |       41500 | NS      | $1018160.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CML Trigrams                                                              | CML Trigrams, Term Loan                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     7729164 | PA      | $7651093.65    | 0.17%             | 2024-09-15      | Variable      | 3.13%                 | No            | 3                  | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC, Term Loan                                                                                             | CUSIP: 46647KAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      469850 | PA      | $459278.34     | 0.01%             | 2028-10-04      | Variable      | 9.12%                 | No            | 3                  | On Loan: No      |
| Altar BidCo, Inc.                                                         | Altar BidCo, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1276179 | PA      | $1216096.32    | 0.03%             | 2029-02-01      | Variable      | 6.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00C9H22C8<br>LEI: N/A                  | N/A              | DE               |  | US        |         493 | NC      | $16762.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        6594 | PA      | $-197.82       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       35157 | NS      | $4091923.23    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ServiceNow, Inc.                                                                                                             | CUSIP: 00P7XG049<br>LEI: N/A                  | N/A              | DE               |  | US        |         -51 | NC      | $-316455.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ALM Ltd.                                                                  | ALM Ltd., Series 2020-1A, Class A2                                                                                           | CUSIP: 00166FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      251866 | PA      | $244781.14     | 0.01%             | 2029-10-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         167 | NC      | $2087.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   224283211 | PA      | $2648824.91    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      502000 | PA      | $454143.49     | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ford Motor Co.                                                                                                               | CUSIP: 00PA443Q9<br>LEI: N/A                  | N/A              | DE               |  | US        |         230 | NC      | $4715.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1164148.91    | 0.03%             | 2025-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | TE Connectivity Ltd.                                                                                                         | CUSIP: 00C9Y12G2<br>LEI: N/A                  | N/A              | DE               |  | US        |         194 | NC      | $15035.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| South32 Ltd.                                                              | South32 Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      578837 | NS      | $1586956.19    | 0.04%             |  |  |  | No            | 2                  | 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        |     1485079 | PA      | $137417.80     | 0.00%             | 2053-12-12      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                                | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      866000 | PA      | $813836.66     | 0.02%             | 2038-04-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Douglas GmbH                                                              | Douglas GmbH                                                                                                                 | CUSIP: N/A<br>LEI: 529900381YTPHVY9AI06       | Long             | DBT              | CORP              | DE        |     1698000 | PA      | $1517897.89    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Verisure Midholding AB                                                    | Verisure Midholding AB                                                                                                       | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      355000 | PA      | $302107.75     | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class F                                                       | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2083000 | PA      | $1990511.88    | 0.04%             | 2036-05-15      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Grupo Aval Ltd.                                                           | Grupo Aval Ltd.                                                                                                              | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |      715000 | PA      | $577720.00     | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | XPO, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -191 | NC      | $-179540.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co.                                                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       26772 | NS      | $790577.16     | 0.02%             |  |  |  | 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      | $244805.50     | 0.01%             | 2034-01-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        2485 | NS      | $5007970.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| HKT Capital Ltd.                                                          | HKT Capital Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900F4EZA4GPR3LG03       | Long             | DBT              | CORP              | VG        |      350000 | PA      | $280504.00     | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                  | CUSIP: 00C9SEE45<br>LEI: N/A                  | N/A              | DE               |  | US        |         166 | NC      | $2573.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hino Motors Ltd.                                                          | Hino Motors Ltd.                                                                                                             | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |       97900 | NS      | $371990.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        9465 | NS      | $568467.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       96202 | NS      | $373956.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Braskem Idesa SAPI                                                        | Braskem Idesa SAPI                                                                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      426000 | PA      | $303525.00     | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      472714 | NS      | $15680515.58   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| United Rentals, Inc.                                                      | United Rentals, Inc.                                                                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        6928 | NS      | $2462349.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                                                         | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      502000 | PA      | $441397.66     | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                                                           | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21229.59      | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -119521769 | PA      | $-3838122.48   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Mr Cooper Group, Inc.                                                     | Mr Cooper Group, Inc.                                                                                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       24501 | NS      | $983225.13     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1917452.95    | 0.04%             | 2025-04-17      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   184468179 | PA      | $-765346.87    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                        | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15622784 | PA      | $12540330.59   | 0.28%             | 2051-12-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Oi SA                                                                     | Oi SA                                                                                                                        | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | BR        |      303000 | PA      | $50714.63      | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CABUCE4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -204 | NC      | $-14076.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sempra Energy                                                             | Sempra Energy                                                                                                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      189392 | NS      | $29268639.68   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Lookout, Inc.                                                             | Lookout, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       57505 | NS      | $209893.25     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      185000 | PA      | $-4515.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                          | Kasikornbank PCL                                                                                                             | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |      200000 | PA      | $174750.00     | 0.00%             | 2031-10-02      | Variable      | 3.34%                 | No            | 2                  | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                | Shire Acquisitions Investments Ireland DAC                                                                                   | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     1920000 | PA      | $1886857.42    | 0.04%             | 2023-09-23      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPI 200 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         -20 | NC      | $50793.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $976166.80     | 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      | $176880.00     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Heineken NV                                                               | Heineken NV                                                                                                                  | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        3879 | NS      | $365371.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -560 | NC      | $-30240.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00CA59X88<br>LEI: N/A                  | N/A              | DE               |  | US        |        -542 | NC      | $-24390.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00C88WS69<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1247 | NC      | $-12470.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                  | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      505000 | PA      | $477477.50     | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Copart, Inc.                                                              | Copart, Inc.                                                                                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       13767 | NS      | $838272.63     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      502000 | PA      | $400516.47     | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2015-3A, Class BR                                                                                  | CUSIP: 12550MAL4<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |      288000 | PA      | $277538.83     | 0.01%             | 2029-04-19      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       21076 | NS      | $1809374.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      502000 | PA      | $395621.73     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Husqvarna AB                                                              | Husqvarna AB, Class B                                                                                                        | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |       22164 | NS      | $155667.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   135978000 | PA      | $133968436.89  | 2.98%             | 2053-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1398947.83    | 0.03%             | 2025-02-26      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      124876 | PA      | $-169743.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1452030.01    | 0.03%             | 2025-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       68076 | NS      | $36092533.68   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      198997 | NS      | $4511261.99    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       60354 | NS      | $2030308.56    | 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      | $1188192.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C87V2P8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -144 | NC      | $-314856.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cargill, Inc.                                                             | Cargill, Inc.                                                                                                                | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      803000 | PA      | $776985.80     | 0.02%             | 2025-04-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -2422200 | PA      | $-26288.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                                                             | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      502000 | PA      | $520171.52     | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       32679 | NS      | $17995998.51   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1507000 | PA      | $1471436.10    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | KLA Corp.                                                                                                                    | CUSIP: 00P82JVF6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -105 | NC      | $-22575.00     | -0.00%            |  |  |  | No            | 1                  | 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        |     6424200 | PA      | $532239.17     | 0.01%             | 2054-04-15      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    26841213 | PA      | $-821199.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Opendoor Technologies, Inc.                                               | Opendoor Technologies, Inc.                                                                                                  | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      192781 | NS      | $223625.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Guangzhou Baiyun International Airport Co. Ltd.                           | Guangzhou Baiyun International Airport Co. Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 300300HCH80SKW83W383       | Long             | EC               | CORP              | CN        |      537000 | NS      | $1163697.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $787740.70     | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LUXE Trust                                                                | LUXE Trust, Series 2021-TRIP, Class A                                                                                        | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134206 | PA      | $128315.56     | 0.00%             | 2038-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Volocopter GmbH                                                           | Volocopter GmbH                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |        1420 | NS      | $8886649.61    | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                                                           | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      444000 | PA      | $385153.25     | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      241000 | PA      | $246692.61     | 0.01%             | 2026-11-04      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                                                             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      968263 | NS      | $19265128.75   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| TVC Holding                                                               | TVC Holding                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     1654137 | PA      | $1616587.69    | 0.04%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   183046009 | PA      | $176137173.52  | 3.92%             | 2053-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |        1951 | NS      | $4683729.59    | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                                                                  | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      361000 | PA      | $354116.34     | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1138723.85    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         984 | NS      | $314181.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                    | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     1038000 | PA      | $1016721.61    | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Seagen, Inc.                                                              | Seagen, Inc.                                                                                                                 | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       52971 | NS      | $6807303.21    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Kane Bidco Ltd.                                                           | Kane Bidco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     1512000 | PA      | $1383886.73    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Marathon Oil Corp.                                                                                                           | CUSIP: 00P8G2P16<br>LEI: N/A                  | N/A              | DE               |  | US        |       -1393 | NC      | $-55023.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       15457 | NS      | $1398819.16    | 0.03%             |  |  |  | No            | 2                  | 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        |     1846873 | PA      | $1719951.20    | 0.04%             | 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        |     8829800 | NS      | $6778372.57    | 0.15%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         197 | NC      | $1871.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Office Properties Income Trust                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          95 | NC      | $6650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                                                                   | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3203720 | PA      | $2675489.69    | 0.06%             | 2053-03-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        8295 | NS      | $1723369.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00C9ZJF60<br>LEI: N/A                  | N/A              | DE               |  | US        |        3535 | NC      | $258055.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                                                  | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      368000 | PA      | $358752.05     | 0.01%             | 2025-03-25      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Crown Holdings, Inc.                                                      | Crown Holdings, Inc.                                                                                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        4710 | NS      | $387209.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $978192.44     | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         423 | NC      | $34051.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1091841.17    | 0.02%             | 2023-09-29      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VKNG, Class G                                                                      | CUSIP: 12433YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      329000 | PA      | $302424.04     | 0.01%             | 2037-10-15      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Republic of Senegal                                                       | Republic of Senegal                                                                                                          | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      317000 | PA      | $260296.63     | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PsiQuantum Corp.                                                          | PsiQuantum Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       51690 | NS      | $1313442.90    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        9898 | NS      | $3842846.85    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00C9XFL55<br>LEI: N/A                  | N/A              | DE               |  | US        |        -357 | NC      | $-6069.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       59575 | NS      | $15699799.75   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp.                                                           | Albemarle Corp.                                                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       41602 | NS      | $9021809.72    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00CA466B8<br>LEI: N/A                  | N/A              | DE               |  | US        |        1084 | NC      | $140920.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                                                                         | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $981646.06     | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | 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        |      753884 | PA      | $722909.47     | 0.02%             | 2036-07-16      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -391952534 | PA      | $-38.37        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hedosophia European Growth                                                | Hedosophia European Growth                                                                                                   | CUSIP: N/A<br>LEI: 549300Q5OZTF68OGPY72       | Long             | EC               | CORP              | KY        |      169035 | NS      | $1791340.81    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -1083 | NC      | $-59565.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zero Mass Water, Inc.                                                     | Zero Mass Water, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       10967 | NS      | $402269.56     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       27991 | NS      | $506077.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      553000 | PA      | $488477.05     | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Paycom Software, Inc.                                                     | Paycom Software, Inc.                                                                                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        2282 | NS      | $708127.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -49 | NC      | $49856.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class H                                                                              | CUSIP: 05601PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      915000 | PA      | $840697.06     | 0.02%             | 2036-04-15      | Floating      | 9.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2252000 | PA      | $2195981.27    | 0.05%             | 2024-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Kenbourne Invest SA                                                       | Kenbourne Invest SA                                                                                                          | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      314000 | PA      | $296592.63     | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      463000 | PA      | $454035.18     | 0.01%             | 2025-05-24      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                           | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class C                                                                    | CUSIP: 12528DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350036 | PA      | $337048.12     | 0.01%             | 2033-02-15      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00P89D8C5<br>LEI: N/A                  | N/A              | DE               |  | US        |         570 | NC      | $2565.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00C7XDVP9<br>LEI: N/A                  | N/A              | DE               |  | US        |        1355 | NC      | $46747.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      245000 | PA      | $188038.85     | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            | 2                  | On Loan: No      |
| Fiber Bidco Spa                                                           | Fiber Bidco Spa                                                                                                              | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |     1174000 | PA      | $1329094.70    | 0.03%             | 2027-10-25      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Vita Global FinCo Ltd.                                                    | Vita Global FinCo Ltd., Facility Term Loan                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |     1350904 | PA      | $1551516.62    | 0.03%             | 2027-07-06      | Variable      | 10.45%                | No            | 3                  | On Loan: No      |
| Luxembourg Life Fund Ii - Absolute Return Fund Iii                        | Luxembourg Life Fund Ii - Absolute Return Fund Iii                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      497862 | PA      | $494774.87     | 0.01%             | 2028-01-01      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| Healthpeak Properties, Inc.                                               | Healthpeak Properties, Inc.                                                                                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       19277 | NS      | $483274.39     | 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      | $1340724.83    | 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      | $38954.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    45636670 | PA      | $-2549064.73   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -15077000 | PA      | $-493365.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -15500000 | PA      | $-14914972.50  | -0.33%            | 2053-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Engie Brasil Energia SA                                                   | Engie Brasil Energia SA                                                                                                      | CUSIP: N/A<br>LEI: 52990057Q0EK2Q9YBC07       | Long             | EC               | CORP              | BR        |       48800 | NS      | $350419.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc, Series A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |       31543 | NS      | $3385194.76    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    31547000 | PA      | $-253871.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -542 | NC      | $-105690.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       23757 | NS      | $8055998.70    | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| 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      | $285554.31     | 0.01%             | 2036-07-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Zijin Mining Group Co. Ltd.                                               | Zijin Mining Group Co. Ltd., Class H                                                                                         | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |      148000 | NS      | $198910.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc.                                                                                                                | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1939000 | PA      | $1812129.45    | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                                    | Playtika Holding Corp.                                                                                                       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      471000 | PA      | $369711.45     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      875377 | PA      | $231974.91     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17220300 | PA      | $15097359.89   | 0.34%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fortum OYJ                                                                | Fortum OYJ                                                                                                                   | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |       11702 | NS      | $194886.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $833272.70     | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00PA59916<br>LEI: N/A                  | N/A              | DE               |  | US        |        -212 | NC      | $-54802.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -22843967 | PA      | $-9918.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         216 | NC      | $324.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      157000 | PA      | $123962.39     | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |       21490 | NS      | $620703.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $308781.30     | 0.01%             | 2027-09-21      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P Regional Banking ETF                                                                                                | CUSIP: 00P7XGU38<br>LEI: N/A                  | N/A              | DE               |  | US        |       -3546 | NC      | $-37233.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       23955 | NS      | $1468920.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00C7XK9V5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -304 | NC      | $-2280.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Sonder Holdings, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       84405 | NS      | $844.05        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Total Return Basket Swap                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    -1742888 | NS      | $-160403.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp., Series A                                                                                            | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |       20833 | NS      | $2392045.06    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      320000 | PA      | $215445.33     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      118975 | NS      | $11087280.25   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2020-2A, Class BR                                                                       | CUSIP: 05683EAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      575000 | PA      | $548673.91     | 0.01%             | 2034-07-19      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      502000 | PA      | $525403.67     | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                     | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3484651 | PA      | $1097229.48    | 0.02%             | 2038-01-09      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                  | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       28921 | NS      | $1232.03       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1718000 | PA      | $1756655.00    | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Hana Financial Group, Inc.                                                | Hana Financial Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       23187 | NS      | $772106.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fastenal Co.                                                              | Fastenal Co.                                                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        6083 | NS      | $287847.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Volta, Inc.                                                                                                                  | CUSIP: 92873V110<br>LEI: N/A                  | N/A              | DE               |  | US        |       39164 | NS      | $2557.41       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 10x Future Technologies Holdings Ltd.                                     | 10x Future Technologies Holdings Ltd.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      163645 | NS      | $2162376.15    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      264000 | PA      | $253242.00     | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2943000 | PA      | $2592104.64    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA                                                   | Anheuser-Busch InBev SA                                                                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $356100.82     | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                  | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       32844 | NS      | $545411.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $675579.83     | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                                                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       14973 | NS      | $3419683.47    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     2665000 | PA      | $3300.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                          | Yango Justice International Ltd.                                                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      327000 | PA      | $4905.00       | 0.00%             | 2023-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      831000 | PA      | $648456.08     | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | Jawbone Health Hub, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 529900STYYCR4EV1SH26       | Long             | EC               | CORP              | DE        |      301223 | NS      | $3.01          | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Conagra Brands, Inc.                                                      | Conagra Brands, Inc.                                                                                                         | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71008.54      | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        8456 | NS      | $1055308.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2020-FACT, Class E                                                                                        | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438000 | PA      | $379614.60     | 0.01%             | 2037-10-15      | Floating      | 9.18%                 | No            | 3                  | On Loan: No      |
| Greenko Dutch BV                                                          | Greenko Dutch BV                                                                                                             | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |      191000 | PA      | $165692.50     | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      676000 | PA      | $659659.02     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                      | CUSIP: 00P7XDJ95<br>LEI: N/A                  | N/A              | DE               |  | US        |        -776 | NC      | $-81092.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1724 | NC      | $-592625.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1170477.90    | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Fila Holdings Corp.                                                       | Fila Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        6310 | NS      | $166468.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00C7XDFX0<br>LEI: N/A                  | N/A              | DE               |  | US        |          41 | NC      | $85895.00      | 0.00%             |  |  |  | No            | 1                  | 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      | $237483.63     | 0.01%             | 2034-04-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -752 | NC      | $-752.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HCL Technologies Ltd.                                                     | HCL Technologies Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |       23679 | NS      | $296955.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ReNew Power Pvt Ltd.                                                      | ReNew Power Pvt Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      200000 | PA      | $191100.00     | 0.00%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                  | CUSIP: 00C7X9734<br>LEI: N/A                  | N/A              | DE               |  | US        |        -316 | NC      | $-1106.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirax-Sarco Engineering plc                                              | Spirax-Sarco Engineering plc                                                                                                 | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |       24357 | NS      | $3111133.91    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2015-RPL1                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGSE             | US        |     2797920 | PA      | $2735662.75    | 0.06%             | 2024-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Porsche Automobil Holding SE                                              | Porsche Automobil Holding SE (Preference)                                                                                    | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |        5280 | NS      | $287949.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -45117322 | PA      | $-91074.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                    | GSK Consumer Healthcare Capital US LLC                                                                                       | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      465000 | PA      | $451301.67     | 0.01%             | 2024-03-24      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      741000 | PA      | $722053.08     | 0.02%             | 2026-02-15      | Fixed         | 4.40%                 | 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      | $612307.66     | 0.01%             | 2035-07-15      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp.                                              | American Water Capital Corp.                                                                                                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      502000 | PA      | $480267.23     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Australia 10 Year Bonds                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         790 | NC      | $-3171445.87   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Proof Acquisition Corp. I                                                 | Proof Acquisition Corp. I                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       30948 | NS      | $34971.24      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        6586 | NS      | $2358431.83    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Hudson Pacific Properties, Inc.                                                                                              | CUSIP: 00PA4VU14<br>LEI: N/A                  | N/A              | DE               |  | US        |          91 | NC      | $1592.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                 | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      320000 | PA      | $307925.02     | 0.01%             | 2026-03-28      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $325011.54     | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Auto Trader Group plc                                                     | Auto Trader Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |      265825 | NS      | $1655386.40    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Noodle Partners, Inc., Series C                                           | Noodle Partners, Inc., Series C                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      242823 | NS      | $1488504.99    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                         | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     1637000 | PA      | $1614777.54    | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Toast, Inc.                                                               | Toast, Inc., Class A                                                                                                         | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       17911 | NS      | $322935.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                                                             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       14634 | NS      | $641993.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                                                            | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      880000 | PA      | $866030.65     | 0.02%             | 2024-07-26      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      320000 | PA      | $192592.53     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      502000 | PA      | $408869.64     | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                                                          | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      457000 | PA      | $448048.87     | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        6059 | NS      | $496898.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                                                      | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      461000 | PA      | $372343.94     | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | 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      | $-63388.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kingfisher plc                                                            | Kingfisher plc                                                                                                               | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |      135698 | NS      | $385548.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       86138 | NS      | $18249196.68   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Praxair, Inc.                                                                                                                | CUSIP: 00C9GGH32<br>LEI: N/A                  | N/A              | DE               |  | US        |        -167 | NC      | $-57615.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        3914 | PA      | $4146.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Hynix, Inc.                                                            | SK Hynix, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |      250000 | PA      | $183328.13     | 0.00%             | 2031-01-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AmerisourceBergen Corp.                                                   | AmerisourceBergen Corp.                                                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       10813 | NS      | $1791822.23    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       23463 | PA      | $-20720.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barrick Gold Corp.                                                        | Barrick Gold Corp.                                                                                                           | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       21616 | NS      | $370537.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| New Metro Global Ltd.                                                     | New Metro Global Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300HJRNTCANEH0D47       | Long             | DBT              | CORP              | VG        |      237000 | PA      | $157901.25     | 0.00%             | 2026-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1414849.31    | 0.03%             | 2026-12-09      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Booking Holdings, Inc.                                                                                                       | CUSIP: 00C7XA814<br>LEI: N/A                  | N/A              | DE               |  | US        |          15 | NC      | $117150.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                     | Trinitas CLO XIV Ltd., Series 2020-14A, Class B                                                                              | CUSIP: 89641QAE0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      451634 | PA      | $433261.85     | 0.01%             | 2034-01-25      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Class A Legended                                          | Vertiv Holdings Class A Legended, Class A                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      579292 | NS      | $7837820.76    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15164.98      | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Alphawave IP Group plc                                                    | Alphawave IP Group plc                                                                                                       | CUSIP: N/A<br>LEI: 213800ZXTO21EU4VMH37       | Long             | EC               | CORP              | GB        |      473852 | NS      | $584320.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Sarcos Technology & Robotics Corp.                                                                                           | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       59602 | NS      | $2384.08       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      196536 | NS      | $701633.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kane Bidco Ltd.                                                           | Kane Bidco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     1817000 | PA      | $1823229.58    | 0.04%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                                                            | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |      536000 | PA      | $517173.00     | 0.01%             | 2025-07-15      | 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      | $954670.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      787000 | PA      | $697203.39     | 0.02%             | 2027-03-02      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| Greeneden US Holdings I LLC                                               | Greeneden US Holdings I LLC, Term Loan                                                                                       | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      364074 | PA      | $348829.84     | 0.01%             | 2027-12-01      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                                                  | Money Market Series                                                                                                          | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |    95570710 | NS      | $95561152.52   | 2.13%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                       | ConocoPhillips                                                                                                               | CUSIP: 00C9NG9K5<br>LEI: N/A                  | N/A              | DE               |  | US        |         835 | NC      | $11690.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Offerpad Solutions, Inc.                                                  | Offerpad Solutions, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      248310 | NS      | $114346.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alen Mortgage Trust                                                       | Alen Mortgage Trust, Series 2021-ACEN, Class D                                                                               | CUSIP: 01449NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1364000 | PA      | $1066375.20    | 0.02%             | 2034-04-15      | Floating      | 7.42%                 | No            | 3                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1389000 | PA      | $1353974.11    | 0.03%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       26659 | NS      | $845645.53     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BOCA Commercial Mortgage Trust                                            | BOCA Commercial Mortgage Trust, Series 2022-BOCA, Class A                                                                    | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      554144 | PA      | $542963.42     | 0.01%             | 2039-05-15      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      540000 | PA      | $505338.75     | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund II - Absolute Return Fund III                        | Luxembourg Life Fund II - Absolute Return Fund III, Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3207623 | PA      | $3187735.67    | 0.07%             | 2028-01-01      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| Alpek SAB de CV                                                           | Alpek SAB de CV                                                                                                              | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $166162.50     | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2484000 | PA      | $2425899.12    | 0.05%             | 2028-07-22      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1329860.19    | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                               | Republic of the Philippines                                                                                                  | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      467000 | PA      | $312941.37     | 0.01%             | 2045-12-10      | Fixed         | 2.65%                 | 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        |      239716 | NS      | $52737.52      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1169000 | PA      | $1019391.38    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     6041586 | PA      | $460760.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2019-XL, Class G                                                                        | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2196562 | PA      | $2102544.94    | 0.05%             | 2036-10-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                                               | Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class A1                                                                        | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1354139 | PA      | $1326173.05    | 0.03%             | 2033-04-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      314857 | NS      | $1004151.21    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                                                    | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      119000 | PA      | $111822.22     | 0.00%             | 2025-02-13      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00CABGTS6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -326 | NC      | $-48900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     1546821 | PA      | $1053153.08    | 0.02%             | 2023-08-31      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      361000 | PA      | $328174.82     | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1099912.26    | 0.02%             | 2024-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                          | Comision Federal de Electricidad                                                                                             | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |      533000 | PA      | $526770.56     | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-ARIA, Class E                                                                                          | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2038052 | PA      | $1848955.83    | 0.04%             | 2036-10-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                                                        | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |      584000 | PA      | $513299.50     | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    11279330 | PA      | $194711.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                   | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |       16620 | NS      | $3563970.39    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   196638228 | PA      | $-712182.87    | -0.02%            |  |  |  | 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      | $455604.62     | 0.01%             | 2035-01-25      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                            | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL2, Class A                                                     | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1919000 | PA      | $1875962.78    | 0.04%             | 2037-05-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| OVG Business Services LLC                                                 | OVG Business Services LLC, Term Loan                                                                                         | CUSIP: 62955EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1592717 | PA      | $1481227.18    | 0.03%             | 2028-11-20      | Variable      | 10.64%                | No            | 3                  | On Loan: No      |
| ProFrac Holdings II LLC                                                   | ProFrac Holdings II LLC, Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1350738 | PA      | $1384505.94    | 0.03%             | 2025-03-04      | Variable      | 11.10%                | No            | 3                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      505000 | PA      | $458918.75     | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                          | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1115628.56    | 0.02%             | 2033-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       60922 | NS      | $8077647.98    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00P8F82X9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -136 | NC      | $-15028.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      189000 | PA      | $148875.30     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                 | CUSIP: 00CA095T8<br>LEI: N/A                  | N/A              | DE               |  | US        |         305 | NC      | $445300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                        | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      134000 | PA      | $145380.59     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    48057482 | PA      | $3086972.46    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15160.88      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00P9XX9L1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -130 | NC      | $-21775.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00P8F0075<br>LEI: N/A                  | N/A              | DE               |  | US        |         100 | NC      | $19750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Display Co. Ltd.                                                       | LG Display Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |       19532 | NS      | $193017.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00C7XFGY2<br>LEI: N/A                  | N/A              | DE               |  | US        |          60 | NC      | $1530.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        4234 | NS      | $287276.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp.                                                 | Mitsubishi Electric Corp.                                                                                                    | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       33500 | NS      | $331949.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Extra Space Storage, Inc.                                                 | Extra Space Storage, Inc.                                                                                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3242 | NS      | $477157.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                   | CDI Escrow Issuer, Inc.                                                                                                      | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      654000 | PA      | $586264.65     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      242000 | PA      | $217044.89     | 0.00%             | 2030-05-06      | Variable      | 3.70%                 | 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        |     1912878 | PA      | $1756140.03    | 0.04%             | 2034-12-15      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Sinic Holdings Group Co. Ltd.                                             | Sinic Holdings Group Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 300300N5XRCGHA7P7B13       | Long             | DBT              | CORP              | KY        |      270000 | PA      | $2700.00       | 0.00%             | 2022-01-24      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                                                 | H & M Hennes & Mauritz AB, Class B                                                                                           | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |       32120 | NS      | $346138.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                               | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E                                                       | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1393000 | PA      | $1347299.15    | 0.03%             | 2036-05-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Farmer's Business Network, Inc.                                           | Farmer's Business Network, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       11096 | NS      | $517184.56     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        7084 | NS      | $1185365.72    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      275263 | NS      | $341326.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Align Technology, Inc.                                                    | Align Technology, Inc.                                                                                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        4472 | NS      | $943144.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                                                           | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |       19602 | NS      | $792911.03     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Project Ruby Ultimate Parent Corp.                                        | Project Ruby Ultimate Parent Corp., 1st Lien Term Loan                                                                       | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |      521634 | PA      | $492104.42     | 0.01%             | 2028-03-10      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                         | CUSIP: 01748XAC6<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     4442000 | PA      | $4430895.00    | 0.10%             | 2024-02-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Celltrion Healthcare Co. Ltd.                                             | Celltrion Healthcare Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400KI4VU01I1E7I73       | Long             | EC               | CORP              | KR        |        5140 | NS      | $237519.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      502000 | PA      | $405121.40     | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Think & Learn Private Ltd., Series F                                      | Think & Learn Private Ltd., Series F                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IN        |        1380 | NS      | $3312940.46    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ferguson plc                                                              | Ferguson plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |        4292 | NS      | $538834.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XV                                                             | Apidos CLO XV, Series 2013-15A, Class A1RR                                                                                   | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |      620000 | PA      | $610919.54     | 0.01%             | 2031-04-20      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Bio City Development Co. BV                                               | Bio City Development Co. BV                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    21400000 | PA      | $2060820.00    | 0.05%             | 2023-07-06      | Fixed         | 8.00%                 | 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      | $193500.00     | 0.00%             | 2028-01-24      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C8BZT18<br>LEI: N/A                  | N/A              | DE               |  | US        |          86 | NC      | $409360.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        5421 | NS      | $167942.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co., Series NNN                                                                                     | CUSIP: 797440BR4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $543513.84     | 0.01%             | 2023-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                      | CUSIP: 00PA6NTX2<br>LEI: N/A                  | N/A              | DE               |  | US        |          91 | NC      | $1820.00       | 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      | $85198.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      691000 | PA      | $678907.50     | 0.02%             | 2030-09-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -87233144 | PA      | $-317978.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       62472 | NS      | $0.62          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Theta Capital Pte. Ltd.                                                   | Theta Capital Pte. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | SG        |      323000 | PA      | $243521.81     | 0.01%             | 2025-01-22      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       15434 | NS      | $677448.32     | 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      | $1874800.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KL06, Class XFX                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2207148 | PA      | $144220.57     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                                                               | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      325000 | PA      | $183084.78     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                                                  | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $392148.00     | 0.01%             | 2024-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                                                      | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      538000 | PA      | $536755.88     | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       11442 | NS      | $1676825.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Energy Ltd.                                                        | Origin Energy Ltd.                                                                                                           | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       67865 | NS      | $355200.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ronshine China Holdings Ltd.                                              | Ronshine China Holdings Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |      440000 | PA      | $22000.00      | 0.00%             | 2024-08-05      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CIMB Bank Bhd.                                                            | CIMB Bank Bhd.                                                                                                               | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $175100.00     | 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      | $236219.82     | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       35797 | NS      | $4995113.38    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -29596678 | PA      | $-836586.73    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Caterpillar, Inc.                                                                                                            | CUSIP: 00PA0Z9S4<br>LEI: N/A                  | N/A              | DE               |  | US        |         127 | NC      | $7874.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                               | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $391996.67     | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   227510753 | PA      | $-940370.23    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      952000 | PA      | $915552.15     | 0.02%             | 2024-07-30      | Fixed         | 2.50%                 | No            | 2                  | 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      | $875300.31     | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                                      | Liberty Media Corp.-Liberty SiriusXM, Class C                                                                                | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      251263 | NS      | $9831921.19    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       16649 | NS      | $690434.03     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                                                               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      455000 | PA      | $394797.81     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class C                                                                              | CUSIP: 05601PAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1385824.35    | 0.03%             | 2036-04-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Cintas Corp.                                                              | Cintas Corp.                                                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         941 | NS      | $424974.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58407.36      | 0.00%             | 2025-03-15      | Variable      | 3.46%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                                                 | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      502000 | PA      | $525996.22     | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| RKPF Overseas 2019 A Ltd.                                                 | RKPF Overseas 2019 A Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900P8BXRCW5458103       | Long             | DBT              | CORP              | VG        |      220000 | PA      | $175010.00     | 0.00%             | 2025-09-04      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -840 | NC      | $-111300.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EOG Resources, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -490 | NC      | $-257250.00    | -0.01%            |  |  |  | No            | 1                  | 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      | $286975.68     | 0.01%             | 2034-07-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer