# EDGAR Filing Document

**Accession Number:** 0000319108
**File Stem:** 0002071691-25-007640
**Filing Date:** 2025-11
**Character Count:** 879855
**Document Hash:** 200ec68c8661350a1a3a06846881751d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007640.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0002071691-25-007640

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Series Fund, Inc.
- **CENTRAL INDEX KEY:** 0000319108

**ORGANIZATION NAME:**
- **EIN:** 133051800
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03091
- **FILM NUMBER:** 251526982

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 20000229

## Series and Classes Contracts Data

### BlackRock Global Allocation Portfolio (Series ID: S000003866)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000010832 | BlackRock Global Allocation Portfolio |  |

## 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 Series Fund, Inc.

- **b. Investment Company Act file number:** 811-03091

- **c. CIK number of Registrant:** 0000319108

- **d. LEI of Registrant:** 5493003PV3Y6OZI6HR61

- **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 Portfolio

- **b. EDGAR series identifier (if any):** S000003866

- **c. LEI of Series:** UZ13DDC8UQ8D6GN25U87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $163031003.86

**Total Liabilities:** $4932566.16

**Net Assets:** $158098437.70

**Amount of Assets Invested in Other Investment Companies:** $2969920.67

**Cash Not Reported:** $390185.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1247.51000000 | **1-Year:** 225.05000000 | **5-Year:** 841.10000000 | **10-Year:** 2063.52000000 | **30-Year:** 169.55000000

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

- **3-Month:** 1139.69000000 | **1-Year:** 5716.40000000 | **5-Year:** 16618.71000000 | **10-Year:** 12119.24000000 | **30-Year:** -4081.44000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010832 | -0.53%               | 2.27%                | 2.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1942094.05              | $-1536266.31                               |
| Month 2  | $802396.12               | $1741382.05                                |
| Month 3  | $1662218.30              | $1903807.61                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117638.17    | 0.07%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2 | NC      | $27160.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                                                        | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11003.18     | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      56486 | PA      | $76292.56     | 0.05%             | 2029-12-18      | Variable      | 9.00%                 | 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      | $-2996.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -1589000 | PA      | $-26.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P Regional Banking ETF                                                                                                 | CUSIP: 00PC0UK74<br>LEI: N/A                  | N/A              | DE               |  | US        |        -51 | NC      | $-1581.00     | -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      | $-135.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4 | NC      | $18.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                       | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156784 | PA      | $141504.75    | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -317000 | PA      | $-1965.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     784812 | PA      | $-1128.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                  | CUSIP: 00PC5T9Q3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-3510.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                                                  | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        343 | NS      | $20143.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        128 | NS      | $167476.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceTitan, Inc.                                                        | ServiceTitan, Inc., Class A                                                                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        431 | NS      | $43457.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     220000 | PA      | $0.02         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117379.22    | 0.07%             | 2039-01-15      | Floating      | 5.17%                 | 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      | $-4.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14381.40     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp.                                                     | Thomson Reuters Corp.                                                                                                         | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        204 | NS      | $31676.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       2247 | NS      | $631946.28    | 0.40%             |  |  |  | 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        |     100000 | PA      | $90961.09     | 0.06%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTO Ltd.                                                                 | TOTO Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1400 | NS      | $36819.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Brown-Forman Corp., Class B                                                                                                   | CUSIP: 115637209<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1363 | NS      | $-286.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       4392 | NS      | $71242.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                     | CUSIP: 00PAVJ0J5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-123.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                                                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        176 | NS      | $65868.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                       | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78290 | PA      | $53574.45     | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Match Group, Inc.                                                         | Match Group, Inc.                                                                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       5301 | NS      | $187231.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                                                           | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $126494.47    | 0.08%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $5412.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 00PBUDE86<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1145 | NS      | $81352.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4 | NC      | $-15720.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-73.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC, 1st Lien Term Loan                                                                                     | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12935 | PA      | $12818.59     | 0.01%             | 2032-01-28      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        638 | NS      | $224103.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       1958 | NS      | $262176.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $-1172.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $52.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                                    | Yaskawa Electric Corp.                                                                                                        | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |       1000 | NS      | $21287.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                   | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13807 | PA      | $12856.63     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                | Archer-Daniels-Midland Co.                                                                                                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       1387 | NS      | $82859.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       5834 | NS      | $3295.38      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00CBU25T8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-357.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5210.94      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1  | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     431077 | PA      | $8811.95      | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                                                             | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $67483.16     | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -446 | NS      | $-2096.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      71000 | PA      | $3752.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PAVPEW7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-2445.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                                   | Louisiana-Pacific Corp.                                                                                                       | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        334 | NS      | $29672.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1830000 | PA      | $31879.17     | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        681 | NS      | $34204.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sasol Ltd.                                                                                                                    | CUSIP: 803866102<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5422 | NS      | $5025.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                          | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |        938 | NS      | $6.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        205 | NS      | $57254.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-473.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     729000 | PA      | $4999.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52713.05     | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        319 | NS      | $126958.81    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                   | Idemitsu Kosan Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |       5600 | NS      | $38312.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $59544.77     | 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        |      12816 | NS      | $1320816.96   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Warner Bros Discovery, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7 | NC      | $-595.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     838921 | PA      | $-1384.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group, Inc.                                           | Interactive Brokers Group, Inc., Class A                                                                                      | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        261 | NS      | $17959.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CB03JM9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00PC0EPK6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-241.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kobayashi Pharmaceutical Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -400 | NS      | $139.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1832442 | PA      | $-6308.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       2074 | NS      | $353119.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      35000 | PA      | $178.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH plc                                                                   | CRH plc                                                                                                                       | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       4596 | NS      | $551060.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Bank of Montreal                                                                                                              | CUSIP: 063671101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1045 | NS      | $-637.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       1781 | NS      | $119433.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      90694 | PA      | $90535.19     | 0.06%             | 2030-08-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        278 | NS      | $136325.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        268 | NS      | $59182.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $82110.92     | 0.05%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      10188 | PA      | $36.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        600 | NS      | $75708.33     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       2679 | NS      | $85661.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Norwegian Cruise Line Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4300 | NS      | $3268.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31846.17     | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        918 | NS      | $58953.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Capital One Financial Corp.                                                                                                   | CUSIP: 00CBYQ850<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-510.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       1056 | NS      | $130680.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group plc                                                    | Lion Finance Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |         63 | NS      | $6497.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                                                  | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        596 | NS      | $49065.06     | 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      | $121.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                   | Robinhood Markets, Inc., Class A                                                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        280 | NS      | $40090.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Warner Bros Discovery, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7 | NC      | $2023.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       5460 | PA      | $1944.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                                        | TBC Bank Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |         81 | NS      | $4958.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      79000 | PA      | $79046.75     | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-86.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       5100 | PA      | $-716.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CAGK1N3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18 | NC      | $-39915.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Krafton, Inc.                                                             | Krafton, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 988400CE024EWSCICK17       | Long             | EC               | CORP              | KR        |        196 | NS      | $40925.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | DMG Mori Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2042 | NS      | $-61.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     172666 | PA      | $-507.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PC2FNL1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12 | NC      | $-1218.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     132158 | PA      | $9.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                              | HR Ottawa LP                                                                                                                  | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     383588 | PA      | $422765.09    | 0.27%             | 2031-03-31      | Fixed         | 11.00%                | 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      | $1510.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12559.48     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                          | CUSIP: 03027XBN9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114432.47    | 0.07%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                         | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       4245 | NS      | $76155.30     | 0.05%             |  |  |  | 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        |      60000 | PA      | $59569.07     | 0.04%             | 2036-11-15      | Floating      | 7.20%                 | 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      | $-817.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-173.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4135.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        404 | NS      | $29261.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                                                  | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119254.97    | 0.08%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                                                                | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         49 | NS      | $51533.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      69000 | PA      | $123503.48    | 0.08%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      25584 | NS      | $4773462.72   | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       7000 | PA      | $7334.66      | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                                                   | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       2215 | NS      | $36754.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464C101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -65 | NS      | $3416.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2453 | NS      | $2.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      13714 | NS      | $3011182.98   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $115031.73    | 0.07%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $859.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                  | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                             | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39888 | PA      | $40138.07     | 0.03%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Versa Networks, Inc., Series E                                            | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      14803 | NS      | $88077.85     | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CH Robinson Worldwide, Inc.                                                                                                   | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1021 | NS      | $1608.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5X, Class D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118740.65    | 0.08%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Elevance Health, Inc.                                                                                                         | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -161 | NS      | $-842.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5882607 | PA      | $1447.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-112.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Fujitsu Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3500 | NS      | $4955.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                        | Vodacom Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |        470 | NS      | $3627.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                                    | EQT AB                                                                                                                        | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        395 | NS      | $13699.17     | 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      | $-4511.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                           | Advantest Corp.                                                                                                               | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        700 | NS      | $69259.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      25861 | PA      | $14223.63     | 0.01%             | 2028-06-05      | Variable      | 14.75%                | No            |                  3 | On Loan: No      |
| Astra International Tbk. PT                                               | Astra International Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |      32700 | NS      | $11340.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     100000 | PA      | $-1380.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        681 | NS      | $147892.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank (The)                                                 | Saudi National Bank (The)                                                                                                     | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |        359 | NS      | $3750.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1666 | NS      | $149.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sartorius Stedim Biotech                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -96 | NS      | $71.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |        503 | NS      | $7324.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |        459 | NS      | $4965.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Container Terminal Services, Inc.                           | International Container Terminal Services, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |        590 | NS      | $4784.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -295 | NS      | $151.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Etihad Etisalat Co.                                                       | Etihad Etisalat Co.                                                                                                           | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |        964 | NS      | $17363.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5365000 | PA      | $1541.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CoStar Group, Inc.                                                                                                            | CUSIP: 22160N109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -578 | NS      | $1121.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alfa SAB de CV, Class A                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5033 | NS      | $-40.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                                                                | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $251097.48    | 0.16%             | 2037-10-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SAIC Motor Corp. Ltd.                                                     | SAIC Motor Corp. Ltd., Class A                                                                                                | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |      26996 | NS      | $64978.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -395000 | PA      | $-0.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        965 | NS      | $5905.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2295.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1839.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18176.45     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CB4BVD3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-5025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     323000 | PA      | $-233.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2094089 | PA      | $6720.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       1207 | NS      | $313144.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co. Ltd.                                                    | Weichai Power Co. Ltd., Class H                                                                                               | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |      18000 | NS      | $32201.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $117994.84    | 0.07%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class D                                                                                           | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $60527.79     | 0.04%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | China Resources Power Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -24932 | NS      | $329.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $678.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      23000 | PA      | $12.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      10417 | NS      | $273089.52    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        566 | NS      | $49225.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -236 | NS      | $-2238.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     476663 | PA      | $-1155.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -89 | NS      | $-26.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      39000 | PA      | $71643.00     | 0.05%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies US AcquisitionCo, Inc.                               | Emerald Technologies US AcquisitionCo, Inc., 1st Lien Term Loan B                                                             | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      30112 | PA      | $20777.63     | 0.01%             | 2027-12-29      | Variable      | 10.60%                | No            |                  3 | On Loan: No      |
| Starz Capital Holdings LLC                                                | Starz Capital Holdings LLC                                                                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12300.00     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                     | CUSIP: 00CAXDBM1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-384.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |      17000 | NS      | $107664.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     187000 | PA      | $50092.53     | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                                                     | Matterhorn Telecom SA                                                                                                         | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |      55651 | PA      | $65278.68     | 0.04%             | 2026-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10199 | PA      | $3319.83      | 0.00%             | 2028-04-30      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      17677 | PA      | $206.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | Vestas Wind Systems A/S                                                                                                       | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |       1937 | NS      | $36847.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          5 | NC      | $868.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                                                       | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117399.69    | 0.07%             | 2033-01-15      | Fixed         | 5.25%                 | 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      | $-2571.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                    | Turkiye Is Bankasi A/S, Class C                                                                                               | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |      41889 | NS      | $14288.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CBQUWY0<br>LEI: N/A                  | N/A              | DE               |  | US        |         70 | NC      | $131600.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CBZ4VY9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12 | NC      | $-1170.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       2730 | NS      | $123123.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                                                            | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       2979 | NS      | $34249.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       1418 | NS      | $40257.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     227258 | PA      | $142.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        230 | NS      | $30255.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1926000 | PA      | $1698.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp.                                                              | Waters Corp.                                                                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        271 | NS      | $81248.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE, Series SUFP                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118570.84    | 0.07%             | 2033-09-23      | Fixed         | 1.25%                 | 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      | $-186.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fressnapf Holding SE                                                      | Fressnapf Holding SE                                                                                                          | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118984.37    | 0.08%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       1716 | NS      | $1309308.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Zensho Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -300 | NS      | $374.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        778 | NS      | $154246.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                | Snorkel AI, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1894 | NS      | $14470.16     | 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        |       3668 | NS      | $62201.89     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       1871 | NS      | $691652.57    | 0.44%             |  |  |  | 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      | $-346.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    1314471 | PA      | $-26334.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      48607 | PA      | $-767.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Genuine Parts Co.                                                                                                             | CUSIP: 372460105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -391 | NS      | $-235.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CBWPKD3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118468.34    | 0.07%             | 2039-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                     | Deckers Outdoor Corp.                                                                                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        186 | NS      | $18854.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Facility 1st Lien Term Loan H                                                                                       | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     311120 | PA      | $359827.90    | 0.23%             | 2029-01-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      15000 | PA      | $-636.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-48.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2 | NC      | $221.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                                                   | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131478.74    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        935 | NS      | $183475.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-83.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBR8TG1<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $7035.00      | 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      | $40.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                                        | Bajaj Finance Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |        210 | NS      | $2362.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      11421 | NS      | $2781584.55   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1369 | NS      | $14607.23     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30270.61     | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     148993 | PA      | $9909.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Block, Inc.                                                                                                                   | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1506 | NS      | $7519.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     397575 | PA      | $-4311.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      67553 | NS      | $59446.64     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Australia 10-Year Bonds                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         16 | NC      | $-972.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        640 | NS      | $211.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      84000 | PA      | $85291.08     | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      17958 | NS      | $644107.53    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     767000 | PA      | $12344.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $116524.46    | 0.07%             | 2031-01-06      | Variable      | 4.38%                 | 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        |      79000 | PA      | $54626.64     | 0.03%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc.                                                                                                                   | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         10 | NS      | $104.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      84000 | PA      | $82845.00     | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       2800 | NS      | $93940.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      43000 | PA      | $45311.25     | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | NIKE, Inc., Class B                                                                                                           | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -378 | NS      | $531.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       8481 | NS      | $828000.03    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00CBUNBF5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -28 | NC      | $-3738.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                                              | Insmed, Inc.                                                                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        204 | NS      | $29378.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        635 | NS      | $433647.85    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                       | Solaris Energy Infrastructure, Inc., Class A                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       2426 | NS      | $96967.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taco Bell Funding LLC                                                     | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75000 | PA      | $75156.68     | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                                  | Jeronimo Martins SGPS SA                                                                                                      | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |        354 | NS      | $8618.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bullish                                                                   | Bullish                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1563 | NS      | $99422.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2 | NC      | $-855.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class F                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $55067.77     | 0.03%             | 2041-06-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     331000 | PA      | $91346.58     | 0.06%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1073983 | PA      | $-14031.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121532.28    | 0.08%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CAV9754<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-3962.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10332400 | PA      | $209066.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        442 | NS      | $60120.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                   | CUSIP: 00CC3SJU1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-37.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118042.34    | 0.07%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | flynas Co. SJSC                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        528 | NS      | $258.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TS Financial Holding Co. Ltd.                                             | TS Financial Holding Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900NDEO99JV07HK17       | Long             | EC               | CORP              | TW        |      18000 | NS      | $10646.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        439 | NS      | $99016.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                                                             | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       4400 | NS      | $34582.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $121057.27    | 0.08%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       4584 | NS      | $434076.86    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         34 | NC      | $7604.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4 | NC      | $-4.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        233 | NS      | $143271.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     127674 | PA      | $-177.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      32000 | PA      | $30979.47     | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | 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        |      11000 | NS      | $134694.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                            | Fortescue Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       1261 | NS      | $15616.79     | 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      | $6279.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -10557000 | PA      | $-7059.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       4104 | NS      | $88121.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Packaging Corp. of America                                                                                                    | CUSIP: 695156109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -351 | NS      | $-1790.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                            | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19228 | PA      | $15766.88     | 0.01%             | 2028-10-25      | Variable      | 10.07%                | 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      | $-221.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                        | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3609 | NS      | $108883.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4115.36      | 0.00%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kadokawa Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $-384.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Autodesk, Inc.                                                                                                                | CUSIP: 00CBTKY92<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-255.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNA 8 LLC                                                                 | FNA 8 LLC, Series 2025-1, Class A                                                                                             | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84350 | PA      | $84958.40     | 0.05%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Informatica, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $68.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      14156 | NS      | $3604542.28   | 2.28%             |  |  |  | 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      | $-137.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $127085.21    | 0.08%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                                           | Parts Europe SA, Facility 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     112435 | PA      | $132396.36    | 0.08%             | 2031-02-03      | Variable      | 4.92%                 | 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      | $68.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     761939 | PA      | $120592.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                                 | Logitech International SA (Registered)                                                                                        | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        169 | NS      | $18589.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        173 | NS      | $27067.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         54 | NC      | $174527.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |        979 | NS      | $52070.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16248.51     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123496.32    | 0.08%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     676558 | PA      | $-13956.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19473.29     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | 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        |        455 | NS      | $14693.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd.                                           | Isetan Mitsukoshi Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |       1200 | NS      | $22130.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Ltd.                                                            | FirstRand Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      11267 | NS      | $50658.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Rheinmetall AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -1 | NC      | $-1244.49     | -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      | $551.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       1059 | NS      | $136536.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Iluka Resources Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5455 | NS      | $-120.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $41050.00     | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PBR1DE4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -47 | NC      | $-3290.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SLM Private Education Loan Trust                                          | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                     | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      90812 | PA      | $95225.47     | 0.06%             | 2041-10-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                        | Royalty Pharma plc, Class A                                                                                                   | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |        327 | NS      | $11536.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                     | CUSIP: 00PBY0BA8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -47 | NC      | $-3525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        330 | NS      | $24783.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp., 1st Lien Term Loan                                                                                               | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10000 | PA      | $9262.50      | 0.01%             | 2029-11-19      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                                | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       8338 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        224 | NS      | $7853.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       7235 | NS      | $546170.15    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CC2FPX7<br>LEI: N/A                  | N/A              | DE               |  | US        |         19 | NC      | $104.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  193173000 | PA      | $-506.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | Komatsu Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       1600 | NS      | $55739.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4122.23      | 0.00%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SUMCO Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3000 | NS      | $116.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     573500 | PA      | $-172.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     422000 | PA      | $572875.06    | 0.36%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -1183000 | PA      | $-48.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                      | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115435 | PA      | $101671.78    | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       3959 | NS      | $854470.97    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PBTCMK4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-922.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        649 | NS      | $89652.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                                                 | Fox Corp., Class A                                                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       2645 | NS      | $166793.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | Dai-ichi Life Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       8100 | NS      | $63715.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $-506.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118432.29    | 0.07%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Baxter International, Inc.                                                                                                    | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |      -3451 | NS      | $-65.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teya Services Ltd.                                                        | Teya Services Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |         38 | NS      | $12431.70     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        543 | NS      | $5793.81      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1815000 | PA      | $-2481.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                  | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13000 | PA      | $13218.92     | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       4500 | NS      | $78842.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                                                  | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $122688.22    | 0.08%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                     | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      54783 | PA      | $71282.58     | 0.05%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15000 | PA      | $15035.40     | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      13758 | NS      | $468951.89    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98201.74     | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co. Ltd.                                      | HD Hyundai Heavy Industries Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |         85 | NS      | $31220.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        217 | NS      | $1445.22      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       2120 | NS      | $560.74       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         40 | NS      | $59861.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      45000 | PA      | $-267.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                                | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117345.55    | 0.07%             | 2026-10-23      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          9 | NC      | $26070.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26148.15     | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         39 | NS      | $28764.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                         | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    2178171 | NS      | $2179260.02   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CRRC Corp. Ltd., Class H                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -30000 | NS      | $320.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14486.71     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        271 | NS      | $63679.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVER Corp.                                                               | NAVER Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |        568 | NS      | $108991.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4998.65      | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -215 | NS      | $-168.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Emirates Integrated Telecommunications Co. PJSC                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7860 | NS      | $-54.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         28 | NC      | $914.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                                                     | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        513 | NS      | $26926.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEC Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2100 | NS      | $-931.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122709.15    | 0.08%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2400 | NS      | $24.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                                    | ITG Communications LLC, 1st Lien Term Loan                                                                                    | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      80000 | PA      | $78950.40     | 0.05%             | 2031-07-09      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: 00PC5S2L3<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $395.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund-R DAC                                  | CVC Cordatus Opportunity Loan Fund-R DAC, Series 1X, Class DR                                                                 | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117572.27    | 0.07%             | 2033-08-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     298294 | PA      | $-5581.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $102.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ROIC, Class E                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42833 | PA      | $42900.87     | 0.03%             | 2030-03-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CC262W4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-1147.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                           | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       2175 | NS      | $708514.53    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| New Generation Co.                                                        | New Generation Co.                                                                                                            | CUSIP: N/A<br>LEI: 9845008CB7EPB0KCD474       | Long             | DBT              | CORP              | US        |     145676 | PA      | $145675.68    | 0.09%             | 2029-09-30      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       6000 | PA      | $1710.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13407430 | PA      | $-419.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 00CAVL906<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       4060 | NS      | $397758.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     464000 | PA      | $4620.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | KeyCorp                                                                                                                       | CUSIP: 493267108<br>LEI: N/A                  | N/A              | DE               |  | US        |      -3440 | NS      | $107.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1 | NC      | $-3834.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                     | Spotify Technology SA                                                                                                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         94 | NS      | $65612.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Toyota Industries Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -300 | NS      | $26.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 00PAZ6PS2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-350.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                                                     | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |        121 | NS      | $89400.81     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        151 | NS      | $26104.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                                 | Marks & Spencer Group plc                                                                                                     | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |       8606 | NS      | $42222.15     | 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      | $-4096.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        333 | NS      | $28701.31     | 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      | $-91.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                           | Grupo Cibest SA                                                                                                               | CUSIP: 40090E106<br>LEI: 54930052NWJRPNMP1W58 | Long             | EC               | CORP              | CO        |        136 | NS      | $7063.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Target Corp.                                                                                                                  | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1014 | NS      | $-3008.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55000 | PA      | $54767.97     | 0.03%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       5837 | PA      | $-271.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: 00CBXQXA2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-5520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | MMG Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -56000 | NS      | $-6123.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1441 | NS      | $819655.21    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                                                 | Flutter Entertainment plc                                                                                                     | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        652 | NS      | $165608.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corp.                                              | Saudi Basic Industries Corp.                                                                                                  | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |        256 | NS      | $4201.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Mastercard, Inc.                                                                                                              | CUSIP: 00CBX1SZ8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-333.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      34456 | NS      | $38989.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1235000000 | PA      | $76364.46     | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       5095 | NS      | $143882.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 00CAMVV82<br>LEI: N/A                  | N/A              | DE               |  | US        |         14 | NC      | $15085.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $277.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                     | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |       1272 | NS      | $20731.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      77391 | PA      | $-220.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-40709.58    | -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      | $-33.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                  | XP, Inc., Class A                                                                                                             | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |        231 | NS      | $4340.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        321 | NS      | $655.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       5507 | NS      | $140318.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Komercni Banka A/S                                                        | Komercni Banka A/S                                                                                                            | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |        130 | NS      | $6524.27      | 0.00%             |  |  |  | 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        |        443 | NS      | $4368.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  172072775 | PA      | $838.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                                                       | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $121792.20    | 0.08%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1390.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30975.45     | 0.02%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Pool Corp.                                                                                                                    | CUSIP: 73278L105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -177 | NS      | $374.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Grifols SA, Class A                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2406 | NS      | $-1296.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Confluent, Inc.                                                           | Confluent, Inc., Class A                                                                                                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       9952 | NS      | $197049.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       2280 | PA      | $-326.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                             | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      52000 | PA      | $54234.10     | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15970.41     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00CBVHAU5<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $2460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5382 | PA      | $5383.18      | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $119650.59    | 0.08%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | Jawbone Health Hub, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $282.03       | 0.00%             |  |  |  | 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        |      34000 | NS      | $1476886.12   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc., Series D                                               | EXO Imaging, Inc., Series D                                                                                                   | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |       4957 | NS      | $3668.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class A                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       1697 | NS      | $10195.92     | 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      | $-2126.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8 | NC      | $17060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00CBVHAS0<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $4470.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     463354 | PA      | $4544.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CBMVP46<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       4030 | NS      | $216773.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      46000 | PA      | $226.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10351.01     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100915.60    | 0.06%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     138401 | PA      | $137854.86    | 0.09%             | 2057-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $105762.40    | 0.07%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd.                                         | Pop Mart International Group Ltd.                                                                                             | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |       3400 | NS      | $116456.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10000 | PA      | $-156.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                 | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        955 | NS      | $52853.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      32589 | PA      | $167692.28    | 0.11%             | 2033-05-26      | Fixed         | 7.50%                 | 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        |      51330 | NS      | $121138.80    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Northern Star Resources Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5401 | NS      | $-11844.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                                                                  | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        122 | NS      | $9964.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                                                                        | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       3900 | NS      | $422571.11    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3301 | PA      | $1191.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11094.35     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       2736 | NS      | $1216753.92   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22345.62     | 0.01%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Anthropic PBC                                                             | Anthropic PBC                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        462 | NS      | $65128.14     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3241.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class D                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118805.70    | 0.08%             | 2039-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                               | Pandora A/S                                                                                                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        194 | NS      | $25365.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alstom SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1477 | NS      | $-1352.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -353634 | PA      | $-23.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $760.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1370023 | PA      | $-27472.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20000.00     | 0.01%             | 2041-06-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $107.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47394.86     | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mr Price Group Ltd.                                                       | Mr Price Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 378900D3417C35C5D733       | Long             | EC               | CORP              | ZA        |       1705 | NS      | $20105.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6115.08      | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1930700 | PA      | $39474.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                                                                           | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      12720 | NS      | $113185.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Temenos AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -550 | NS      | $-41.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                     | CUSIP: 00CC4FR62<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-69.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      63376 | PA      | $65911.04     | 0.04%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      45000 | PA      | $950.84       | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |       4100 | NS      | $57595.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mineral Resources Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2910 | NS      | $-7248.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CBWKNN9<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $34840.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4051.11      | 0.00%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Disco Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -100 | NS      | $832.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                   | CUSIP: 00CC253G0<br>LEI: N/A                  | N/A              | DE               |  | US        |        322 | NC      | $16261.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        908 | NS      | $21746.60     | 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      | $-27.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       2175 | NS      | $116040.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                                               | Nucor Corp.                                                                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        236 | NS      | $31961.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                  | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $206236.60    | 0.13%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -500 | NS      | $93.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4 | NC      | $-4.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                     | CUSIP: 00PBYPWR3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -47 | NC      | $-1762.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26518.83     | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  152896000 | PA      | $-411.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120638.99    | 0.08%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                              | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |      70700 | NS      | $18685.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Neste OYJ                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1882 | NS      | $1012.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                     | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92110.95     | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       6000 | PA      | $30897.21     | 0.02%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                                                     | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        257 | NS      | $81241.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (Registered)                                                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        611 | NS      | $25120.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119252.84    | 0.08%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                                          | APCOA Group GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118162.38    | 0.07%             | 2031-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                                                        | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $203903.80    | 0.13%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       3254 | NS      | $79918.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13529000 | PA      | $1410.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5073.86      | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                          | Maricopa County Industrial Development Authority, Series 2024                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $104713.23    | 0.07%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                                   | SSAB AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |       2929 | NS      | $17081.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -68 | NC      | $-51532.93    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $63641.30     | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                                    | Grupo Mexico SAB de CV, Series B                                                                                              | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |       1240 | NS      | $10814.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         45 | NS      | $7767.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                                        | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |       6333 | NS      | $26178.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7874.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      34274 | PA      | $-430.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Uber Technologies, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         17 | NC      | $11220.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4813042 | PA      | $1120.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Novonesis Novozymes B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1009 | NS      | $-1385.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $247724.55    | 0.16%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                             | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             |  | RF                | US        |      12152 | NS      | $1156748.88   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | EUR/CZK One-touch barrier option; Barrier price EUR 24.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       3000 | PA      | $462.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                            | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13454.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dentsu Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1800 | NS      | $1130.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DraftKings, Inc.                                                          | DraftKings, Inc., Class A                                                                                                     | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       3209 | NS      | $120016.60    | 0.08%             |  |  |  | No            |                  1 | 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        |        356 | NS      | $219075.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PBWQYT7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-5005.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                              | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |       7163 | NS      | $2546231.61   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118186.64    | 0.07%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | CA        |     225000 | PA      | $55.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     397468 | PA      | $23077.00     | 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      | $-3425.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1589000 | PA      | $3413.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CAR5NF7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-103.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     844991 | PA      | $33121.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -2154000 | PA      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                   | CUSIP: 00CC253K1<br>LEI: N/A                  | N/A              | DE               |  | US        |       -322 | NC      | $-2415.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     114000 | PA      | $138341.47    | 0.09%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      10790 | NS      | $515533.69    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                                                                | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       4564 | NS      | $63894.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100185.46    | 0.06%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                             | Space Exploration Technologies Corp., Class C                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        867 | NS      | $177422.88    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CBDTUJ2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       3424 | NS      | $845556.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       4300 | NS      | $27884.06     | 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      | $1533.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                                                | Airtac International Group                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1000 | NS      | $24837.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery, Inc.                                               | Warner Bros Discovery, Inc.                                                                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       2520 | NS      | $49215.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                                                              | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |         63 | NS      | $2181.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      43000 | PA      | $167.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $20.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         36 | NC      | $10460.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1978235 | PA      | $634.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       1794 | NS      | $59724.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         56 | NC      | $2380.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM5 Trust                                                                | PRM5 Trust, Series 2025-PRM5, Class D                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $49836.48     | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       1867 | NS      | $756489.73    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $-38.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        790 | NS      | $39831.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akbank TAS                                                                | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |       9637 | NS      | $14563.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teleperformance SE                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -257 | NS      | $-208.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1348.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $260.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                                                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       1029 | NS      | $240298.24    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasikornbank PCL                                                          | Kasikornbank PCL                                                                                                              | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |     200000 | PA      | $199812.50    | 0.13%             | 2025-10-14      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Moneta Money Bank A/S                                                     | Moneta Money Bank A/S                                                                                                         | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |        441 | NS      | $3519.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                   | Daiichi Sankyo Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       1449 | NS      | $32602.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                                                     | St. James's Place plc                                                                                                         | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |       1310 | NS      | $22421.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        506 | NS      | $24265.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                    | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6007 | PA      | $5701.14      | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                            | Comerica, Inc.                                                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        100 | NS      | $6852.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAE, Inc.                                                                 | CAE, Inc.                                                                                                                     | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        485 | NS      | $14361.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  269522000 | PA      | $69.88        | 0.00%             |  |  |  | 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        |      35754 | PA      | $32264.09     | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                        | EPAM Systems, Inc.                                                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         46 | NS      | $6936.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | PRIO SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3926 | NS      | $-100.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                          | Powszechny Zaklad Ubezpieczen SA                                                                                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       3783 | NS      | $56651.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Derayah Financial Co.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        754 | NS      | $1200.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1021662 | PA      | $-10.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080326 | PA      | $8732.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nasdaq-100 E-Mini Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -18 | NC      | $-102817.83   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22475000 | PA      | $-30868.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        144 | NS      | $40531.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                                                           | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118280.51    | 0.07%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       2630 | NS      | $86381.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yanbu National Petrochemical Co.                                          | Yanbu National Petrochemical Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        655 | NS      | $6104.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR Trust                              | Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2022-DNA1, Class B1                                  | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $17392.49     | 0.01%             | 2042-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Align Technology, Inc.                                                                                                        | CUSIP: 016255101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -252 | NS      | $1316.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     407000 | PA      | $8525.31      | 0.01%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBR8TF3<br>LEI: N/A                  | N/A              | DE               |  | US        |         19 | NC      | $30495.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Halliburton Co.                                                                                                               | CUSIP: 406216101<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1243 | NS      | $-2473.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                  | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       1227 | NS      | $94454.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       2077 | NS      | $876410.92    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        458 | NS      | $590.82       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                                                                         | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48000 | PA      | $48090.00     | 0.03%             | 2035-08-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      12000 | PA      | $13293.51     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       7503 | NS      | $475315.05    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      54000 | PA      | $20.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Volato Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1351 | NS      | $13.51        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     985191 | PA      | $26482.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $122469.85    | 0.08%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     260000 | PA      | $5762.53      | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CBTTXZ6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1132.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4 | NC      | $-2390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3056.38      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        160 | NS      | $44731.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class E                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $29982.76     | 0.02%             | 2041-08-15      | Floating      | 8.04%                 | 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        |        240 | NS      | $48223.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120406.88    | 0.08%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        193 | NS      | $474594.66    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2317777 | PA      | $21610.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103132.40    | 0.07%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     573500 | PA      | $-130.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | McDonald's Corp.                                                                                                              | CUSIP: 00CC0HUV3<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $850.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $251427.03    | 0.16%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Farmers Business Network, Inc.                                            | Farmers Business Network, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2421 | NS      | $2566.26      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $610.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-216.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122850.46    | 0.08%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -201 | NS      | $-35.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CarMax, Inc.                                                              | CarMax, Inc.                                                                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2265 | NS      | $101630.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A                                                                   | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36018 | PA      | $32829.23     | 0.02%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     374145 | PA      | $8540.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21362.95     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                            | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $88463.48     | 0.06%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          9 | NC      | $91529.66     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00PAVFA60<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-1590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CAVAZZ4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-602.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CAVDPJ5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -63 | NC      | $-1134.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        456 | NS      | $58421.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       4036 | PA      | $-570.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                               | Realtek Semiconductor Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       3796 | NS      | $68721.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                              | Chipotle Mexican Grill, Inc.                                                                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1260 | NS      | $49379.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        721 | NS      | $254332.75    | 0.16%             |  |  |  | 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        |       3372 | NS      | $187758.58    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       4000 | PA      | $3741.97      | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                            | Air Liquide SA                                                                                                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |         50 | NS      | $10417.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185151.58    | 0.12%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                               | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118828.21    | 0.08%             | 2037-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                                                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       1006 | NS      | $42736.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 00CBTUKD6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-165.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | BASF SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1915 | NS      | $-571.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       2434 | NS      | $160790.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd.                                                                  | ITC Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |       5668 | NS      | $25621.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      89760 | PA      | $61.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Natura Cosmeticos SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2577 | NS      | $-26.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                             | Penta CLO DAC, Series 2024-17X, Class D                                                                                       | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118198.28    | 0.07%             | 2038-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |       1900 | NS      | $33772.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Hapvida Participacoes e Investimentos SA                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1822 | NS      | $509.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     155236 | PA      | $2465.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        968 | NS      | $91284.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CBWJHD1<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $6110.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Georg Fischer AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -110 | NS      | $417.64       | 0.00%             |  |  |  | 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        |        554 | NS      | $16786.20     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      41592 | PA      | $46288.47     | 0.03%             | 2027-07-06      | Variable      | 11.97%                | No            |                  3 | On Loan: No      |
| GS Engineering & Construction Corp.                                       | GS Engineering & Construction Corp.                                                                                           | CUSIP: N/A<br>LEI: 988400BQ69DJXXFA0D28       | Long             | EC               | CORP              | KR        |        711 | NS      | $9334.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC1PMF8<br>LEI: N/A                  | N/A              | DE               |  | US        |        149 | NC      | $123297.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class E                                                                                        | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71000 | PA      | $71266.25     | 0.05%             | 2042-02-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class DR                                                                                | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118754.83    | 0.08%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      87000 | PA      | $21204.56     | 0.01%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   12750816 | PA      | $-9.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                                            | Santen Pharmaceutical Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |       1763 | NS      | $19571.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       5719 | NS      | $862768.34    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B1                                                                                                | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4923 | PA      | $4825.68      | 0.00%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     100000 | PA      | $122248.36    | 0.08%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -536582 | PA      | $-764.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      10750 | PA      | $3480.31      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-866.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      13947 | NS      | $54438.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Marine Solution Co. Ltd.                                       | HD Hyundai Marine Solution Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 988400NV4TGR7O3GJM74       | Long             | EC               | CORP              | KR        |        129 | NS      | $19344.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     501828 | PA      | $-305.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                | CP ALL PCL                                                                                                                    | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |       9100 | NS      | $13263.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                              | ROBLOX Corp., Class A                                                                                                         | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        353 | NS      | $48897.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       4800 | NS      | $39005.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     256806 | PA      | $14229.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      57000 | PA      | $64.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                                                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        618 | NS      | $84356.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        182 | NS      | $62062.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $123681.51    | 0.08%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       1476 | NS      | $152544.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis HoldCo Pty. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     218994 | NS      | $1.45         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                               | Mediobanca Banca di Credito Finanziario SpA                                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |       1819 | NS      | $36863.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-7.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CB6M1T5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-1656.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CB8NJ13<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-5115.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $11031.25     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10000 | PA      | $2853.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9417.10      | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $137165.28    | 0.09%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-791.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24776.99     | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00CC4C2L3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-150.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       1154 | NS      | $366591.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                       | TE Connectivity plc                                                                                                           | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        366 | NS      | $80347.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        398 | NS      | $524571.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                                | MarketAxess Holdings, Inc.                                                                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        105 | NS      | $18296.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SPDR S&P Regional Banking ETF                                                                                                 | CUSIP: 00CC0N3J7<br>LEI: N/A                  | N/A              | DE               |  | US        |         51 | NC      | $1887.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2459000 | PA      | $-7619.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     747674 | PA      | $-840.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc., Class B                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        211 | NS      | $43136.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        706 | NS      | $16040.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EchoStar Corp.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-1162.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO DAC, Series 1X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117405.00    | 0.07%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123671.53    | 0.08%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                       | Tikehau CLO XII DAC, Series 12X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117998.94    | 0.07%             | 2038-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      45000 | PA      | $-95.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc. (Preference)                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        285 | NS      | $282862.50    | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     238545 | PA      | $-2570.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcano Euro CLO I DAC                                                     | Arcano Euro CLO I DAC, Series 1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $119270.26    | 0.08%             | 2039-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBT7A63<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-5560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10000 | PA      | $-1140.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                                | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $56872.80     | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1180086 | PA      | $54861.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2049 | PA      | $1970.25      | 0.00%             | 2026-07-07      | Variable      | 16.38%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     135000 | PA      | $129091.77    | 0.08%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CAVJEC9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-4462.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                              | CUSIP: 00PAVRKE6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-407.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      12194 | NS      | $478248.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Rheinmetall AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          1 | NC      | $217.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stakeholder Midstream LLC                                                 | Stakeholder Midstream LLC, 1st Lien Term Loan                                                                                 | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79800 | PA      | $79899.75     | 0.05%             | 2031-01-02      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Wise plc, Class A                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1011 | NS      | $464.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98752.93     | 0.06%             | 2030-12-31      | Fixed         | 6.00%                 | 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      | $9412.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: 00PC04SW9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-95.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        156 | NS      | $88515.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                          | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        266 | NS      | $12208.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      25000 | PA      | $457.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| x.AI, Inc.                                                                | x.AI, Inc., Series C, Class E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      10195 | NS      | $372729.20    | 0.24%             |  |  |  | No            |                  3 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $10172.38     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sharp Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2700 | NS      | $881.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                                     | Rede D'Or Sao Luiz SA                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |        802 | NS      | $6356.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                                      | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99877.81     | 0.06%             | 2042-10-10      | Variable      | 7.91%                 | 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      | $78.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3526000 | PA      | $201890.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P Homebuilders ETF                                                 | SPDR S&P Homebuilders ETF                                                                                                     | CUSIP: 78464A888<br>LEI: 549300MSE80LL1UJS132 | Long             |  | RF                | US        |        635 | NS      | $70358.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      11801 | NS      | $1197801.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | China Construction Bank Corp., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -58000 | NS      | $-19.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | Fast Retailing Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        100 | NS      | $30371.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                      | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      47000 | PA      | $31762.33     | 0.02%             | 2026-07-31      | Fixed         | 12.50%                | 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      | $376.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Room Holdings, Inc.                                               | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      27020 | PA      | $26479.60     | 0.02%             | 2028-12-21      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                        | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       5552 | NS      | $31877.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95977 | PA      | $96247.34     | 0.06%             | 2039-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      58000 | PA      | $699.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      17677 | PA      | $209.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        836 | NS      | $101507.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     101505 | PA      | $118885.96    | 0.08%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association ACES Variable Rate Notes, Series 2018-M13, Class A2                                     | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12083 | PA      | $11930.41     | 0.01%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         11 | NC      | $-2070.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Iberdrola SA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1700 | NS      | $862.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CAL9L83<br>LEI: N/A                  | N/A              | DE               |  | US        |         19 | NC      | $30352.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ByteDance Ltd., Series E-1                                                | ByteDance Ltd., Series E-1                                                                                                    | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |       2458 | NS      | $621554.46    | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-567.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                              | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60075.00     | 0.04%             | 2038-04-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $122268.03    | 0.08%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      53802 | PA      | $63350.68     | 0.04%             | 2030-04-30      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd.                                                | Hindustan Aeronautics Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800AKDC7T933T3I86       | Long             | EC               | CORP              | IN        |        387 | NS      | $20680.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                                                                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       3101 | NS      | $52652.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Starbucks Corp.                                                                                                               | CUSIP: 855244109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -329 | NS      | $227.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renault SA                                                                | Renault SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        657 | NS      | $27014.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                | CVR CHC LP, 1st Lien Term Loan                                                                                                | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      39357 | PA      | $39356.73     | 0.02%             | 2027-12-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | SMG Swiss Marketplace Group AG                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26 | NS      | $-23.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                                                            | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $36264.47     | 0.02%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        227 | PA      | $41181.00     | 0.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Paramount Skydance Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10 | NC      | $220.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      29000 | PA      | $30701.08     | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119276.67    | 0.08%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirsa Enterprises SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        756 | NS      | $46.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $287.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                     | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      87926 | PA      | $99599.97     | 0.06%             | 2031-05-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Smurfit WestRock plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2178 | NS      | $1892.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2105.31      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1321638 | PA      | $247.22       | 0.00%             |  |  |  | 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        |         53 | NS      | $366.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                   | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                              | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117712.15    | 0.07%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       2050 | NS      | $1025.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     152760 | PA      | $843.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class E10                                                                                         | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $45294.30     | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     140924 | PA      | $2096.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                 | Sodexo SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        444 | NS      | $28013.84     | 0.02%             |  |  |  | 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        |      48292 | PA      | $47956.74     | 0.03%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                       | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       1992 | NS      | $61752.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       3216 | PA      | $17786.16     | 0.01%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00PAVMBH0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-823.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-355.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                           | TD SYNNEX Corp.                                                                                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        207 | NS      | $33896.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2687000 | PA      | $-632.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        123 | NS      | $59865.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -42 | NC      | $-6405.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Core S&P Small-Cap ETF                                                                                                | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |        637 | NS      | $75694.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     423000 | PA      | $9569.13      | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc., Series D-X, Class E                                                                                               | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | EC               | CORP              | US        |      18486 | NS      | $0.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Pernod Ricard SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -695 | NS      | $2625.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| True Corp. PCL                                                            | True Corp. PCL                                                                                                                | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |      16800 | NS      | $5394.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aiven, Inc.                                                               | Aiven OY, Series D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        647 | NS      | $35986.14     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2 | NC      | $-313.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080326 | PA      | $8650.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                 | Fresenius Medical Care AG                                                                                                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        542 | NS      | $28637.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                                                   | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        489 | NS      | $28250.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                                         | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      65000 | PA      | $69162.15     | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                     | Sona Fios CLO III DAC, Series 3X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |     110000 | PA      | $130522.47    | 0.08%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4082 | NS      | $404.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        567 | NS      | $40336.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -14190 | NS      | $-789.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-347.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CAPM3S6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-4432.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1080000 | PA      | $6109.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Vanguard Intermediate-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1328 | NS      | $53.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        407 | NS      | $38770.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $92420.69     | 0.06%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       5000 | NS      | $163985.27    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                                                         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       1815 | NS      | $50656.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                   | CUSIP: 00CBWKP07<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-7165.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    3092838 | PA      | $179691.40    | 0.11%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32222.03     | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -184 | NS      | $-267.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IFSC NIFTY 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |          8 | NC      | $-863.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  349700000 | PA      | $78717.87     | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       1108 | NS      | $101304.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |       2595 | NS      | $82777.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         60 | NS      | $172.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IHI Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2100 | NS      | $-6407.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9 | NC      | $-2232.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wizz Air Holdings plc                                                     | Wizz Air Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |        446 | NS      | $6950.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      30000 | PA      | $-916.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lessen Holdings, Inc.                                                     | Lessen Holdings, Inc., Series BX                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6246 | NS      | $2311.02      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     245433 | PA      | $-238.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PBWHCX2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-66.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                      | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       1681 | NS      | $84.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                                                              | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     240000 | PA      | $242395.20    | 0.15%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5528.49      | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     350000 | PA      | $-44216.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -174 | NS      | $143.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-121.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       7803 | NS      | $664890.53    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd.                                                              | Invesco Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |       3216 | NS      | $73775.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5425000 | PA      | $725.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lavoro Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        718 | NS      | $28.72        | 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      | $-1202.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70451 | PA      | $70495.06     | 0.04%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                             | Fortive Corp.                                                                                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        829 | NS      | $40612.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CBTX5A3<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $70.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1090000 | PA      | $53114.28     | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-1525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -8800 | NS      | $-69.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00PAVLYA2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-220.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       2923 | NS      | $477618.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       5928 | NS      | $1955706.48   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        341 | PA      | $297.93       | 0.00%             | 2028-08-01      | Variable      | 11.66%                | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       1029 | NS      | $794943.66    | 0.50%             |  |  |  | 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      | $-3139.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6320 | PA      | $821.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      91120 | PA      | $43.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1  | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     387572 | PA      | $16113.89     | 0.01%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                   | CUSIP: 00CBTX570<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $67.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sigma Healthcare Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5979 | NS      | $100.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $1215.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneva SA                                                                  | Eneva SA                                                                                                                      | CUSIP: N/A<br>LEI: 549300T1AP7HKCABII19       | Long             | EC               | CORP              | BR        |       5425 | NS      | $16930.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-835.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9 | NC      | $-6165.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       1183 | NS      | $78759.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ryohin Keikaku Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2000 | NS      | $537.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | M3, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2200 | NS      | $-982.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-1477.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CC088L0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-257.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      34000 | PA      | $1483.65      | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        506 | NS      | $36615.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                           | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18410 | PA      | $14684.86     | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                                                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |      31190 | NS      | $868218.28    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -138 | NS      | $-2509.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Nippon Express Holdings, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -200 | NS      | $39.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                               | Investor AB, Class B                                                                                                          | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       1301 | NS      | $40726.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        299 | NS      | $40048.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc., Series D-X                                                                                                        | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | DE               |  | US        |        264 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       3554 | NS      | $2609986.52   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       1268 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3434.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                                                           | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |       1900 | NS      | $52596.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       6563 | NS      | $625060.12    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Krungthai Card PCL                                                        | Krungthai Card PCL                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |       9200 | NS      | $8509.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                                                                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        345 | NS      | $13960.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00PC1W4D4<br>LEI: N/A                  | N/A              | DE               |  | US        |       -149 | NC      | $-33003.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40633.44     | 0.03%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       2111 | NS      | $203711.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        929 | NS      | $253356.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    1500000 | PA      | $29667.71     | 0.02%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118535.28    | 0.07%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00CAPPPK2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-300.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       3510 | NS      | $746155.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       1243 | NS      | $1150558.09   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                       | Teva Pharmaceutical Industries Ltd.                                                                                           | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       2725 | NS      | $55045.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9431.24      | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       1543 | NS      | $38371.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                         | Vaco Holdings LLC, 1st Lien Term Loan                                                                                         | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      31762 | PA      | $27236.34     | 0.02%             | 2029-01-22      | Variable      | 9.15%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      51371 | PA      | $31137.81     | 0.02%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Quanta Services, Inc.                                                                                                         | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -80 | NS      | $-1415.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       1032 | NS      | $61610.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1832442 | PA      | $25511.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  221465337 | PA      | $3995.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |       3367 | NS      | $1111.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8960400 | PA      | $74695.64     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class E                                                                          | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $29889.92     | 0.02%             | 2041-06-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Costco Wholesale Corp.                                                                                                        | CUSIP: 00PC3X556<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-81.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       6090 | PA      | $31.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                             | Space Exploration Technologies Corp., Class A                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        807 | NS      | $165144.48    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2124.35      | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                                        | Aurium CLO VII DAC, Series 7X, Class DR                                                                                       | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118769.80    | 0.08%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18223.79     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Swatch Group AG (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -43 | NS      | $-161.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $111.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100075.60    | 0.06%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                                                    | Valterra Platinum Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |       1130 | NS      | $80642.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1080000 | PA      | $-428.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Brookfield Asset Management Ltd., Class A                                                                                     | CUSIP: 113004105<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1707 | NS      | $7851.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      41000 | PA      | $10497.21     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15553781 | PA      | $2299.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |   -1364000 | PA      | $-758.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-661.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P Regional Banking ETF                                             | SPDR S&P Regional Banking ETF                                                                                                 | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |       3830 | NS      | $242439.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       1830 | NS      | $78543.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                                             | HubSpot, Inc.                                                                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         14 | NS      | $6549.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   20704549 | PA      | $69.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      28000 | NS      | $41490.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-6112.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rasan Information Technology Co.                                          | Rasan Information Technology Co.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |        304 | NS      | $8302.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        967 | NS      | $943005.89    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. STACR Trust Variable Rate Notes, Series 2021-DNA2, Class B2                                  | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $20784.43     | 0.01%             | 2033-08-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118132.39    | 0.07%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -1020000 | PA      | $-927.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       3329 | NS      | $539963.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Uber Technologies, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -34 | NC      | $-10880.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                                                                | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119803.14    | 0.08%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -451000 | PA      | $-2572.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Enphase Energy, Inc.                                                                                                          | CUSIP: 29355A107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15 | NS      | $51.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |       2223 | NS      | $142242.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                      | Halyk Savings Bank of Kazakhstan JSC                                                                                          | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        246 | NS      | $6193.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                | Lessen LLC                                                                                                                    | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     163513 | PA      | $152067.09    | 0.10%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2974830 | PA      | $-952.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $121663.87    | 0.08%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12 | NC      | $18960.00     | 0.01%             |  |  |  | No            |                  1 | 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        |      85400 | PA      | $85293.23     | 0.05%             | 2038-10-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                                             | Al Rajhi Bank                                                                                                                 | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |        786 | NS      | $22460.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5313 | PA      | $5108.25      | 0.00%             | 2026-05-06      | Variable      | 16.66%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Swatch Group AG (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -181 | NS      | $456.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: 00PBJKHA5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-210.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $100505.30    | 0.06%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upfield BV                                                                | Upfield BV, 1st Lien Term Loan B11                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     109000 | PA      | $143254.69    | 0.09%             | 2028-01-03      | Variable      | 9.51%                 | No            |                  2 | On Loan: No      |
| Rumo SA                                                                   | Rumo SA                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       1609 | NS      | $4803.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                                               | Canon, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       2400 | NS      | $70039.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       2073 | NS      | $378156.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      40000 | PA      | $-1663.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119333.19    | 0.08%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2305000 | PA      | $-3516.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       3861 | PA      | $18289.07     | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       1975 | NS      | $50382.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2905000 | PA      | $12006.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                | Shenzhou International Group Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |       3400 | NS      | $26916.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                 | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140198.37    | 0.09%             | 2041-11-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118802.94    | 0.08%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Davide Campari-Milano NV                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6128 | NS      | $1592.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3602 | NS      | $-33.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       1900 | NS      | $57707.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     123707 | NS      | $818838.46    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5184.92      | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         10 | NC      | $17182.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                       | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |        -41 | NS      | $10.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1017000 | PA      | $1017029.80   | 0.64%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                | Kawasaki Kisen Kaisha Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |       3100 | NS      | $44078.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     934542 | PA      | $17443.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22 | NC      | $9845.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 00CBU1909<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-112.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       5760 | NS      | $160906.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/THB One-touch barrier option; Barrier price USD 33.50000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       4000 | PA      | $447.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         25 | NC      | $8062.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      45000 | PA      | $454.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1 | NC      | $-2541.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     261000 | PA      | $308868.66    | 0.20%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1146000 | PA      | $1046895.28   | 0.66%             | 2055-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       1300 | NS      | $36572.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                                                            | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |       1500 | NS      | $6178.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co. Ltd.                                            | Nippon Paint Holdings Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |         54 | NS      | $368.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3716.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sungrow Power Supply Co. Ltd.                                             | Sungrow Power Supply Co. Ltd., Class A                                                                                        | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |        800 | NS      | $18236.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      37000 | PA      | $24.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                            | Dayforce, Inc.                                                                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        377 | NS      | $25971.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |        940 | NS      | $40767.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                   | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       5532 | NS      | $38170.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                                                  | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122465.78    | 0.08%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class A                                                                                            | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      25157 | NS      | $86989.46     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1098500 | PA      | $7030.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     472487 | PA      | $3338.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12446.48     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117534.87    | 0.07%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       9724 | NS      | $59510.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Formosa Chemicals & Fibre Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -15000 | NS      | $-253.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                                                              | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $119191.48    | 0.08%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                                                         | Mazda Motor Corp.                                                                                                             | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       3200 | NS      | $23300.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| West Deptford Energy Holdings LLC                                         | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                         | CUSIP: 95249CAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      32000 | PA      | $31704.00     | 0.02%             | 2032-07-26      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00PBVPSC4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-2280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                                                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       1402 | NS      | $39627.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1183000 | PA      | $475.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | Nintendo Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        300 | NS      | $25955.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                                | Telix Pharmaceuticals Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | EC               | CORP              | AU        |       2050 | NS      | $19817.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Formosa Plastics Corp.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -17000 | NS      | $177.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MNTN, Inc.                                                                | MNTN, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2388 | NS      | $44297.40     | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                                                             | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $129126.25    | 0.08%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $123805.11    | 0.08%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                      | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99937.50     | 0.06%             | 2037-05-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Costco Wholesale Corp.                                                                                                        | CUSIP: 00PAXD9Z1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1205.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98667.00     | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     152000 | PA      | $0.02         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Elia Group SA                                                             | Elia Group SA/NV                                                                                                              | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        204 | NS      | $23568.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maya SAS                                                                  | Maya SAS                                                                                                                      | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119076.37    | 0.08%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        814 | NS      | $217962.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122389.53    | 0.08%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76892 | PA      | $77086.74     | 0.05%             | 2041-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dow, Inc.                                                                                                                     | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -675 | NS      | $162.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relativity Space, Inc.                                                    | Relativity Space, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         42 | NS      | $43.16        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1139.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd.                                                               | Worley Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 549300XDR86FY8OLGP97       | Long             | EC               | CORP              | AU        |       2080 | NS      | $19323.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Circle Internet Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-897.00      | -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      | $36.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       1166 | NS      | $63398.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00PAL7SD5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19 | NC      | $-8455.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        700 | NS      | $839244.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89000 | PA      | $81993.06     | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1358333 | PA      | $38580.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                   | Ursa Major Technologies, Inc., Series D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1487 | NS      | $6840.20      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                       | CUSIP: 00CB0G9W9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-2677.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | MatsukiyoCocokara & Co.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1600 | NS      | $156.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     170290 | PA      | $46.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CVB Financial Corp.                                                                                                           | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -288 | NS      | $371.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CAVHTB9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-3975.00     | -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      | $-642.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1158.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                      | Dassault Systemes SE                                                                                                          | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |       2236 | NS      | $75221.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp.                                                             | Olympus Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |       5500 | NS      | $69536.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      63000 | PA      | $73678.90     | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        402 | NS      | $27050.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6103.85      | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      34274 | PA      | $385.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $281.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      11926 | NS      | $999637.32    | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2275000 | PA      | $-2874.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                                            | Figeac Aero SA                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      60000 | PA      | $70266.89     | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1354.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       9000 | PA      | $49774.72     | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     462748 | PA      | $47431.67     | 0.03%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                                                                   | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $130993.77    | 0.08%             | 2028-07-15      | Fixed         | 4.88%                 | 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        |      86014 | PA      | $86014.12     | 0.05%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      13706 | PA      | $461.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                                                      | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |      17700 | NS      | $56817.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Innolux Corp.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -78000 | NS      | $-752.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Homes By West Bay LLC                                                     | Homes By West Bay LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     317000 | PA      | $321374.60    | 0.20%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | Deep Instinct, Ltd., Series D                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        845 | NS      | $8.45         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | NEXTDC Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1173 | NS      | $-407.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8940.00      | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $123.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                         | CUSIP: 00CBT1RU5<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $152.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEGAS                                                                     | VEGAS Trust, Series 2024-GCS, Class D                                                                                         | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $63310.87     | 0.04%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2 | NC      | $-62.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       8351 | NS      | $571375.42    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       2606 | NS      | $42038.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | First Solar, Inc.                                                                                                             | CUSIP: 336433107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -256 | NS      | $-340.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                            | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        212 | NS      | $18338.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BE Semiconductor Industries NV                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -379 | NS      | $-1959.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marcolin SpA                                                              | Marcolin SpA                                                                                                                  | CUSIP: N/A<br>LEI: 815600C8D55034EB5379       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117480.95    | 0.07%             | 2026-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       5231 | PA      | $5008.68      | 0.00%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     276297 | PA      | $-2165.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1422.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      45000 | PA      | $50970.38     | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                    | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       1130 | NS      | $214.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastroc Beverage Group Co. Ltd.                                           | Eastroc Beverage Group Co. Ltd., Class A                                                                                      | CUSIP: N/A<br>LEI: 836800LQ338417RCIL29       | Long             | EC               | CORP              | CN        |        350 | NS      | $14936.06     | 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      | $-222.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sandoz Group AG                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -850 | NS      | $861.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series D                                                 | Loadsmart, Inc., Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        955 | NS      | $8757.35      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        114 | NS      | $983.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class E                                                                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22000 | PA      | $22027.50     | 0.01%             | 2041-06-15      | Floating      | 7.04%                 | 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      | $-527.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -232 | NS      | $996.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1224159 | PA      | $65251.36     | 0.04%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3248 | NS      | $15.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     959412 | PA      | $3056.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NU Holdings Ltd., Class A                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3431 | NS      | $959.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    4731000 | PA      | $153281.19    | 0.10%             | 2029-11-17      | 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      | $-1410.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Source Global PBC                                                         | SOURCE Global PBC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1116 | NS      | $89.30        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        760 | NS      | $50973.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  602000000 | PA      | $41074.99     | 0.03%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        724 | NS      | $145.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K109, Class X1  | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115199 | PA      | $6716.52      | 0.00%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       4443 | NS      | $1401455.49   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        509 | NS      | $32255.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Warner Bros Discovery, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6 | NC      | $168.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Algoma Steel Group, Inc.                                                  | Algoma Steel Group, Inc.                                                                                                      | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       4547 | NS      | $16164.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cypher Bidco BV                                                           | Cypher Bidco BV, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     153940 | PA      | $176214.93    | 0.11%             | 2028-01-01      | Variable      | 6.41%                 | No            |                  3 | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                                                              | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        800 | NS      | $19071.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97997.28     | 0.06%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                                                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        184 | NS      | $7961.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      10057 | NS      | $59034.59     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37967 | PA      | $-560.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4 | NC      | $12.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1128931 | PA      | $-1847.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                                                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        260 | NS      | $74856.60     | 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      | $-5203.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     513000 | PA      | $607.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                                    | LPP SA                                                                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |          3 | NS      | $14607.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Li Auto, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -7200 | NS      | $99.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      26419 | PA      | $143602.60    | 0.09%             | 2026-09-03      | 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      | $-1830.81     | -0.00%            |  |  |  | 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        |       1720 | NS      | $38270.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       6200 | NS      | $45437.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land, Inc.                                                          | Ayala Land, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |      11400 | NS      | $4773.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flyr - Secured Note                                                       | Flyr - Secured Note                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      52573 | PA      | $16066.31     | 0.01%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20134.09     | 0.01%             | 2039-06-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118071.16    | 0.07%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        243 | NS      | $58169.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -11 | NC      | $-1001.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   20983252 | PA      | $28314.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $24646.66     | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Synopsys, Inc.                                                                                                                | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -246 | NS      | $4546.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1740 | NS      | $261000.00    | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1500 | NS      | $-422.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37967 | PA      | $444.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd.                                                       | Trip.com Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |        350 | NS      | $26543.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                              | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1579 | NS      | $255466.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       3659 | NS      | $487634.93    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBR8TJ5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-980.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        140 | NS      | $21859.60     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV                        | Promotora y Operadora de Infraestructura SAB de CV                                                                            | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |        431 | NS      | $5879.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        811 | NS      | $40890.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                                                            | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $10000.00     | 0.01%             | 2037-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                         | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                         | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120400 | PA      | $113979.32    | 0.07%             | 2030-02-01      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                       | Flourishing Trade & Investment Ltd.                                                                                           | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     241465 | PA      | $252330.93    | 0.16%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | JFE Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $531.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00PBZ4V33<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-1984.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CAL8Z64<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19 | NC      | $-11875.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                                                     | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        943 | NS      | $80461.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Beijer Ref AB                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -801 | NS      | $1587.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        845 | NS      | $9616.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd.                                                            | UOL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |       1610 | NS      | $9752.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       1130 | NS      | $30769.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        541 | NS      | $211877.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | MBRF Global Foods Co. SA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1790 | NS      | $956.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        113 | NC      | $9435.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC, Series 2021-3, Class A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $193760.00    | 0.12%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     118300 | PA      | $-4416.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PBNLMZ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         23 | NC      | $207.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        591 | NS      | $145208.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp.                                                        | FirstService Corp.                                                                                                            | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |        103 | NS      | $19624.55     | 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      | $457.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                                        | MISUMI Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |       1700 | NS      | $26477.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4134.61      | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44662 | PA      | $45811.32     | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | 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      | $2414.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                                                   | Accton Technology Corp.                                                                                                       | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |       1000 | NS      | $34581.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                                  | Flagstar Financial, Inc.                                                                                                      | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       7471 | NS      | $86290.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com, Inc.                                                          | Kakaku.com, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |       1300 | NS      | $22327.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | Schroders plc                                                                                                                 | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |       3450 | NS      | $17507.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volta Greentech AB, Series C                                              | Volta Greentech AB, Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        228 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Macquarie Group Ltd.                                                      | Macquarie Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        457 | NS      | $66333.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        407 | NS      | $83329.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                      | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      67118 | PA      | $34062.37     | 0.02%             | 2028-04-27      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2033431 | PA      | $-607.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      44847 | NS      | $644391.77    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      20000 | PA      | $20803.00     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SPDR Gold Shares                                                                                                              | CUSIP: 00CC1PMH4<br>LEI: N/A                  | N/A              | DE               |  | US        |       -224 | NC      | $-62048.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119227.68    | 0.08%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                                                              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        145 | NS      | $48282.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                                                       | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        262 | NS      | $110230.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $347.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-B, Class A                                                                          | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99777.22     | 0.06%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     687868 | PA      | $-1208.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Four CLO VIII DAC                                                 | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                 | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118600.76    | 0.08%             | 2037-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                                                          | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      70065 | PA      | $87558.52     | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        655 | NS      | $117068.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DigiPlus Interactive Corp.                                                | DigiPlus Interactive Corp.                                                                                                    | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |       4900 | NS      | $2125.86      | 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      | $-55.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122763.13    | 0.08%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |     100000 | PA      | $120083.85    | 0.08%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan 10-Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          2 | NC      | $-17999.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2317777 | PA      | $23859.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         18 | NC      | $36495.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       4568 | NS      | $2512.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      42000 | PA      | $36540.00     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $824.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Clariant AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1330 | NS      | $60.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135133.49    | 0.09%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dillard's, Inc.                                                           | Dillard's, Inc., Class A                                                                                                      | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         25 | NS      | $15362.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                       | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        203 | NS      | $52447.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      32000 | PA      | $35695.80     | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       5766 | NS      | $313843.38    | 0.20%             |  |  |  | No            |                  1 | 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        |     124790 | PA      | $124907.39    | 0.08%             | 2038-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00PAVEPB6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-275.00      | -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      | $2235.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                            | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99643.59     | 0.06%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       2300 | NS      | $36681.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Solventum Corp.                                                                                                               | CUSIP: 83444M101<br>LEI: N/A                  | N/A              | DE               |  | US        |       -234 | NS      | $177.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                                           | GAIL India Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |       1872 | NS      | $3717.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                                                       | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93576 | PA      | $93605.22     | 0.06%             | 2038-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3311 | NS      | $514165.19    | 0.33%             |  |  |  | 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      | $433.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     394000 | PA      | $8408.71      | 0.01%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $120369.31    | 0.08%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -450 | NS      | $-10412.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                                             | Resort Communities LoanCo. LP                                                                                                 | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     446999 | PA      | $457637.58    | 0.29%             | 2028-11-21      | Variable      | 12.50%                | 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      | $2132.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Data AG                                                          | Northern Data AG                                                                                                              | CUSIP: N/A<br>LEI: 391200LB6JA3HAQWTS32       | Long             | EC               | CORP              | DE        |        384 | NS      | $7943.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                             | Assa Abloy AB, Class B                                                                                                        | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        396 | NS      | $13783.92     | 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      | $-939.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                  | CUSIP: 00CC5LUA5<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $7485.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp.                                                               | Ebara Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |        500 | NS      | $11397.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       4429 | NS      | $70015.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ABN AMRO Bank NV                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -757 | NS      | $-553.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        575 | PA      | $-27.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Expand Energy Corp.                                                                                                           | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1717 | NS      | $-13484.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        489 | NS      | $9501.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     572000 | PA      | $11617.88     | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14 | NC      | $12215.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $387.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119151.41    | 0.08%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        870 | NS      | $85695.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                    | SGS SA (Registered)                                                                                                           | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        189 | NS      | $19640.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                   | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |       9152 | NS      | $376513.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7897.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-65.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $183.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       5461 | NS      | $309911.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                                                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         18 | NS      | $32204.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-950.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -353388 | PA      | $-126.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class D                                                                         | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172028 | PA      | $172028.29    | 0.11%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                                                               | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      35000 | PA      | $43493.10     | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      61000 | PA      | $64574.72     | 0.04%             | 2029-12-15      | Fixed         | 8.25%                 | 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      | $2140.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121869.54    | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Accelerant Holdings, Class A                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -412 | NS      | $482.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       2898 | NS      | $54585.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        203 | NS      | $4613.47      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     384743 | PA      | $-14.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         46 | NS      | $56777.34     | 0.04%             |  |  |  | No            |                  1 | 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        |      50000 | PA      | $10050.00     | 0.01%             | 2029-04-27      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Provident Financial Services, Inc.                                                                                            | CUSIP: 74386T105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -410 | NS      | $254.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verge Fund                                                                | Verge Genomics                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      13831 | NS      | $2627.89      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CAL91A0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -23 | NC      | $-9430.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Convatec Group plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -8265 | NS      | $71.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insightful Corp.                                                          | Insightful Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      51259 | NS      | $10318.44     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PBNLN03<br>LEI: N/A                  | N/A              | DE               |  | US        |         15 | NC      | $187.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Atlantic Union Bankshares Corp.                                                                                               | CUSIP: 04911A107<br>LEI: N/A                  | N/A              | DE               |  | US        |       -120 | NS      | $25.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PAVSWX9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-218.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     591059 | PA      | $-1238.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                                        | Pure Storage, Inc., Class A                                                                                                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |         72 | NS      | $6034.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                                           | M/I Homes, Inc.                                                                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        129 | NS      | $18632.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $273686.07    | 0.17%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Barry Callebaut AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -36 | NS      | $1664.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5404.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co. Ltd.                                                          | Kuraray Co. Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |       2100 | NS      | $24138.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14 | NS      | $29193.22     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | CA        |    -225000 | PA      | $-6.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance SARL                                        | Becton Dickinson Euro Finance SARL                                                                                            | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120224.57    | 0.08%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                       | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      86988 | PA      | $102692.00    | 0.06%             | 2029-12-31      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135121.78    | 0.09%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBT7A71<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-1700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00PBVWU10<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-2325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     410326 | PA      | $-122.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4596 | NS      | $39478.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                           | Nippon Yusen KK                                                                                                               | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        900 | NS      | $30712.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: 00CBTCHN8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-5095.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        598 | NS      | $46506.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    3040000 | PA      | $53553.70     | 0.03%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       3489 | NS      | $683564.88    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                            | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63073.92     | 0.04%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Masimo Corp.                                                              | Masimo Corp.                                                                                                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        885 | NS      | $130581.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Nikon Corp.                                                               | Nikon Corp.                                                                                                                   | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       1600 | NS      | $18605.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     317000 | PA      | $6028.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Mipo                                                           | HD Hyundai Mipo                                                                                                               | CUSIP: N/A<br>LEI: 988400L1JDH871AJTA03       | Long             | EC               | CORP              | KR        |        246 | NS      | $35721.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               |  | US        |       -138 | NS      | $15.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    2060000 | PA      | $103371.08    | 0.07%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                                                         | Wynn Resorts Ltd.                                                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        116 | NS      | $14879.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1923000 | PA      | $8385.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       4280 | NS      | $716129.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117664.00    | 0.07%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4 | NC      | $-2700.00     | -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      | $1551.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     173000 | PA      | $-49.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      11433 | NS      | $220309.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Life Financial, Inc.                                                  | Sun Life Financial, Inc.                                                                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       2422 | NS      | $145438.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $137684.14    | 0.09%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -25 | NC      | $-3025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                             | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134795 | PA      | $118503.32    | 0.07%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boeing Co. (The)                                                                                                              | CUSIP: 00PAVGMH1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-625.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00CB8PK57<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Seres Group Co. Ltd.                                                      | Seres Group Co. Ltd., Class A                                                                                                 | CUSIP: N/A<br>LEI: 3003002LTJSDNVNIPU58       | Long             | EC               | CORP              | CN        |        200 | NS      | $4827.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                            | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      87875 | PA      | $89023.44     | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 00CBP9K05<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-395.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                     | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |        107 | NS      | $31353.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sapporo Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -400 | NS      | $87.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                       | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $16126.17     | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Autodesk, Inc.                                                                                                                | CUSIP: 00CB1EHC8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-790.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alfa SAB de CV, Class A                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -13516 | NS      | $-599.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                                         | Solaris Energy Infrastructure LLC, 1st Lien Term Loan                                                                         | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     157950 | PA      | $159134.63    | 0.10%             | 2029-09-11      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA                                                                                       | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119264.23    | 0.08%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                             | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103930 | PA      | $106724.50    | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        504 | NS      | $352507.68    | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                 | T. Rowe Price Group, Inc.                                                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       1103 | NS      | $113211.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                                             | Viatris, Inc.                                                                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       5990 | NS      | $59301.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        132 | NS      | $13778.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13423800 | PA      | $515419.78    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -6766 | NS      | $1829.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       6200 | NS      | $119080.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |       4437 | NS      | $271411.29    | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       2242 | NS      | $148689.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          5 | NC      | $7690.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     646105 | PA      | $-2633.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                              | Carrefour SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |       2312 | NS      | $35037.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        639 | NS      | $49778.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group, Inc.                                                  | KB Financial Group, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        173 | NS      | $14278.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cirkul, Inc.                                                                                                                  | CUSIP: 00CBY0BC8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-2135.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD/INR One-touch barrier option; Barrier price USD 86.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       4000 | PA      | $19.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                                                    | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |        121 | NS      | $37334.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1978235 | PA      | $649.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      90000 | PA      | $111864.22    | 0.07%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       2742 | NS      | $552595.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Runitonetime LLC                                                          | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1691 | PA      | $1625.58      | 0.00%             | 2026-04-16      | Variable      | 16.28%                | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      10000 | PA      | $10176.78     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       4264 | NS      | $616318.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                                                        | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117536.75    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                                           | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $60175.30     | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBYYDE8<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $21487.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |         45 | NS      | $8016.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                                                  | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |         77 | NS      | $1456.84      | 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      | $-546.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HawkEye 360, Inc.                                                         | HawkEye 360, Inc., Series D1                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       4447 | NS      | $67283.11     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       4400 | NS      | $43671.33     | 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      | $-156.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Community Financial System, Inc.                                                                                              | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -111 | NS      | $176.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     126000 | PA      | $127647.07    | 0.08%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        268 | NS      | $34644.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         22 | NS      | $5771.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        285 | NS      | $262279.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1  | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97724 | PA      | $5324.69      | 0.00%             | 2030-07-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                     | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -250 | NS      | $-955.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accelerant Holdings                                                       | Accelerant Holdings, Class A                                                                                                  | CUSIP: N/A<br>LEI: 529900G48AUHCKJ6EU64       | Long             | EC               | CORP              | KY        |        412 | NS      | $6134.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola Finanzas SA                                                     | Iberdrola Finanzas SA, Series IBE                                                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $120530.37    | 0.08%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | EC               | CORP              | KY        |      40737 | NS      | $37778.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7396806 | PA      | $14.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         83 | NC      | $-16424.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                                | Geberit AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         97 | NS      | $73254.56     | 0.05%             |  |  |  | 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      | $413.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       2365 | NS      | $77122.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1938108 | PA      | $-75.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | New York Community Bancorp, Inc.                                                                                              | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |       2891 | NS      | $-3845.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     155000 | PA      | $143.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                                                    | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      24158 | PA      | $33911.02     | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                                                               | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |       4187 | NS      | $158184.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, Delayed Draw 1st Lien Term Loan                                                          | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      13616 | PA      | $13582.17     | 0.01%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | NVIDIA Corp.                                                                                                                  | CUSIP: 00CBT65G9<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $5360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5000 | NS      | $-6459.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $130769.95    | 0.08%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-128.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Zealand Pharma A/S                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -337 | NS      | $-1118.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      67282 | PA      | $65563.31     | 0.04%             | 2027-04-23      | Variable      | 10.05%                | No            |                  3 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      43000 | PA      | $43078.50     | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6479200 | PA      | $-41522.24    | -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      | $-5006.39     | -0.00%            |  |  |  | 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        |      83884 | PA      | $83805.51     | 0.05%             | 2038-11-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                                                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        105 | NS      | $75052.26     | 0.05%             |  |  |  | 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      | $-505.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1080781 | PA      | $-22192.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PBU7A00<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Puma SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1079 | NS      | $409.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      10809 | NS      | $822512.05    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Anduril Investors LLC                                                     | Anduril Investors LLC, Series G                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1197 | NS      | $48933.36     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-2A, Class A                                                                                    | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250271.50    | 0.16%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/INR Down-and-out barrier option; Barrier price USD 85.05000                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      46000 | PA      | $8.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    2588976 | PA      | $142180.18    | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    7659381 | NS      | $7659380.72   | 4.84%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp., Class A                                                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       1611 | NS      | $123015.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119328.92    | 0.08%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          3 | NC      | $22.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Treasury Wine Estates Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1241 | NS      | $413.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1414.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                                        | Genius Electronic Optical Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       1779 | NS      | $25083.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |     100000 | PA      | $117213.24    | 0.07%             | 2026-02-24      | Fixed         | 2.62%                 | 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      | $2848.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2160652 | PA      | $17293.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, 1st Lien Term Loan                                                                                       | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14726 | PA      | $13253.25     | 0.01%             | 2028-06-05      | Variable      | 14.75%                | No            |                  3 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      83000 | NS      | $227420.00    | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     349999 | PA      | $9605.37      | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     100000 | PA      | $-2678.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122935.63    | 0.08%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1229.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      20000 | PA      | $-428.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                                                               | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      15679 | NS      | $70496.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Figma, Inc.                                                               | Figma, Inc., Class A                                                                                                          | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        219 | NS      | $11359.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pitney BOWES, Inc.                                                        | Pitney Bowes, Inc., 1st Lien Term Loan B                                                                                      | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44763 | PA      | $44706.58     | 0.03%             | 2032-03-19      | Variable      | 7.91%                 | 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      | $-1265.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                          | Screaming Eagle Acquistion Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2160 | NS      | $14749.48     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Truist Financial Corp.                                                                                                        | CUSIP: 89832Q109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -386 | NS      | $-127.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        528 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $185.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-899.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Postal Savings Bank of China Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -88000 | NS      | $868.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                                           | French Republic                                                                                                               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      71000 | PA      | $81564.02     | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     614000 | PA      | $-842.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                           | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      49604 | PA      | $50721.88     | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                                                                | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $143400.08    | 0.09%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Restaurant Brands International, Inc.                                                                                         | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2180 | NS      | $1189.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                                                                | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |       2000 | NS      | $32827.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                                    | Canadian Government Bond                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     371000 | PA      | $267254.89    | 0.17%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SGH Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -827 | NS      | $-435.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | MongoDB, Inc.                                                                                                                 | CUSIP: 00CC3SW36<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $3420.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp.                                                 | Starz Entertainment Corp.                                                                                                     | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        227 | NS      | $3343.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriFone Systems, Inc.                                                    | VeriFone Systems, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      95184 | PA      | $91918.26     | 0.06%             | 2028-08-18      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                      | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        296 | NS      | $96602.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent a Car SA                                                    | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |        362 | NS      | $2683.24      | 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      | $-7639.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                                                               | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | EC               | CORP              | MX        |      15835 | NS      | $14180.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          3 | NC      | $-388.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119453.95    | 0.08%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119331.92    | 0.08%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -155000 | PA      | $-21.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      61237 | PA      | $15056.19     | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Furukawa Electric Co. Ltd.                                                | Furukawa Electric Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |        500 | NS      | $30818.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Warner Bros Discovery, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-27.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19814.06     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                     | Coinbase Global, Inc., Class A                                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         74 | NS      | $24974.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                          | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99999.36     | 0.06%             | 2065-06-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     576000 | PA      | $-5444.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49000 | PA      | $851.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       5637 | NS      | $247746.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        192 | NS      | $152899.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1268000 | PA      | $-24.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Insight M, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      53113 | NS      | $3733.84      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  949000000 | PA      | $58367.44     | 0.04%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1873466 | PA      | $-104.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1033.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -829 | NS      | $1082.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       3232 | NS      | $112021.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $231334.81    | 0.15%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                       | Nexstar Media, Inc.                                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     110000 | PA      | $107364.65    | 0.07%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  492300000 | PA      | $117213.61    | 0.07%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                                         | Banco Bradesco SA (Preference)                                                                                                | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EP               | CORP              | BR        |      34503 | NS      | $114874.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        854 | PA      | $153603.87    | 0.10%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       4104 | NS      | $469908.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        135 | NS      | $20682.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                               | CUSIP: 00CAXD9Y8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1807.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                                          | AutoNation, Inc.                                                                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         74 | NS      | $16188.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                                           | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       1578 | NS      | $130831.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     490000 | PA      | $19631.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apollo Global Management, Inc.                                                                                                | CUSIP: 00CC49HN0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-82.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                                            | SK Hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        249 | NS      | $61726.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        543 | NS      | $74309.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                     | Lion/Polaris Lux 4 SA                                                                                                         | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118711.74    | 0.08%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $419.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                              | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |       4400 | NS      | $30579.77     | 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      | $-718.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        190 | NS      | $53618.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7 | NC      | $17800.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $-1145.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     687000 | PA      | $-1980.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                                                                         | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30386.08     | 0.02%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-148.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       8670 | NS      | $4490626.50   | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SBI Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -600 | NS      | $261.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       1768 | NS      | $149378.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Yakult Honsha Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1800 | NS      | $667.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     175000 | PA      | $3516.07      | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CAGK327<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-6170.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                                                              | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     135000 | PA      | $41073.86     | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                                            | Nexon Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |       2600 | NS      | $57058.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -30118 | NS      | $-3345.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Japan Steel Works Ltd. (The)                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -700 | NS      | $-2205.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     351000 | PA      | $-303.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Mercari, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11 | NS      | $4.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        683 | NS      | $18458.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Corp.                                                             | Veritas Corp., 1st Lien Term Loan B                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15904 | PA      | $16049.38     | 0.01%             | 2031-06-30      | Variable      | 16.80%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      21346 | NS      | $1101240.14   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8100.00      | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1825 | NS      | $8723.50      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118307.53    | 0.07%             | 2031-09-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        669 | NS      | $60009.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                    | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      88076 | PA      | $97264.90     | 0.06%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Socionext, Inc.                                                           | Socionext, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       1300 | NS      | $24431.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                                       | SATS Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5600 | NS      | $-403.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2196780 | PA      | $-5001.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                     | Banca Transilvania SA                                                                                                         | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |       1148 | NS      | $7446.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ServisFirst Bancshares, Inc.                                                                                                  | CUSIP: 81768T108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -98 | NS      | $582.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      39000 | PA      | $28.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FactSet Research Systems, Inc.                                            | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         90 | NS      | $25784.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | China Railway Group Ltd., Class H                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -41000 | NS      | $-800.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                                     | Asahi Intecc Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |       1400 | NS      | $22750.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -19 | NC      | $-23750.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        154 | NS      | $54649.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Universal LLC                                                      | Galaxy Universal LLC, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     193693 | PA      | $192724.04    | 0.12%             | 2026-11-12      | Variable      | 10.75%                | 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      | $800.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        529 | NS      | $3237.48      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Graco, Inc.                                                               | Graco, Inc.                                                                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        350 | NS      | $29736.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        800 | NS      | $43786.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -912 | NS      | $-176.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                       | Peninsula Pacific Entertainment LLC, 1st Lien Term Loan B                                                                     | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      58096 | PA      | $57950.56     | 0.04%             | 2032-08-16      | Variable      | 8.63%                 | No            |                  3 | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                   | Ursa Major Technologies, Inc., Series C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12134 | NS      | $53753.62     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2024-D, Class A1B                                                                    | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120028 | PA      | $119633.10    | 0.08%             | 2053-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2825887 | PA      | $-1434.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      58240 | PA      | $56856.80     | 0.04%             | 2031-02-17      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-23.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -18 | NC      | $-1664.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -666 | NS      | $1698.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               |  | US        |       -700 | NS      | $-1043.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $39.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      58027 | PA      | $64247.90     | 0.04%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       5000 | NS      | $63916.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7295 | PA      | $8.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBYYDH1<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $11677.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                                                  | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       1675 | NS      | $73477.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $60.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                       | First Horizon Corp.                                                                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        557 | NS      | $12593.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                                  | Volvo AB, Class B                                                                                                             | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       1841 | NS      | $52942.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-BOLT, Class F                                                                                          | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9972.69      | 0.01%             | 2039-06-15      | Floating      | 8.59%                 | 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      | $1721.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -681109 | PA      | $-7.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakus Co. Ltd.                                                            | Rakus Co. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       2346 | NS      | $21562.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       7413 | PA      | $11.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6177 | NS      | $926550.00    | 0.59%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |        200 | NS      | $1916.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        954 | NS      | $108011.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        260 | NS      | $54730.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                          | Telkom Indonesia Persero Tbk. PT                                                                                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |      16800 | NS      | $3093.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                         | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       2775 | NS      | $48973.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                  | Nexi SpA                                                                                                                      | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $107501.84    | 0.07%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $105466.40    | 0.07%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                   | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     414143 | PA      | $0.04         | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1148550 | PA      | $-453.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -159000 | PA      | $-362.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                                                             | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        566 | NS      | $38606.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       4195 | NS      | $90177.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Seguridade Participacoes SA                                               | Seguridade Participacoes SA                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       6626 | NS      | $41382.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bock Capital Bidco BV                                                     | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      48133 | PA      | $56641.65     | 0.04%             | 2028-06-29      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Adyen NV                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         83 | NS      | $-2007.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         27 | NS      | $63097.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 00PBU10Y0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-245.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00CC0P840<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-569.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                        | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        228 | NS      | $1958.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1058257 | PA      | $-1858.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117763.79    | 0.07%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                                                        | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       1422 | NS      | $130589.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                                                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |       1285 | NS      | $57996.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                                                              | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       8471 | NS      | $77288.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21848.56     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         19 | NC      | $13788.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                       | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |       1447 | NS      | $289068.22    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                        | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        748 | NS      | $6163.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                             | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |       3510 | NS      | $4102.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PBWHEN2<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $748.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group, Inc.                                                | Japan Exchange Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       4200 | NS      | $46901.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Holdings, Inc.                                                    | OneMain Holdings, Inc.                                                                                                        | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        462 | NS      | $26084.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8150.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        300 | NS      | $15216.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101772.50    | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $428.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                                                                | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209900.00    | 0.13%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -77 | NS      | $-39.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                                                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       1486 | NS      | $47488.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amcor plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -8544 | NS      | $109.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12387.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1098500 | PA      | $24804.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        155 | NS      | $25936.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Wells Fargo & Co.                                                                                                             | CUSIP: 00CBU25R2<br>LEI: N/A                  | N/A              | DE               |  | US        |         20 | NC      | $3990.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72404.57     | 0.05%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc., Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6121 | NS      | $5892.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14834 | PA      | $12509.55     | 0.01%             | 2028-04-30      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9540.57      | 0.01%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $121620.09    | 0.08%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00PBVPSA8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-1110.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                   | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      34197 | PA      | $33812.17     | 0.02%             | 2030-04-26      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                                                                            | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |       4482 | NS      | $188288.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7214.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bachem Holding AG                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -76 | NS      | $401.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       1176 | NS      | $525942.48    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        361 | NS      | $41879.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                           | CUSIP: 00PAMUMR8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14 | NC      | $-1673.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2 | NC      | $-2385.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118491.83    | 0.07%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | HUTCHMED China Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1000 | NS      | $170.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |          7 | NC      | $43136.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        228 | NS      | $52791.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       1085 | NS      | $88460.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| RCI Banque SA                                                             | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234692.59    | 0.15%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-577.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lynas Rare Earths Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2308 | NS      | $-3834.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXO Imaging, Inc.                                                         | EXO Imaging, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        107 | NS      | $38.39        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | MBRF Global Foods Co. SA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2577 | NS      | $772.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series OO                                                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4140.54      | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series F                                                 | JumpCloud, Inc., Series F                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3376 | NS      | $7967.36      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                                                       | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118835.72    | 0.08%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      42427 | PA      | $50456.30     | 0.03%             | 2029-12-31      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    1364000 | PA      | $95.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2025-FL20, Class A                                                                                            | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100083.95    | 0.06%             | 2043-02-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     360000 | PA      | $344.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       1333 | NS      | $315081.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     369930 | PA      | $-61.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |      19000 | NS      | $268558.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      91120 | PA      | $60.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-60.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     161000 | PA      | $42648.95     | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-1292.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       1464 | NS      | $46272.97     | 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      | $-48.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -37000 | PA      | $-161.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6646227 | PA      | $23706.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbour CLO VI DAC                                                         | Arbour CLO VI DAC, Series 6X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118064.95    | 0.07%             | 2037-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      26438 | PA      | $25.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      76000 | PA      | $73446.31     | 0.05%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                                                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        689 | NS      | $156905.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                                    | Daikin Industries Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |         39 | NS      | $4495.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-4605.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                              | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $20037.50     | 0.01%             | 2038-04-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $111186.36    | 0.07%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        595 | NS      | $71435.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         40 | NS      | $22490.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd.                                                           | ICICI Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |        190 | NS      | $2879.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Xinyi Glass Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2013 | NS      | $-75.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         47 | NS      | $253765.69    | 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      | $56.23        | 0.00%             |  |  |  | No            |                  2 | 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        |     100000 | PA      | $109761.72    | 0.07%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237913.72    | 0.15%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                               | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |      14939 | NS      | $42047.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                  | Alcon AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        630 | NS      | $47385.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |       8535 | NS      | $295630.33    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        490 | NS      | $23223.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       4354 | PA      | $8.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                       | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111360 | PA      | $92782.75     | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00CBBYU46<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1785.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NextEra Energy, Inc.                                                                                                          | CUSIP: 00PAVMCQ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-230.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CBAK0Q1<br>LEI: N/A                  | N/A              | DE               |  | US        |         54 | NC      | $13689.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |       9400 | NS      | $22860.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110029.91    | 0.07%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45448.88     | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          9 | NC      | $237.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Enterprises, Inc.                                                  | Sonder Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     188051 | PA      | $141038.02    | 0.09%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | Revvity, Inc.                                                                                                                 | CUSIP: 714046109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -472 | NS      | $-809.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -93 | NS      | $-82.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CC3Q3U2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-5512.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Hilton Worldwide Holdings, Inc.                                                                                               | CUSIP: 00CBU6YR1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-90.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ConnectWise LLC                                                           | ConnectWise LLC, 1st Lien Term Loan                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      32577 | PA      | $32611.77     | 0.02%             | 2028-09-29      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Boston Scientific Corp.                                                                                                       | CUSIP: 00PB4FG05<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-870.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ireland                                                       | Republic of Ireland                                                                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     798968 | PA      | $912157.55    | 0.58%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     289000 | PA      | $129.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       1837 | NS      | $205964.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                               | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      10000 | PA      | $4500.00      | 0.00%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        462 | NS      | $51282.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       1000 | NS      | $123750.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications, Inc.                                                 | Zoom Communications, Inc., Class A                                                                                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |         81 | NS      | $6682.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $94242.34     | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        251 | NS      | $86670.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       5510 | NS      | $462068.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -2304000 | PA      | $-3292.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4734.70      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                           | 10x Future Technologies Services Ltd., Series D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |       4842 | NS      | $61343.09     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      10609 | PA      | $2330.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                   | Invesco Senior Loan ETF                                                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |      10731 | NS      | $224599.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        332 | NS      | $161026.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CC296L8<br>LEI: N/A                  | N/A              | DE               |  | US        |         12 | NC      | $3900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration Spa                                                                                                      | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $119447.07    | 0.08%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies, Inc.                                               | Opendoor Technologies, Inc.                                                                                                   | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       3014 | NS      | $24021.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Axis Bank Ltd.                                                            | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |        202 | NS      | $2573.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2762816 | PA      | $-2896.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bracelet Holdings, Inc.                                                   | Bracelet Holdings, Inc.                                                                                                       | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      93000 | PA      | $89495.23     | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                                                         | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |        800 | NS      | $28978.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volocopter GmbH, Series D                                                 | Volocopter GmbH, Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |         30 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      15124 | NS      | $159738.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                                                              | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |        866 | NS      | $29504.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         45 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       8000 | PA      | $522.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        682 | NS      | $245.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4105.28      | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  873000000 | PA      | $54166.34     | 0.03%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       2276 | NS      | $292644.42    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                                   | OPAP SA, Class R                                                                                                              | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |        278 | NS      | $6485.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                            | Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE                                                                     | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1621 | PA      | $1614.53      | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                              | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     179592 | NS      | $179592.00    | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV, Class N                                                                                                            | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       1814 | NS      | $128277.10    | 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      | $-718.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -86000 | PA      | $-334.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp.                                                              | Incyte Corp.                                                                                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        488 | NS      | $41387.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Molson Coors Beverage Co., Class B                                                                                            | CUSIP: 60871R209<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2489 | NS      | $-466.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc., Class A                                                                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        287 | NS      | $89079.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     218000 | PA      | $239755.09    | 0.15%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        458 | NS      | $156352.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10109000 | PA      | $559708.23    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc., CVR                                                                                           | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | Long             |  | CORP              | US        |       2251 | NS      | $1193.03      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-2940.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        294 | NS      | $6683.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      20000 | PA      | $-173.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PsiQuantum Corp., Series D                                                | PsiQuantum Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1532 | NS      | $62888.60     | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | DR Horton, Inc.                                                                                                               | CUSIP: 00CB1F025<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-245.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elm Co.                                                                   | Elm Co.                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         22 | NS      | $5253.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        300 | NS      | $111768.27    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          5 | NC      | $2469.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FreeWire Technologies, Inc.                                               | FreeWire Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2981.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        699 | NS      | $212419.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MasOrange Holdco Ltd.                                                     | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      93990 | PA      | $110230.89    | 0.07%             | 2031-03-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd.                                            | Geely Automobile Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |      12000 | NS      | $30146.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Williams Cos., Inc. (The)                                                                                                     | CUSIP: 00CC3AG33<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10956.48     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1340.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100061.83    | 0.06%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Project Davinci                                                           | Deep Instinct Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2674 | NS      | $160.44       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DF Residential I LP                                                       | DF Residential I LP                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      43440 | NS      | $45611.75     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   24000000 | PA      | $-644.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       1796 | NS      | $540272.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                       | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      26000 | PA      | $31032.18     | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4128.46      | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $281.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      50000 | PA      | $65.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     623010 | PA      | $-2154.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     456000 | PA      | $-5983.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-548.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co. Ltd.                                              | Harmony Gold Mining Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |       3642 | NS      | $65803.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                      | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12005.03     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                                   | TER Finance Jersey Ltd., Series 22                                                                                            | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |     150000 | PA      | $149974.31    | 0.09%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8306.93      | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | POSCO Future M Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -125 | NS      | $-866.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        202 | NS      | $55571.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                                                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        590 | NS      | $145494.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                               | B3 SA - Brasil Bolsa Balcao                                                                                                   | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      27889 | NS      | $69955.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                                                            | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $120254.77    | 0.08%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         96 | NS      | $16083.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                                                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        960 | NS      | $112875.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -2200 | NS      | $229.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00CC4PLE9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-1220.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      34200 | PA      | $46019.49     | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        651 | NS      | $56129.22     | 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      | $236.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Ibiden Co. Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -200 | NS      | $90.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                                                           | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121267.04    | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Meta Platforms, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $-990.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        510 | NS      | $9593.14      | 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      | $217.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $693.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      77400 | PA      | $77862.59     | 0.05%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        533 | NS      | $40182.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      13000 | PA      | $1356.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        135 | NS      | $17937.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                                                 | Gerdau SA (Preference)                                                                                                        | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EP               | CORP              | BR        |       8424 | NS      | $26353.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | McDonald's Corp.                                                                                                              | CUSIP: 00PC5QU69<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-1255.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Providus CLO II DAC                                                       | Providus CLO II DAC, Series 2X, Class DRR                                                                                     | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118434.58    | 0.07%             | 2038-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | LG Energy Solution Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -72 | NS      | $177.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                   | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        840 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | Broadcom, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9 | NC      | $-13230.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4108.03      | 0.00%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10 | NC      | $-30975.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5023.97      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                   | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       1554 | NS      | $33727.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     885000 | PA      | $948.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       1116 | NS      | $158215.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | FedEx Corp.                                                                                                                   | CUSIP: 31428X106<br>LEI: N/A                  | N/A              | DE               |  | US        |       -288 | NS      | $-1638.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                          | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32475.66     | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Frontken Corp. Bhd.                                                       | Frontken Corp. Bhd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |       8600 | NS      | $8503.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bank of America Corp.                                                                                                         | CUSIP: 00CBZ4W10<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-1095.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                                                        | Kinross Gold Corp.                                                                                                            | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       3235 | NS      | $80288.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                                                  | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |       6910 | NS      | $24376.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20293.96     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1718 | NS      | $223.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                               | Ciputra Development Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |     156900 | NS      | $8768.33      | 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      | $-4646.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       7834 | NS      | $78915.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       5300 | NS      | $77162.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                                      | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                  | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     153863 | PA      | $154519.00    | 0.10%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-67.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        582 | NS      | $96821.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      36000 | PA      | $31735.09     | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                   | CUSIP: 00CBYYDJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-9067.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Misto Holdings Corp.                                                      | Misto Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        164 | NS      | $4507.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Bullish                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -461 | NS      | $2526.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Oji Holdings Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3000 | NS      | $361.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-244.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | American Airlines Group, Inc.                                                                                                 | CUSIP: 00PC0QRE1<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $324.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -211386 | PA      | $-1568.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118250.79    | 0.07%             | 2029-12-15      | Floating      | 5.76%                 | 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        |       -110 | NC      | $-178933.70   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                                                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         35 | NS      | $9769.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4011 | NS      | $852.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPMorgan Chase & Co.                                                                                                          | CUSIP: 00CC3QQF0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134239.03    | 0.08%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         45 | NS      | $19551.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        756 | NS      | $122434.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodle, Inc., Series C                                                    | Noodle, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8220 | NS      | $12412.20     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                                                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       1829 | NS      | $63429.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119871.07    | 0.08%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7 | NC      | $-399.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                  | Mitra Adiperkasa Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |      61700 | NS      | $4167.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-128.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                                              | Infosys Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       1518 | NS      | $24689.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $122183.45    | 0.08%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       1012 | NS      | $36108.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                                                            | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45326.74     | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     844047 | PA      | $4041.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $6512.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Cameco Corp.                                                                                                                  | CUSIP: 00CC0P857<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-1522.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3630.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       7486 | NS      | $89532.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -446000 | PA      | $-2253.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121146.49    | 0.08%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     327000 | PA      | $84032.05     | 0.05%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       1924 | NS      | $385.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -16100 | NS      | $-314.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       3881 | NS      | $48046.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA, Class R                                                                          | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |        393 | NS      | $7437.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     576000 | PA      | $164314.47    | 0.10%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        273 | NS      | $136284.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                                            | Ineos Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                 | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      64000 | PA      | $68982.29     | 0.04%             | 2029-04-03      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               |  | US        |       -335 | NS      | $-3179.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99135.32     | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Capital One Financial Corp.                                                                                                   | CUSIP: 00CBMVLA6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-455.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CRH plc                                                                                                                       | CUSIP: 00CBKHGE7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-585.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Eagle Bancorp, Inc.                                                                                                           | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |        262 | NS      | $107.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2173.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preem Holdings AB                                                         | Preem Holdings AB                                                                                                             | CUSIP: N/A<br>LEI: 549300R8F8748VHR6289       | Long             | DBT              | CORP              | SE        |      80000 | PA      | $97116.29     | 0.06%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                            | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $90299.61     | 0.06%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                                                   | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        963 | NS      | $43434.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Breeze Aviation Group, Inc.                                               | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      35002 | PA      | $36401.65     | 0.02%             | 2028-01-30      | Fixed         | 20.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1384 | NS      | $-1494.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       7258 | NS      | $303733.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomberry Resorts Corp.                                                  | Bloomberry Resorts Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |      25600 | NS      | $1821.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |     100000 | PA      | $112028.19    | 0.07%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     266000 | PA      | $69.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -729000 | PA      | $-496.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mythic AI, Inc., Series C                                                 | Mythic AI, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         70 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Harmonic Drive Systems, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1300 | NS      | $3771.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     396300 | PA      | $6516.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd.                                                  | CIMB Group Holdings Bhd.                                                                                                      | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |       2100 | NS      | $3669.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               |  | US        |       -233 | NS      | $-631.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5058.82      | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      10201 | NS      | $72053.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Continental AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -308 | NS      | $-86.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       3048 | NS      | $54200.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     100000 | PA      | $112268.53    | 0.07%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                        | Eicher Motors Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |         92 | NS      | $7264.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                            | Bank Syariah Indonesia Tbk. PT                                                                                                | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |      23892 | NS      | $3719.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         57 | NS      | $37023.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                    | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        885 | NS      | $30063.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Food & Life Cos. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1200 | NS      | $3598.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     110000 | PA      | $4535.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                   | CUSIP: 00PBWSN57<br>LEI: N/A                  | N/A              | DE               |  | US        |        -70 | NC      | $-1995.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                       | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25874.99     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                                                        | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $118088.43    | 0.07%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Super Micro Computer, Inc.                                                                                                    | CUSIP: 86800U302<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1712 | NS      | $-1831.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flowco Holdings, Inc.                                                     | Flowco Holdings, Inc., Class A                                                                                                | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1582 | NS      | $23492.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                                                             | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        300 | NS      | $13865.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5 | NC      | $-7812.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-BOLT, Class A                                                                                          | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $40050.00     | 0.03%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       2780 | NS      | $658860.00    | 0.42%             |  |  |  | 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        |     100000 | PA      | $125557.60    | 0.08%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                                | CUSIP: 00PC4W3A8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      20658 | NS      | $332062.09    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                 | SLM Corp.                                                                                                                     | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        557 | NS      | $15417.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hungary                                                                   | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   12070000 | PA      | $36691.79     | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      35354 | PA      | $-352.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       7337 | PA      | $-147.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                                                           | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     208000 | PA      | $206752.00    | 0.13%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        500 | NS      | $32970.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2699.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     875000 | PA      | $5395.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -451000 | PA      | $-608.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-213.54      | -0.00%            |  |  |  | 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        |     100000 | PA      | $99555.60     | 0.06%             | 2034-12-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     147000 | PA      | $139405.98    | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | 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      | $-2141.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       2590 | NS      | $438927.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     475000 | PA      | $9543.18      | 0.01%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        394 | NS      | $94847.62     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc., Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        778 | NS      | $988.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                        | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                    | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        982 | PA      | $931.33       | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Games System Co. Ltd.                                       | International Games System Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       1000 | NS      | $25892.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RB Global, Inc.                                                           | RB Global, Inc.                                                                                                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        387 | NS      | $41917.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        679 | NS      | $18506.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1028000 | PA      | $-827.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                           | Athens International Airport SA                                                                                               | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |        888 | NS      | $10821.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Think & Learn Private Ltd., Series F                                      | Think & Learn Private Ltd., Series F                                                                                          | CUSIP: N/A<br>LEI: 2549006XBBGEQL8H6M81       | Long             | EC               | CORP              | IN        |         32 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00PC2N5N0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -19 | NC      | $-3885.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VanEck JPMorgan EM Local Currency Bond ETF                                | VanEck JPMorgan EM Local Currency Bond ETF                                                                                    | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             |  | RF                | US        |       4113 | NS      | $104922.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                       | Barratt Redrow plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -11594 | NS      | $-3011.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22475000 | PA      | $-30841.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -451000 | PA      | $-3118.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                              | CUSIP: 00CB8PG37<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-1596.00     | -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      | $-1238.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1845300 | PA      | $-434.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       8800 | NS      | $167059.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                      | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        139 | NS      | $150853.92    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                                                           | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118293.10    | 0.07%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | DiaSorin SpA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -168 | NS      | $536.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $344.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10000 | PA      | $-228.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                              | CUSIP: X3000CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      51163 | PA      | $60443.35     | 0.04%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1464 | NS      | $1991.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GMO Payment Gateway, Inc.                                                 | GMO Payment Gateway, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |        300 | NS      | $16828.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     232000 | PA      | $274884.95    | 0.17%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         21 | NC      | $11970.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                              | CUSIP: 00CAVKWH5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-278.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      15172 | PA      | $14665.08     | 0.01%             | 2027-04-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       1842 | NS      | $110428.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                | Merck KGaA                                                                                                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |         72 | NS      | $9341.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | US        |      -4416 | NS      | $-1063.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          6 | NC      | $9312.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | BeOne Medicines Ltd., Class H                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1600 | NS      | $-1121.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98610 | PA      | $4692.91      | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                        | Alexandrite Lake Lux Holdings SARL                                                                                            | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120107.55    | 0.08%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247955.12    | 0.16%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        461 | NS      | $67453.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CBNW099<br>LEI: N/A                  | N/A              | DE               |  | US        |       -108 | NC      | $-8640.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     235756 | PA      | $230.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       1110 | NS      | $39311.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS                                                                     | VEGAS, Series 2024-GCS, Class C                                                                                               | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50326.33     | 0.03%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JD Health International, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5550 | NS      | $992.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      54577 | PA      | $-3.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20713.29     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                       | Eldorado Gold Corp.                                                                                                           | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        683 | NS      | $19731.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2971822 | PA      | $-1157.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                           | SPDR Blackstone Senior Loan ETF                                                                                               | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |       8948 | NS      | $372057.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22804.08     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        828 | NS      | $75306.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Ono Pharmaceutical Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3300 | NS      | $96.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1228.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2726.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5000 | PA      | $-307.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                               | CUSIP: 00CBUMQ38<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $87.00        | 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      | $942.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                        | Best Buy Co., Inc.                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        390 | NS      | $29491.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR/USD Up-and-out barrier option; Barrier price EUR 1.20500                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     181359 | PA      | $142.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** BlackRock Series Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer